MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 22, 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 : 31,847: 3,508 2,690 861 22,025 19,347 26,394 22,898: 5,453 8,949
Old : 31,847: 3,508 2,690 861 22,025 19,347 26,394 22,898: 5,453 8,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 924: 92 462 -83 694 348 703 727: 221 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.4 2.7 69.2 60.7 82.9 71.9: 17.1 28.1
Old : 100.0: 11.0 8.4 2.7 69.2 60.7 82.9 71.9: 17.1 28.1
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 : 60: 13 12 9 25 25 45 39:
Old : 60: 13 12 9 25 25 45 39:
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 : 39.7 33.5 56.3 45.4 39.4 26.0 54.9 37.6
Old : 39.7 33.5 56.3 45.4 39.4 26.0 54.9 37.6
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 22, 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 : 210,711: 40,323 53,543 40,551 108,283 81,403 189,157 175,497: 21,554 35,214
Old : 193,141: 35,312 62,323 31,077 107,616 66,281 174,005 159,681: 19,136 33,460
Other: 17,570: 14,461 670 24 667 15,122 15,152 15,816: 2,418 1,754
: : :
: : Changes in Commitments from: January 15, 2008 :
: -4,026: 764 -2,523 300 -3,106 876 -2,042 -1,347: -1,984 -2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 25.4 19.2 51.4 38.6 89.8 83.3: 10.2 16.7
Old : 100.0: 18.3 32.3 16.1 55.7 34.3 90.1 82.7: 9.9 17.3
Other: 100.0: 82.3 3.8 0.1 3.8 86.1 86.2 90.0: 13.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 63 81 82 32 52 154 176:
Old : 234: 60 84 82 32 52 154 176:
Other: 67: 21 13 1 5 29 27 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 20.1 40.2 30.3 25.8 15.3 37.8 23.7
Old : 28.6 17.6 43.4 27.7 28.1 17.5 41.4 26.4
Other: 51.6 64.7 69.9 72.9 51.6 61.7 69.9 69.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 22, 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 : 2,103: 70 567 292 1,088 709 1,450 1,568: 653 535
Old : 2,103: 70 567 292 1,088 709 1,450 1,568: 653 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -17: 6 8 -51 33 -2 -12 -45: -5 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 27.0 13.9 51.7 33.7 68.9 74.6: 31.1 25.4
Old : 100.0: 3.3 27.0 13.9 51.7 33.7 68.9 74.6: 31.1 25.4
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 : 21: 2 10 4 7 4 12 16:
Old : 21: 2 10 4 7 4 12 16:
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 : 46.7 38.9 62.5 58.7 45.7 37.2 50.6 49.7
Old : 46.7 38.9 62.5 58.7 45.7 37.2 50.6 49.7
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 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 253,305: 59,070 54,713 44,762 127,674 101,692 231,506 201,167: 21,799 52,138
Old : 253,305: 59,070 54,713 44,762 127,674 101,692 231,506 201,167: 21,799 52,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -1,400: 1,007 -1,175 -2,491 430 838 -1,054 -2,828: -346 1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 21.6 17.7 50.4 40.1 91.4 79.4: 8.6 20.6
Old : 100.0: 23.3 21.6 17.7 50.4 40.1 91.4 79.4: 8.6 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 58 115 82 68 131 185 285:
Old : 337: 58 115 82 68 131 185 285:
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 : 26.0 12.1 41.1 20.5 25.8 11.2 39.3 16.7
Old : 26.0 12.1 41.1 20.5 25.8 11.2 39.3 16.7
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 22, 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 : 10,019: 4,283 4,742 708 3,286 2,039 8,277 7,489: 1,742 2,530
Old : 10,019: 4,283 4,742 708 3,286 2,039 8,277 7,489: 1,742 2,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 622: 279 71 209 77 103 565 383: 57 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 47.3 7.1 32.8 20.4 82.6 74.7: 17.4 25.3
Old : 100.0: 42.7 47.3 7.1 32.8 20.4 82.6 74.7: 17.4 25.3
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 : 85: 27 26 7 14 26 44 56:
Old : 85: 27 26 7 14 26 44 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 28.1 53.6 39.4 32.8 27.2 53.6 37.2
Old : 32.8 28.1 53.6 39.4 32.8 27.2 53.6 37.2
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 22, 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 : 38,422: 19,688 7,196 4,286 10,402 8,018 34,376 19,500: 4,046 18,922
