MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 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 : 30,923: 3,416 2,228 944 21,331 18,999 25,691 22,171: 5,232 8,752
Old : 30,923: 3,416 2,228 944 21,331 18,999 25,691 22,171: 5,232 8,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,603: 447 -442 207 1,581 2,593 2,235 2,358: 368 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.2 3.1 69.0 61.4 83.1 71.7: 16.9 28.3
Old : 100.0: 11.0 7.2 3.1 69.0 61.4 83.1 71.7: 16.9 28.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 15 11 10 25 25 46 40:
Old : 61: 15 11 10 25 25 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 34.3 56.0 46.0 39.6 26.8 54.1 38.1
Old : 39.9 34.3 56.0 46.0 39.6 26.8 54.1 38.1
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 - Futures Only, January 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 : 214,737: 39,559 56,066 40,251 111,389 80,527 191,199 176,844: 23,538 37,893
Old : 198,777: 35,310 64,827 30,911 111,288 66,755 177,509 162,493: 21,268 36,284
Other: 15,960: 13,543 533 46 101 13,772 13,690 14,351: 2,270 1,609
: : :
: : Changes in Commitments from: January 8, 2008 :
: 5,351: -3,051 4,170 -3,644 10,029 2,430 3,334 2,956: 2,017 2,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 26.1 18.7 51.9 37.5 89.0 82.4: 11.0 17.6
Old : 100.0: 17.8 32.6 15.6 56.0 33.6 89.3 81.7: 10.7 18.3
Other: 100.0: 84.9 3.3 0.3 0.6 86.3 85.8 89.9: 14.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 64 95 83 31 49 154 182:
Old : 237: 56 101 83 31 49 152 182:
Other: 65: 23 11 1 4 28 27 40:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 19.2 40.4 28.8 25.6 14.7 38.3 22.6
Old : 28.0 17.0 43.4 26.4 27.7 16.8 41.5 25.0
Other: 54.7 65.1 70.8 73.8 54.7 65.1 70.8 73.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 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 : 2,120: 64 559 343 1,055 711 1,462 1,613: 658 507
Old : 2,120: 64 559 343 1,055 711 1,462 1,613: 658 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 30: -2 48 -147 76 98 -73 -1: 103 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 26.4 16.2 49.8 33.5 69.0 76.1: 31.0 23.9
Old : 100.0: 3.0 26.4 16.2 49.8 33.5 69.0 76.1: 31.0 23.9
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 : 20: 1 11 4 7 4 12 15:
Old : 20: 1 11 4 7 4 12 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 : 45.1 43.2 62.9 63.2 44.1 36.6 48.3 49.2
Old : 45.1 43.2 62.9 63.2 44.1 36.6 48.3 49.2
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 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 : 254,705: 58,063 55,888 47,253 127,244 100,854 232,560 203,995: 22,145 50,710
Old : 254,705: 58,063 55,888 47,253 127,244 100,854 232,560 203,995: 22,145 50,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 11,015: 1,051 1,697 4,669 5,070 4,265 10,790 10,631: 225 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 21.9 18.6 50.0 39.6 91.3 80.1: 8.7 19.9
Old : 100.0: 22.8 21.9 18.6 50.0 39.6 91.3 80.1: 8.7 19.9
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 : 326: 55 117 81 68 127 177 280:
Old : 326: 55 117 81 68 127 177 280:
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 11.8 40.3 19.3 25.8 10.8 38.5 16.0
Old : 25.8 11.8 40.3 19.3 25.8 10.8 38.5 16.0
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 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 : 9,397: 4,004 4,671 499 3,209 1,936 7,712 7,106: 1,685 2,291
Old : 9,397: 4,004 4,671 499 3,209 1,936 7,712 7,106: 1,685 2,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 266: -162 -40 112 209 -127 159 -55: 107 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 49.7 5.3 34.1 20.6 82.1 75.6: 17.9 24.4
Old : 100.0: 42.6 49.7 5.3 34.1 20.6 82.1 75.6: 17.9 24.4
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 : 82: 24 24 6 16 26 44 54:
Old : 82: 24 24 6 16 26 44 54:
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 : 35.2 29.1 56.2 38.2 35.2 29.1 56.2 37.7
Old : 35.2 29.1 56.2 38.2 35.2 29.1 56.2 37.7
