MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 8, 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 : 28,320: 2,969 2,670 737 19,750 16,406 23,456 19,813: 4,864 8,507
Old : 28,320: 2,969 2,670 737 19,750 16,406 23,456 19,813: 4,864 8,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -3,248: 166 263 -610 -2,538 -3,632 -2,982 -3,979: -266 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.4 2.6 69.7 57.9 82.8 70.0: 17.2 30.0
Old : 100.0: 10.5 9.4 2.6 69.7 57.9 82.8 70.0: 17.2 30.0
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 : 57: 11 12 7 24 22 41 35:
Old : 57: 11 12 7 24 22 41 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 : 43.2 30.5 57.8 43.1 42.8 28.6 57.5 39.7
Old : 43.2 30.5 57.8 43.1 42.8 28.6 57.5 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 8, 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 : 209,386: 42,610 51,896 43,895 101,360 78,097 187,865 173,888: 21,521 35,498
Old : 196,332: 39,583 59,828 35,456 101,208 66,918 176,247 162,202: 20,085 34,130
Other: 13,054: 11,457 498 9 152 11,179 11,618 11,686: 1,436 1,368
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,148: 82 798 -6,301 2,807 4,038 -3,412 -1,465: 4,560 2,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 24.8 21.0 48.4 37.3 89.7 83.0: 10.3 17.0
Old : 100.0: 20.2 30.5 18.1 51.5 34.1 89.8 82.6: 10.2 17.4
Other: 100.0: 87.8 3.8 0.1 1.2 85.6 89.0 89.5: 11.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 59 92 78 37 53 155 178:
Old : 235: 57 97 78 37 53 155 178:
Other: 61: 22 9 1 5 26 28 35:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 19.0 37.7 28.4 23.3 13.3 34.0 21.3
Old : 26.3 16.3 40.0 26.1 24.9 15.8 37.0 23.8
Other: 60.6 67.7 80.6 76.8 60.6 67.3 80.6 76.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 8, 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 : 2,090: 66 511 490 979 613 1,535 1,614: 555 476
Old : 2,090: 66 511 490 979 613 1,535 1,614: 555 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 24.4 23.4 46.8 29.3 73.4 77.2: 26.6 22.8
Old : 100.0: 3.2 24.4 23.4 46.8 29.3 73.4 77.2: 26.6 22.8
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 : 20: 2 9 4 6 4 11 15:
Old : 20: 2 9 4 6 4 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 47.7 70.0 66.3 44.5 36.5 48.9 47.2
Old : 46.5 47.7 70.0 66.3 44.5 36.5 48.9 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 8, 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 : 243,690: 57,012 54,191 42,584 122,174 96,589 221,770 193,364: 21,920 50,326
Old : 243,690: 57,012 54,191 42,584 122,174 96,589 221,770 193,364: 21,920 50,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 2,278: -3,125 1,157 1,871 361 -1,090 -893 1,938: 3,171 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.2 17.5 50.1 39.6 91.0 79.3: 9.0 20.7
Old : 100.0: 23.4 22.2 17.5 50.1 39.6 91.0 79.3: 9.0 20.7
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 : 310: 58 106 80 56 119 164 265:
Old : 310: 58 106 80 56 119 164 265:
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 : 26.2 11.4 39.4 18.6 26.2 10.9 39.2 16.5
Old : 26.2 11.4 39.4 18.6 26.2 10.9 39.2 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 8, 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 : 9,131: 4,166 4,711 387 3,000 2,063 7,553 7,161: 1,578 1,970
Old : 9,131: 4,166 4,711 387 3,000 2,063 7,553 7,161: 1,578 1,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -242: 132 14 -221 57 86 -32 -121: -210 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 51.6 4.2 32.9 22.6 82.7 78.4: 17.3 21.6
Old : 100.0: 45.6 51.6 4.2 32.9 22.6 82.7 78.4: 17.3 21.6
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 : 77: 23 23 7 15 22 42 51:
Old : 77: 23 23 7 15 22 42 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 : 35.5 29.4 56.0 40.8 35.5 29.4 56.0 40.8
Old : 35.5 29.4 56.0 40.8 35.5 29.4 56.0 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 8, 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 : 34,757: 19,708 7,106 3,551 7,627 6,803 30,886 17,460: 3,871 17,297