Old : 38,422: 19,688 7,196 4,286 10,402 8,018 34,376 19,500: 4,046 18,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 835: 521 11 624 135 -10 1,280 625: -445 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 18.7 11.2 27.1 20.9 89.5 50.8: 10.5 49.2
Old : 100.0: 51.2 18.7 11.2 27.1 20.9 89.5 50.8: 10.5 49.2
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 : 148: 36 35 27 34 55 86 104:
Old : 148: 36 35 27 34 55 86 104:
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 : 27.5 7.5 43.2 12.9 26.3 5.8 41.1 10.1
Old : 27.5 7.5 43.2 12.9 26.3 5.8 41.1 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 22, 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 : 86,378: 24,463 16,786 2,761 30,984 46,841 58,208 66,388: 28,170 19,990
Old : 86,378: 24,463 16,786 2,761 30,984 46,841 58,208 66,388: 28,170 19,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 4,551: 1,597 1,685 -296 3,891 279 5,192 1,668: -641 2,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 19.4 3.2 35.9 54.2 67.4 76.9: 32.6 23.1
Old : 100.0: 28.3 19.4 3.2 35.9 54.2 67.4 76.9: 32.6 23.1
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 : 71: 21 16 6 22 19 48 37:
Old : 71: 21 16 6 22 19 48 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 : 19.4 34.6 32.1 45.6 19.4 32.1 32.0 43.1
Old : 19.4 34.6 32.1 45.6 19.4 32.1 32.0 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 71,705: 28,949 13,573 11 18,430 51,242 47,390 64,826: 24,315 6,879
Old : 71,705: 28,949 13,573 11 18,430 51,242 47,390 64,826: 24,315 6,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 4,149: 3,534 -6,680 11 -1,167 12,991 2,378 6,322: 1,771 -2,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 18.9 0.0 25.7 71.5 66.1 90.4: 33.9 9.6
Old : 100.0: 40.4 18.9 0.0 25.7 71.5 66.1 90.4: 33.9 9.6
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 : 50: 23 9 1 12 13 36 22:
Old : 50: 23 9 1 12 13 36 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 : 32.3 56.1 43.5 72.1 32.2 55.1 43.4 71.1
Old : 32.3 56.1 43.5 72.1 32.2 55.1 43.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 22, 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 : 81,705: 34,615 10,652 188 40,145 67,121 74,948 77,961: 6,757 3,744
Old : 81,705: 34,615 10,652 188 40,145 67,121 74,948 77,961: 6,757 3,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -503: -3,656 2,333 -61 2,219 -4,352 -1,498 -2,080: 995 1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 13.0 0.2 49.1 82.2 91.7 95.4: 8.3 4.6
Old : 100.0: 42.4 13.0 0.2 49.1 82.2 91.7 95.4: 8.3 4.6
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 : 82: 40 20 1 10 17 51 37:
Old : 82: 40 20 1 10 17 51 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 : 37.5 74.0 56.0 84.8 37.3 74.0 55.6 82.5
Old : 37.5 74.0 56.0 84.8 37.3 74.0 55.6 82.5
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 22, 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 : 93,381: 32,239 32,968 2,406 41,199 31,556 75,844 66,930: 17,537 26,451
Old : 93,381: 32,239 32,968 2,406 41,199 31,556 75,844 66,930: 17,537 26,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 9,220: -501 535 1,019 10,224 5,109 10,742 6,663: -1,522 2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 35.3 2.6 44.1 33.8 81.2 71.7: 18.8 28.3
Old : 100.0: 34.5 35.3 2.6 44.1 33.8 81.2 71.7: 18.8 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 : 70: 13 32 4 18 18 34 51:
Old : 70: 13 32 4 18 18 34 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 : 33.6 25.3 51.5 39.0 31.8 17.1 46.1 28.4
Old : 33.6 25.3 51.5 39.0 31.8 17.1 46.1 28.4
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 22, 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 : 193,308: 67,896 26,054 1,330 88,117 145,237 157,343 172,621: 35,965 20,687
Old : 193,308: 67,896 26,054 1,330 88,117 145,237 157,343 172,621: 35,965 20,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -9,240: 3,184 -1,459 -336 -12,780 -6,651 -9,932 -8,446: 692 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 13.5 0.7 45.6 75.1 81.4 89.3: 18.6 10.7