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 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 : 37,587: 19,167 7,185 3,662 10,267 8,028 33,096 18,875: 4,491 18,712
Old : 37,587: 19,167 7,185 3,662 10,267 8,028 33,096 18,875: 4,491 18,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,830: -541 79 111 2,640 1,225 2,210 1,415: 620 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 19.1 9.7 27.3 21.4 88.1 50.2: 11.9 49.8
Old : 100.0: 51.0 19.1 9.7 27.3 21.4 88.1 50.2: 11.9 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 : 149: 35 35 25 30 56 81 105:
Old : 149: 35 35 25 30 56 81 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 6.9 43.3 12.3 25.6 5.8 41.0 10.4
Old : 27.2 6.9 43.3 12.3 25.6 5.8 41.0 10.4
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 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 : 81,827: 22,866 15,101 3,057 27,093 46,562 53,016 64,720: 28,811 17,107
Old : 81,827: 22,866 15,101 3,057 27,093 46,562 53,016 64,720: 28,811 17,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -627: -8,782 -123 757 8,000 -2,214 -25 -1,580: -602 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 18.5 3.7 33.1 56.9 64.8 79.1: 35.2 20.9
Old : 100.0: 27.9 18.5 3.7 33.1 56.9 64.8 79.1: 35.2 20.9
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 : 59: 17 13 7 19 16 41 32:
Old : 59: 17 13 7 19 16 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 38.3 36.1 49.3 22.6 36.8 35.2 47.4
Old : 22.6 38.3 36.1 49.3 22.6 36.8 35.2 47.4
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 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 : 67,556: 25,415 20,253 0 19,597 38,251 45,012 58,504: 22,544 9,052
Old : 67,556: 25,415 20,253 0 19,597 38,251 45,012 58,504: 22,544 9,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 4,807: 4,070 -3,263 0 -1,127 6,442 2,943 3,179: 1,864 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 30.0 0.0 29.0 56.6 66.6 86.6: 33.4 13.4
Old : 100.0: 37.6 30.0 0.0 29.0 56.6 66.6 86.6: 33.4 13.4
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 : 52: 23 11 0 12 14 35 25:
Old : 52: 23 11 0 12 14 35 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 : 34.8 39.5 43.5 58.9 34.7 37.8 43.4 57.2
Old : 34.8 39.5 43.5 58.9 34.7 37.8 43.4 57.2
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 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 : 82,208: 38,271 8,319 249 37,926 71,473 76,446 80,041: 5,762 2,167
Old : 82,208: 38,271 8,319 249 37,926 71,473 76,446 80,041: 5,762 2,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -11,334: -23,849 2,065 1 13,121 -13,592 -10,727 -11,526: -607 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 10.1 0.3 46.1 86.9 93.0 97.4: 7.0 2.6
Old : 100.0: 46.6 10.1 0.3 46.1 86.9 93.0 97.4: 7.0 2.6
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 : 83: 41 20 2 10 17 53 37:
Old : 83: 41 20 2 10 17 53 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 : 42.8 75.2 60.1 87.4 42.3 75.2 59.6 86.7
Old : 42.8 75.2 60.1 87.4 42.3 75.2 59.6 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 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 : 84,161: 32,740 32,433 1,387 30,975 26,447 65,102 60,267: 19,059 23,894
Old : 84,161: 32,740 32,433 1,387 30,975 26,447 65,102 60,267: 19,059 23,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -2,570: 2,171 -1,398 784 -6,980 -3,262 -4,025 -3,876: 1,455 1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 38.5 1.6 36.8 31.4 77.4 71.6: 22.6 28.4
Old : 100.0: 38.9 38.5 1.6 36.8 31.4 77.4 71.6: 22.6 28.4
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 : 72: 17 29 5 20 16 39 48:
Old : 72: 17 29 5 20 16 39 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 25.1 47.2 39.7 28.2 18.3 39.4 30.8
Old : 31.0 25.1 47.2 39.7 28.2 18.3 39.4 30.8
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 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 : 202,548: 64,712 27,513 1,666 100,897 151,888 167,275 181,067: 35,273 21,481