Old : 34,757: 19,708 7,106 3,551 7,627 6,803 30,886 17,460: 3,871 17,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,943: 1,996 907 85 -461 -944 1,620 48: 323 1,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 20.4 10.2 21.9 19.6 88.9 50.2: 11.1 49.8
Old : 100.0: 56.7 20.4 10.2 21.9 19.6 88.9 50.2: 11.1 49.8
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 : 135: 33 34 28 25 46 78 95:
Old : 135: 33 34 28 25 46 78 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 8.1 45.7 13.9 28.5 7.4 44.2 12.2
Old : 29.3 8.1 45.7 13.9 28.5 7.4 44.2 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 8, 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 : 82,454: 31,648 15,224 2,300 19,093 48,776 53,041 66,300: 29,413 16,154
Old : 82,454: 31,648 15,224 2,300 19,093 48,776 53,041 66,300: 29,413 16,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -570: -4,007 2,567 895 489 -3,712 -2,623 -250: 2,053 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 18.5 2.8 23.2 59.2 64.3 80.4: 35.7 19.6
Old : 100.0: 38.4 18.5 2.8 23.2 59.2 64.3 80.4: 35.7 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 19 10 7 16 17 40 31:
Old : 58: 19 10 7 16 17 40 31:
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 : 23.6 41.5 36.1 53.8 23.6 40.0 36.1 52.4
Old : 23.6 41.5 36.1 53.8 23.6 40.0 36.1 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 62,749: 21,345 23,516 0 20,724 31,809 42,069 55,325: 20,680 7,424
Old : 62,749: 21,345 23,516 0 20,724 31,809 42,069 55,325: 20,680 7,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,391: 2,843 395 0 -5,358 1,974 -2,515 2,369: 3,906 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 37.5 0.0 33.0 50.7 67.0 88.2: 33.0 11.8
Old : 100.0: 34.0 37.5 0.0 33.0 50.7 67.0 88.2: 33.0 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 : 49: 20 11 0 11 11 31 22:
Old : 49: 20 11 0 11 11 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 : 35.9 42.3 46.1 60.7 35.9 41.5 46.1 59.9
Old : 35.9 42.3 46.1 60.7 35.9 41.5 46.1 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 8, 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 : 93,542: 62,120 6,254 248 24,805 85,065 87,173 91,567: 6,369 1,975
Old : 93,542: 62,120 6,254 248 24,805 85,065 87,173 91,567: 6,369 1,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 7,777: -73 351 0 8,413 7,962 8,340 8,313: -563 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 6.7 0.3 26.5 90.9 93.2 97.9: 6.8 2.1
Old : 100.0: 66.4 6.7 0.3 26.5 90.9 93.2 97.9: 6.8 2.1
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: 49 15 2 10 17 60 33:
Old : 87: 49 15 2 10 17 60 33:
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 : 36.1 76.3 55.1 89.4 36.0 76.3 54.7 86.1
Old : 36.1 76.3 55.1 89.4 36.0 76.3 54.7 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 8, 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 : 86,731: 30,569 33,831 603 37,955 29,709 69,127 64,143: 17,604 22,588
Old : 86,731: 30,569 33,831 603 37,955 29,709 69,127 64,143: 17,604 22,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 8,093: 1,437 1,890 -6 3,824 4,367 5,255 6,251: 2,838 1,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 39.0 0.7 43.8 34.3 79.7 74.0: 20.3 26.0
Old : 100.0: 35.2 39.0 0.7 43.8 34.3 79.7 74.0: 20.3 26.0
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 : 71: 14 30 2 20 15 35 46:
Old : 71: 14 30 2 20 15 35 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 : 44.0 25.8 58.2 40.5 43.4 19.2 50.6 31.9
Old : 44.0 25.8 58.2 40.5 43.4 19.2 50.6 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 8, 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 : 193,786: 62,356 24,883 2,034 97,448 147,328 161,838 174,245: 31,948 19,541
Old : 193,786: 62,356 24,883 2,034 97,448 147,328 161,838 174,245: 31,948 19,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 12,374: 17,249 -19,304 1,374 -10,358 30,073 8,265 12,143: 4,109 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.8 1.0 50.3 76.0 83.5 89.9: 16.5 10.1