Old : 100.0: 35.1 13.5 0.7 45.6 75.1 81.4 89.3: 18.6 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 : 102: 39 25 7 25 24 68 52:
Old : 102: 39 25 7 25 24 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 : 34.8 53.3 48.7 66.6 28.1 47.7 39.9 56.1
Old : 34.8 53.3 48.7 66.6 28.1 47.7 39.9 56.1
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 22, 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 : 184,289: 65,581 41,836 1,313 63,634 99,499 130,528 142,648: 53,761 41,641
Old : 184,289: 65,581 41,836 1,313 63,634 99,499 130,528 142,648: 53,761 41,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 7,286: -16,231 5,006 12 21,380 -2,676 5,161 2,342: 2,125 4,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 22.7 0.7 34.5 54.0 70.8 77.4: 29.2 22.6
Old : 100.0: 35.6 22.7 0.7 34.5 54.0 70.8 77.4: 29.2 22.6
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 : 139: 45 47 9 32 30 84 79:
Old : 139: 45 47 9 32 30 84 79:
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 : 24.7 29.6 35.8 43.4 23.8 29.0 34.2 40.9
Old : 24.7 29.6 35.8 43.4 23.8 29.0 34.2 40.9
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 22, 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 : 21,818: 14,406 2,951 108 4,692 17,513 19,206 20,572: 2,612 1,246
Old : 21,818: 14,406 2,951 108 4,692 17,513 19,206 20,572: 2,612 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -649: -2,563 1,731 0 2,234 -3,007 -329 -1,276: -320 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 13.5 0.5 21.5 80.3 88.0 94.3: 12.0 5.7
Old : 100.0: 66.0 13.5 0.5 21.5 80.3 88.0 94.3: 12.0 5.7
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 : 37: 13 7 1 10 12 24 19:
Old : 37: 13 7 1 10 12 24 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 : 50.8 58.8 69.7 82.3 50.8 58.6 69.7 80.1
Old : 50.8 58.8 69.7 82.3 50.8 58.6 69.7 80.1
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 22, 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 :11,808,868: 2,304,523 642,379 1,399,441 6,792,189 8,213,485 10,496,153 10,255,305: 1,312,715 1,553,563
Old :11,808,868: 2,304,523 642,379 1,399,441 6,792,189 8,213,485 10,496,153 10,255,305: 1,312,715 1,553,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 505,196: 220,683 -73,096 195,207 112,418 256,785 528,308 378,896: -23,112 126,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 5.4 11.9 57.5 69.6 88.9 86.8: 11.1 13.2
Old : 100.0: 19.5 5.4 11.9 57.5 69.6 88.9 86.8: 11.1 13.2
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 : 272: 65 48 103 128 126 253 239:
Old : 272: 65 48 103 128 126 253 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 22.5 32.5 35.1 19.9 18.2 26.3 27.8
Old : 23.7 22.5 32.5 35.1 19.9 18.2 26.3 27.8
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 22, 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 : 589,946: 70,475 78,676 6,277 398,632 397,070 475,384 482,023: 114,562 107,923
Old : 589,946: 70,475 78,676 6,277 398,632 397,070 475,384 482,023: 114,562 107,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 30,949: 9,384 9,803 1,300 15,091 13,882 25,775 24,985: 5,174 5,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 13.3 1.1 67.6 67.3 80.6 81.7: 19.4 18.3
Old : 100.0: 11.9 13.3 1.1 67.6 67.3 80.6 81.7: 19.4 18.3
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 : 197: 48 38 21 80 56 137 107:
Old : 197: 48 38 21 80 56 137 107:
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 : 20.7 31.2 29.5 43.8 20.5 31.2 29.3 42.6
Old : 20.7 31.2 29.5 43.8 20.5 31.2 29.3 42.6
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 22, 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 : 2,509,683: 522,510 483,069 55,192 1,473,127 1,661,300 2,050,829 2,199,561: 458,854 310,122
Old : 2,509,683: 522,510 483,069 55,192 1,473,127 1,661,300 2,050,829 2,199,561: 458,854 310,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 370,104: 88,410 -38,000 4,079 139,106 264,057 231,595 230,136: 138,509 139,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 19.2 2.2 58.7 66.2 81.7 87.6: 18.3 12.4
Old : 100.0: 20.8 19.2 2.2 58.7 66.2 81.7 87.6: 18.3 12.4