Old : 202,548: 64,712 27,513 1,666 100,897 151,888 167,275 181,067: 35,273 21,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 8,762: 2,356 2,630 -368 3,449 4,560 5,437 6,822: 3,325 1,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 13.6 0.8 49.8 75.0 82.6 89.4: 17.4 10.6
Old : 100.0: 31.9 13.6 0.8 49.8 75.0 82.6 89.4: 17.4 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 : 99: 38 22 8 27 23 68 50:
Old : 99: 38 22 8 27 23 68 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 48.7 47.3 67.4 27.4 44.9 39.4 57.5
Old : 33.3 48.7 47.3 67.4 27.4 44.9 39.4 57.5
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 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 : 177,003: 81,812 36,830 1,301 42,254 102,175 125,367 140,306: 51,636 36,697
Old : 177,003: 81,812 36,830 1,301 42,254 102,175 125,367 140,306: 51,636 36,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -2,509: -4,103 2,817 -183 856 -6,761 -3,430 -4,127: 921 1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 20.8 0.7 23.9 57.7 70.8 79.3: 29.2 20.7
Old : 100.0: 46.2 20.8 0.7 23.9 57.7 70.8 79.3: 29.2 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 : 134: 54 32 11 33 30 95 65:
Old : 134: 54 32 11 33 30 95 65:
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 : 21.8 28.7 32.7 44.3 21.6 28.0 32.5 42.8
Old : 21.8 28.7 32.7 44.3 21.6 28.0 32.5 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 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 : 22,467: 16,969 1,220 108 2,458 20,520 19,535 21,848: 2,932 619
Old : 22,467: 16,969 1,220 108 2,458 20,520 19,535 21,848: 2,932 619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,181: 2,121 -125 51 -1,013 1,507 1,159 1,433: 22 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 5.4 0.5 10.9 91.3 86.9 97.2: 13.1 2.8
Old : 100.0: 75.5 5.4 0.5 10.9 91.3 86.9 97.2: 13.1 2.8
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 : 40: 17 5 1 6 15 24 20:
Old : 40: 17 5 1 6 15 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 55.7 71.4 79.0 54.8 55.4 71.4 78.6
Old : 54.8 55.7 71.4 79.0 54.8 55.4 71.4 78.6
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 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 :11,303,672: 2,083,840 715,475 1,204,234 6,679,771 7,956,700 9,967,845 9,876,409: 1,335,827 1,427,263
Old :11,303,672: 2,083,840 715,475 1,204,234 6,679,771 7,956,700 9,967,845 9,876,409: 1,335,827 1,427,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 995,440: 307,194 174,773 171,649 419,777 529,906 898,620 876,328: 96,820 119,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.3 10.7 59.1 70.4 88.2 87.4: 11.8 12.6
Old : 100.0: 18.4 6.3 10.7 59.1 70.4 88.2 87.4: 11.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 61 44 97 130 130 246 235:
Old : 264: 61 44 97 130 130 246 235:
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 : 26.1 21.5 34.4 34.7 22.2 17.0 27.9 28.0
Old : 26.1 21.5 34.4 34.7 22.2 17.0 27.9 28.0
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 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 : 558,997: 61,091 68,873 4,977 383,541 383,188 449,609 457,038: 109,388 101,959
Old : 558,997: 61,091 68,873 4,977 383,541 383,188 449,609 457,038: 109,388 101,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 14,205: 7,591 3,243 -992 12,697 7,417 19,296 9,668: -5,091 4,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.3 0.9 68.6 68.5 80.4 81.8: 19.6 18.2
Old : 100.0: 10.9 12.3 0.9 68.6 68.5 80.4 81.8: 19.6 18.2
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 : 189: 42 39 14 75 57 126 101:
Old : 189: 42 39 14 75 57 126 101:
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 : 20.7 32.6 28.7 44.8 20.6 32.6 28.4 44.6
Old : 20.7 32.6 28.7 44.8 20.6 32.6 28.4 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 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 : 2,139,579: 434,100 521,069 51,113 1,334,021 1,397,243 1,819,234 1,969,425: 320,345 170,154