Old : 100.0: 32.2 12.8 1.0 50.3 76.0 83.5 89.9: 16.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 35 23 8 29 25 68 52:
Old : 100: 35 23 8 29 25 68 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 : 33.9 52.3 47.8 67.4 27.3 46.7 39.6 56.8
Old : 33.9 52.3 47.8 67.4 27.3 46.7 39.6 56.8
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 - Futures Only, January 8, 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 : 179,512: 85,915 34,013 1,484 41,398 108,936 128,797 144,433: 50,715 35,079
Old : 179,512: 85,915 34,013 1,484 41,398 108,936 128,797 144,433: 50,715 35,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 13,091: 14,218 -1,029 236 -7,127 15,900 7,327 15,107: 5,764 -2,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 18.9 0.8 23.1 60.7 71.7 80.5: 28.3 19.5
Old : 100.0: 47.9 18.9 0.8 23.1 60.7 71.7 80.5: 28.3 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 52 31 10 33 31 91 66:
Old : 132: 52 31 10 33 31 91 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 : 23.4 32.2 33.6 45.8 23.2 31.1 33.4 44.5
Old : 23.4 32.2 33.6 45.8 23.2 31.1 33.4 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 8, 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 : 21,286: 14,848 1,345 57 3,471 19,013 18,376 20,415: 2,910 871
Old : 21,286: 14,848 1,345 57 3,471 19,013 18,376 20,415: 2,910 871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -58: -1,389 -927 0 652 558 -737 -369: 679 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 6.3 0.3 16.3 89.3 86.3 95.9: 13.7 4.1
Old : 100.0: 69.8 6.3 0.3 16.3 89.3 86.3 95.9: 13.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 4 1 8 12 23 17:
Old : 36: 15 4 1 8 12 23 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 : 53.5 58.6 69.9 82.1 53.5 58.4 69.9 80.5
Old : 53.5 58.6 69.9 82.1 53.5 58.4 69.9 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 8, 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 :10,308,232: 1,776,646 540,702 1,032,585 6,259,994 7,426,794 9,069,225 9,000,081: 1,239,007 1,308,151
Old :10,308,232: 1,776,646 540,702 1,032,585 6,259,994 7,426,794 9,069,225 9,000,081: 1,239,007 1,308,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 511,571: 427,435 49,610 7,681 83,126 345,768 518,242 403,059: -6,671 108,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 5.2 10.0 60.7 72.0 88.0 87.3: 12.0 12.7
Old : 100.0: 17.2 5.2 10.0 60.7 72.0 88.0 87.3: 12.0 12.7
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 : 242: 56 33 85 121 123 224 214:
Old : 242: 56 33 85 121 123 224 214:
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 : 28.1 22.4 35.6 36.3 24.8 18.3 30.8 29.4
Old : 28.1 22.4 35.6 36.3 24.8 18.3 30.8 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 8, 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 : 544,792: 53,500 65,630 5,969 370,844 375,771 430,313 447,370: 114,479 97,422
Old : 544,792: 53,500 65,630 5,969 370,844 375,771 430,313 447,370: 114,479 97,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 21,797: 5,024 3,858 630 13,941 5,788 19,595 10,276: 2,202 11,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.0 1.1 68.1 69.0 79.0 82.1: 21.0 17.9
Old : 100.0: 9.8 12.0 1.1 68.1 69.0 79.0 82.1: 21.0 17.9
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 : 185: 36 41 17 73 60 120 107:
Old : 185: 36 41 17 73 60 120 107:
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 : 21.0 32.6 29.7 44.9 20.9 32.6 29.2 44.9
Old : 21.0 32.6 29.7 44.9 20.9 32.6 29.2 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 8, 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 : 1,993,208: 415,437 533,566 34,793 1,254,672 1,240,588 1,704,902 1,808,947: 288,306 184,261
Old : 1,993,208: 415,437 533,566 34,793 1,254,672 1,240,588 1,704,902 1,808,947: 288,306 184,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 267,625: 60,606 102,030 15,506 106,599 102,510 182,711 220,046: 84,914 47,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 26.8 1.7 62.9 62.2 85.5 90.8: 14.5 9.2