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 : 364: 93 106 37 112 102 227 223:
Old : 364: 93 106 37 112 102 227 223:
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 22.2 30.4 33.6 15.0 20.5 25.2 30.7
Old : 20.1 22.2 30.4 33.6 15.0 20.5 25.2 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 22, 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 : 105,999: 14,820 36,377 57 80,276 65,201 95,153 101,635: 10,846 4,364
Old : 105,999: 14,820 36,377 57 80,276 65,201 95,153 101,635: 10,846 4,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 258: -226 179 -179 2,174 367 1,769 367: -1,511 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 34.3 0.1 75.7 61.5 89.8 95.9: 10.2 4.1
Old : 100.0: 14.0 34.3 0.1 75.7 61.5 89.8 95.9: 10.2 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 : 90: 12 18 1 44 29 57 47:
Old : 90: 12 18 1 44 29 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 39.6 43.3 65.5 23.9 39.4 41.8 64.2
Old : 24.2 39.6 43.3 65.5 23.9 39.4 41.8 64.2
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 22, 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 : 44,478: 9,977 12,291 68 26,243 26,160 36,288 38,519: 8,190 5,959
Old : 44,478: 9,977 12,291 68 26,243 26,160 36,288 38,519: 8,190 5,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 2,962: 3,941 -605 0 -173 4,041 3,768 3,436: -806 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 27.6 0.2 59.0 58.8 81.6 86.6: 18.4 13.4
Old : 100.0: 22.4 27.6 0.2 59.0 58.8 81.6 86.6: 18.4 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 : 58: 12 12 1 23 18 35 31:
Old : 58: 12 12 1 23 18 35 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 : 44.0 37.3 55.5 54.1 44.0 35.1 55.4 51.0
Old : 44.0 37.3 55.5 54.1 44.0 35.1 55.4 51.0
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 22, 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 : 376,145: 111,116 141,030 10,439 187,945 168,228 309,500 319,697: 66,645 56,448
Old : 376,145: 111,116 141,030 10,439 187,945 168,228 309,500 319,697: 66,645 56,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 17,571: 23,053 -33,081 -3,307 -36,770 20,050 -17,024 -16,338: 34,595 33,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 37.5 2.8 50.0 44.7 82.3 85.0: 17.7 15.0
Old : 100.0: 29.5 37.5 2.8 50.0 44.7 82.3 85.0: 17.7 15.0
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 : 229: 77 61 18 57 49 142 120:
Old : 229: 77 61 18 57 49 142 120:
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 : 21.6 22.9 35.8 36.8 19.2 22.9 30.4 34.2
Old : 21.6 22.9 35.8 36.8 19.2 22.9 30.4 34.2
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 22, 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 : 68,055: 23,779 18,172 68 19,825 37,258 43,672 55,498: 24,383 12,557
Old : 68,055: 23,779 18,172 68 19,825 37,258 43,672 55,498: 24,383 12,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -13,586: -16,933 2,920 40 6,221 -20,860 -10,672 -17,900: -2,914 4,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 26.7 0.1 29.1 54.7 64.2 81.5: 35.8 18.5
Old : 100.0: 34.9 26.7 0.1 29.1 54.7 64.2 81.5: 35.8 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 19 13 1 9 11 28 25:
Old : 48: 19 13 1 9 11 28 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 : 28.0 45.7 41.6 63.5 25.0 45.6 38.3 60.7
Old : 28.0 45.7 41.6 63.5 25.0 45.6 38.3 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, January 22, 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 : 42,278: 1,293 14,919 12 26,874 23,028 28,179 37,959: 14,099 4,319
Old : 42,278: 1,293 14,919 12 26,874 23,028 28,179 37,959: 14,099 4,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,450: -101 391 0 33 618 -68 1,009: 1,518 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 35.3 0.0 63.6 54.5 66.7 89.8: 33.3 10.2
Old : 100.0: 3.1 35.3 0.0 63.6 54.5 66.7 89.8: 33.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 19 1 19 26 22 45:
Old : 59: 2 19 1 19 26 22 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 25.1 59.5 41.7 48.7 24.0 56.5 40.1
Old : 51.7 25.1 59.5 41.7 48.7 24.0 56.5 40.1