Old : 2,139,579: 434,100 521,069 51,113 1,334,021 1,397,243 1,819,234 1,969,425: 320,345 170,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 146,371: 18,663 -12,497 16,320 79,349 156,655 114,332 160,478: 32,039 -14,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 24.4 2.4 62.3 65.3 85.0 92.0: 15.0 8.0
Old : 100.0: 20.3 24.4 2.4 62.3 65.3 85.0 92.0: 15.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 86 98 33 108 97 214 208:
Old : 342: 86 98 33 108 97 214 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 22.4 31.5 35.2 15.1 19.2 25.1 30.9
Old : 20.0 22.4 31.5 35.2 15.1 19.2 25.1 30.9
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 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 : 105,741: 15,046 36,198 236 78,102 64,834 93,384 101,268: 12,357 4,473
Old : 105,741: 15,046 36,198 236 78,102 64,834 93,384 101,268: 12,357 4,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,830: 2,399 4,892 236 3,670 -2,251 6,305 2,877: -2,475 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 34.2 0.2 73.9 61.3 88.3 95.8: 11.7 4.2
Old : 100.0: 14.2 34.2 0.2 73.9 61.3 88.3 95.8: 11.7 4.2
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 : 87: 12 18 1 41 27 53 46:
Old : 87: 12 18 1 41 27 53 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 : 25.1 39.7 44.5 64.7 24.6 39.3 43.0 62.6
Old : 25.1 39.7 44.5 64.7 24.6 39.3 43.0 62.6
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 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 : 41,516: 6,036 12,896 68 26,416 22,119 32,520 35,083: 8,996 6,433
Old : 41,516: 6,036 12,896 68 26,416 22,119 32,520 35,083: 8,996 6,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,276: 1,066 2,532 -360 2,156 -67 2,862 2,105: -586 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 31.1 0.2 63.6 53.3 78.3 84.5: 21.7 15.5
Old : 100.0: 14.5 31.1 0.2 63.6 53.3 78.3 84.5: 21.7 15.5
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 : 57: 11 13 1 22 18 33 32:
Old : 57: 11 13 1 22 18 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 35.9 56.8 52.3 47.0 34.4 56.0 50.0
Old : 47.0 35.9 56.8 52.3 47.0 34.4 56.0 50.0
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 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 : 358,574: 88,063 174,111 13,746 224,715 148,178 326,524 336,035: 32,050 22,539
Old : 358,574: 88,063 174,111 13,746 224,715 148,178 326,524 336,035: 32,050 22,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 24,442: -28,747 11,259 4,562 54,690 5,550 30,505 21,371: -6,063 3,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 48.6 3.8 62.7 41.3 91.1 93.7: 8.9 6.3
Old : 100.0: 24.6 48.6 3.8 62.7 41.3 91.1 93.7: 8.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 71 72 18 57 48 137 129:
Old : 233: 71 72 18 57 48 137 129:
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 : 24.2 31.1 40.4 44.3 24.2 30.9 38.3 41.4
Old : 24.2 31.1 40.4 44.3 24.2 30.9 38.3 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 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 : 81,641: 40,712 15,252 28 13,604 58,118 54,344 73,398: 27,297 8,243
Old : 81,641: 40,712 15,252 28 13,604 58,118 54,344 73,398: 27,297 8,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,243: 4,765 2,701 -379 629 3,461 5,015 5,783: -1,772 -2,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 18.7 0.0 16.7 71.2 66.6 89.9: 33.4 10.1
Old : 100.0: 49.9 18.7 0.0 16.7 71.2 66.6 89.9: 33.4 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 : 50: 24 9 1 8 13 32 23:
Old : 50: 24 9 1 8 13 32 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 : 24.6 51.8 36.5 73.6 24.6 51.7 36.5 73.1
Old : 24.6 51.8 36.5 73.6 24.6 51.7 36.5 73.1
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 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 : 40,828: 1,394 14,528 12 26,841 22,410 28,247 36,950: 12,581 3,878
Old : 40,828: 1,394 14,528 12 26,841 22,410 28,247 36,950: 12,581 3,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 694: 61 -494 0 -97 1,239 -36 745: 730 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 35.6 0.0 65.7 54.9 69.2 90.5: 30.8 9.5