Old : 100.0: 20.8 26.8 1.7 62.9 62.2 85.5 90.8: 14.5 9.2
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 : 341: 83 102 26 107 98 206 210:
Old : 341: 83 102 26 107 98 206 210:
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 : 20.1 18.2 32.2 30.6 16.4 14.2 26.6 26.4
Old : 20.1 18.2 32.2 30.6 16.4 14.2 26.6 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 8, 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 : 101,911: 12,647 31,306 0 74,432 67,085 87,079 98,391: 14,832 3,520
Old : 101,911: 12,647 31,306 0 74,432 67,085 87,079 98,391: 14,832 3,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 552: 1,635 4,174 0 -96 -3,924 1,539 250: -987 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 30.7 0.0 73.0 65.8 85.4 96.5: 14.6 3.5
Old : 100.0: 12.4 30.7 0.0 73.0 65.8 85.4 96.5: 14.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 11 18 0 39 29 50 47:
Old : 86: 11 18 0 39 29 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 41.4 43.9 66.3 24.7 40.7 42.1 62.3
Old : 25.8 41.4 43.9 66.3 24.7 40.7 42.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 8, 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 : 39,240: 4,970 10,364 428 24,260 22,186 29,658 32,978: 9,582 6,262
Old : 39,240: 4,970 10,364 428 24,260 22,186 29,658 32,978: 9,582 6,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,118: -76 489 360 -35 -528 249 321: 869 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 26.4 1.1 61.8 56.5 75.6 84.0: 24.4 16.0
Old : 100.0: 12.7 26.4 1.1 61.8 56.5 75.6 84.0: 24.4 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 10 12 2 22 18 33 31:
Old : 55: 10 12 2 22 18 33 31:
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 : 41.3 35.9 52.2 53.4 41.3 34.2 51.4 51.7
Old : 41.3 35.9 52.2 53.4 41.3 34.2 51.4 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, January 8, 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 : 334,132: 116,810 162,852 9,184 170,025 142,628 296,019 314,664: 38,113 19,468
Old : 334,132: 116,810 162,852 9,184 170,025 142,628 296,019 314,664: 38,113 19,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 50,834: 29,347 24,238 2,069 9,285 17,066 40,701 43,373: 10,133 7,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 48.7 2.7 50.9 42.7 88.6 94.2: 11.4 5.8
Old : 100.0: 35.0 48.7 2.7 50.9 42.7 88.6 94.2: 11.4 5.8
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 : 244: 93 61 18 55 49 155 121:
Old : 244: 93 61 18 55 49 155 121:
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 : 20.8 32.0 33.4 46.5 19.2 31.5 29.7 43.9
Old : 20.8 32.0 33.4 46.5 19.2 31.5 29.7 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 8, 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 : 78,398: 35,947 12,551 407 12,975 54,657 49,329 67,615: 29,069 10,783
Old : 78,398: 35,947 12,551 407 12,975 54,657 49,329 67,615: 29,069 10,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 17,975: 9,046 3,674 407 35 10,663 9,488 14,744: 8,487 3,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 16.0 0.5 16.6 69.7 62.9 86.2: 37.1 13.8
Old : 100.0: 45.9 16.0 0.5 16.6 69.7 62.9 86.2: 37.1 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 24 10 1 8 14 32 25:
Old : 53: 24 10 1 8 14 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 48.8 37.6 68.2 23.5 48.8 36.9 67.9
Old : 23.5 48.8 37.6 68.2 23.5 48.8 36.9 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 40,134: 1,333 15,022 12 26,938 21,171 28,283 36,205: 11,851 3,929
Old : 40,134: 1,333 15,022 12 26,938 21,171 28,283 36,205: 11,851 3,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 3,218: 43 2,045 0 1,792 1,675 1,835 3,720: 1,383 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 37.4 0.0 67.1 52.8 70.5 90.2: 29.5 9.8
Old : 100.0: 3.3 37.4 0.0 67.1 52.8 70.5 90.2: 29.5 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 : 60: 3 19 1 20 25 24 44:
Old : 60: 3 19 1 20 25 24 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 : 50.6 25.8 61.4 44.0 45.4 25.3 53.8 41.2
Old : 50.6 25.8 61.4 44.0 45.4 25.3 53.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, January 8, 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 : 627,378: 61,045 267,553 4,113 544,476 295,897 609,634 567,563: 17,744 59,815
Old : 627,378: 61,045 267,553 4,113 544,476 295,897 609,634 567,563: 17,744 59,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 39,732: 3,870 14,580 999 32,619 19,047 37,488 34,626: 2,244 5,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 42.6 0.7 86.8 47.2 97.2 90.5: 2.8 9.5
Old : 100.0: 9.7 42.6 0.7 86.8 47.2 97.2 90.5: 2.8 9.5
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 : 261: 26 123 15 60 78 96 206:
Old : 261: 26 123 15 60 78 96 206:
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 : 61.0 21.4 76.1 29.1 59.5 21.4 73.6 29.1
Old : 61.0 21.4 76.1 29.1 59.5 21.4 73.6 29.1
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 - Futures Only, January 8, 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 : 67,502: 12,358 35,169 325 43,633 22,857 56,316 58,351: 11,186 9,151
Old : 67,502: 12,358 35,169 325 43,633 22,857 56,316 58,351: 11,186 9,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 3,559: -945 -1,848 245 1,948 2,540 1,248 937: 2,311 2,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 52.1 0.5 64.6 33.9 83.4 86.4: 16.6 13.6
Old : 100.0: 18.3 52.1 0.5 64.6 33.9 83.4 86.4: 16.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 14 16 2 15 18 30 35:
Old : 62: 14 16 2 15 18 30 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 : 43.2 50.3 62.9 62.6 43.2 50.3 62.4 62.6
Old : 43.2 50.3 62.9 62.6 43.2 50.3 62.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 8, 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 : 58,270: 15,708 3,964 73 21,163 39,610 36,944 43,647: 21,326 14,623
Old : 58,270: 15,708 3,964 73 21,163 39,610 36,944 43,647: 21,326 14,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 6,953: -1,930 -71 -117 5,030 2,063 2,983 1,875: 3,970 5,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.8 0.1 36.3 68.0 63.4 74.9: 36.6 25.1
Old : 100.0: 27.0 6.8 0.1 36.3 68.0 63.4 74.9: 36.6 25.1
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 : 42: 12 3 2 15 14 27 19:
Old : 42: 12 3 2 15 14 27 19:
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 : 38.3 55.1 48.4 66.7 35.1 55.1 45.2 65.5
Old : 38.3 55.1 48.4 66.7 35.1 55.1 45.2 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, January 8, 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 : 11,777: 3,549 7,129 221 5,453 3,640 9,223 10,990: 2,554 787
Old : 11,777: 3,549 7,129 221 5,453 3,640 9,223 10,990: 2,554 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 60.5 1.9 46.3 30.9 78.3 93.3: 21.7 6.7
Old : 100.0: 30.1 60.5 1.9 46.3 30.9 78.3 93.3: 21.7 6.7
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 : 20: 6 6 2 4 5 11 12:
Old : 20: 6 6 2 4 5 11 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 : 61.2 71.0 73.8 84.7 48.6 62.4 60.6 74.7
Old : 61.2 71.0 73.8 84.7 48.6 62.4 60.6 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, January 8, 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 : 23,257: 6,497 3,531 1,977 11,491 9,978 19,965 15,486: 3,292 7,771
Old : 23,257: 6,497 3,531 1,977 11,491 9,978 19,965 15,486: 3,292 7,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -204: -80 50 0 -431 -522 -511 -472: 307 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 15.2 8.5 49.4 42.9 85.8 66.6: 14.2 33.4
Old : 100.0: 27.9 15.2 8.5 49.4 42.9 85.8 66.6: 14.2 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 8 3 6 15 19 24 27:
Old : 34: 8 3 6 15 19 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 31.2 65.3 48.8 46.7 28.6 57.2 42.3
Old : 53.1 31.2 65.3 48.8 46.7 28.6 57.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2008