Old : 100.0: 3.4 35.6 0.0 65.7 54.9 69.2 90.5: 30.8 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 : 59: 3 19 1 20 25 24 44:
Old : 59: 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 : 53.6 25.9 61.2 44.1 48.6 25.0 56.2 41.4
Old : 53.6 25.9 61.2 44.1 48.6 25.0 56.2 41.4
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 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 : 647,000: 60,783 255,388 3,799 563,753 318,650 628,335 577,837: 18,665 69,163
Old : 647,000: 60,783 255,388 3,799 563,753 318,650 628,335 577,837: 18,665 69,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 19,622: -262 -12,165 -314 19,277 22,753 18,701 10,274: 921 9,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 39.5 0.6 87.1 49.3 97.1 89.3: 2.9 10.7
Old : 100.0: 9.4 39.5 0.6 87.1 49.3 97.1 89.3: 2.9 10.7
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 : 270: 29 126 15 67 75 104 208:
Old : 270: 29 126 15 67 75 104 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 21.4 75.1 29.2 57.3 21.4 72.2 28.9
Old : 59.2 21.4 75.1 29.2 57.3 21.4 72.2 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 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 : 68,675: 12,330 33,665 230 43,874 25,130 56,434 59,025: 12,241 9,650
Old : 68,675: 12,330 33,665 230 43,874 25,130 56,434 59,025: 12,241 9,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,173: -28 -1,504 -95 241 2,273 118 674: 1,055 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 49.0 0.3 63.9 36.6 82.2 85.9: 17.8 14.1
Old : 100.0: 18.0 49.0 0.3 63.9 36.6 82.2 85.9: 17.8 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 15 18 2 17 20 34 38:
Old : 69: 15 18 2 17 20 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 47.1 60.4 59.3 42.6 47.0 59.7 59.2
Old : 42.6 47.1 60.4 59.3 42.6 47.0 59.7 59.2
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 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 : 64,602: 13,766 8,241 104 23,170 43,838 37,040 52,183: 27,562 12,419
Old : 64,602: 13,766 8,241 104 23,170 43,838 37,040 52,183: 27,562 12,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 6,332: -1,942 4,277 31 2,007 4,228 96 8,536: 6,236 -2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.8 0.2 35.9 67.9 57.3 80.8: 42.7 19.2
Old : 100.0: 21.3 12.8 0.2 35.9 67.9 57.3 80.8: 42.7 19.2
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 : 50: 13 8 1 16 14 29 23:
Old : 50: 13 8 1 16 14 29 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 : 29.5 51.9 41.9 65.5 26.5 51.9 38.9 64.9
Old : 29.5 51.9 41.9 65.5 26.5 51.9 38.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 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 : 22,626: 5,682 825 0 14,050 20,201 19,732 21,026: 2,894 1,600
Old : 22,626: 5,682 825 0 14,050 20,201 19,732 21,026: 2,894 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,046: -582 -167 0 -83 -138 -665 -305: 1,711 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 3.6 0.0 62.1 89.3 87.2 92.9: 12.8 7.1
Old : 100.0: 25.1 3.6 0.0 62.1 89.3 87.2 92.9: 12.8 7.1
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 : 20: 8 3 0 7 5 15 8:
Old : 20: 8 3 0 7 5 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 90.5 80.6 92.9 65.0 90.2 80.0 91.6
Old : 65.3 90.5 80.6 92.9 65.0 90.2 80.0 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, January 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 : 27,468: 5,230 3,885 3,344 13,394 11,050 21,968 18,279: 5,500 9,189
Old : 27,468: 5,230 3,885 3,344 13,394 11,050 21,968 18,279: 5,500 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 4,211: -1,267 354 1,367 1,903 1,072 2,003 2,793: 2,208 1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.1 12.2 48.8 40.2 80.0 66.5: 20.0 33.5
Old : 100.0: 19.0 14.1 12.2 48.8 40.2 80.0 66.5: 20.0 33.5
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 : 36: 7 5 6 15 18 24 27:
Old : 36: 7 5 6 15 18 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 : 43.4 29.2 61.0 46.7 36.1 26.7 50.4 39.1
Old : 43.4 29.2 61.0 46.7 36.1 26.7 50.4 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2008