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 22, 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 : 643,366: 67,080 250,200 5,667 550,449 338,662 623,196 594,529: 20,170 48,837
Old : 643,366: 67,080 250,200 5,667 550,449 338,662 623,196 594,529: 20,170 48,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -3,634: 6,297 -5,188 1,868 -13,304 20,012 -5,139 16,692: 1,505 -20,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 38.9 0.9 85.6 52.6 96.9 92.4: 3.1 7.6
Old : 100.0: 10.4 38.9 0.9 85.6 52.6 96.9 92.4: 3.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 34 121 18 63 79 109 207:
Old : 274: 34 121 18 63 79 109 207:
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 : 59.5 21.8 74.9 29.6 57.6 21.8 72.1 29.4
Old : 59.5 21.8 74.9 29.6 57.6 21.8 72.1 29.4
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 22, 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 : 76,302: 11,852 36,120 1,057 49,684 30,765 62,593 67,942: 13,709 8,360
Old : 76,302: 11,852 36,120 1,057 49,684 30,765 62,593 67,942: 13,709 8,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 7,627: -478 2,455 827 5,810 5,635 6,159 8,917: 1,468 -1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 47.3 1.4 65.1 40.3 82.0 89.0: 18.0 11.0
Old : 100.0: 15.5 47.3 1.4 65.1 40.3 82.0 89.0: 18.0 11.0
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 : 77: 15 25 4 14 24 33 49:
Old : 77: 15 25 4 14 24 33 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 40.7 63.9 54.4 45.3 40.7 62.1 54.1
Old : 45.3 40.7 63.9 54.4 45.3 40.7 62.1 54.1
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 22, 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 : 74,089: 18,674 2,488 82 28,232 55,359 46,988 57,929: 27,101 16,160
Old : 74,089: 18,674 2,488 82 28,232 55,359 46,988 57,929: 27,101 16,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 9,487: 4,908 -5,753 -22 5,062 11,521 9,948 5,746: -461 3,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.4 0.1 38.1 74.7 63.4 78.2: 36.6 21.8
Old : 100.0: 25.2 3.4 0.1 38.1 74.7 63.4 78.2: 36.6 21.8
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 : 58: 22 6 2 18 17 40 25:
Old : 58: 22 6 2 18 17 40 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 : 27.4 50.4 41.4 66.3 24.0 50.4 36.4 63.7
Old : 27.4 50.4 41.4 66.3 24.0 50.4 36.4 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, January 22, 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 : 13,213: 3,017 8,470 78 7,646 3,692 10,741 12,240: 2,472 973
Old : 13,213: 3,017 8,470 78 7,646 3,692 10,741 12,240: 2,472 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,436: -532 1,341 -143 2,193 52 1,518 1,250: -82 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 64.1 0.6 57.9 27.9 81.3 92.6: 18.7 7.4
Old : 100.0: 22.8 64.1 0.6 57.9 27.9 81.3 92.6: 18.7 7.4
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 : 20: 6 5 2 4 6 11 12:
Old : 20: 6 5 2 4 6 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 : 67.1 69.9 77.8 85.2 58.0 66.9 68.7 78.5
Old : 67.1 69.9 77.8 85.2 58.0 66.9 68.7 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 22, 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 : 21,093: 5,360 355 0 14,172 20,276 19,532 20,631: 1,561 462
Old : 21,093: 5,360 355 0 14,172 20,276 19,532 20,631: 1,561 462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -1,533: -322 -470 0 122 75 -200 -395: -1,333 -1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 1.7 0.0 67.2 96.1 92.6 97.8: 7.4 2.2
Old : 100.0: 25.4 1.7 0.0 67.2 96.1 92.6 97.8: 7.4 2.2
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 : 20: 8 2 0 7 5 15 7:
Old : 20: 8 2 0 7 5 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 95.9 86.0 97.8 69.3 95.9 85.2 96.6
Old : 70.0 95.9 86.0 97.8 69.3 95.9 85.2 96.6
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 22, 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 : 31,853: 8,897 3,715 1,947 13,086 11,507 23,930 17,169: 7,923 14,684
Old : 31,853: 8,897 3,715 1,947 13,086 11,507 23,930 17,169: 7,923 14,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 4,385: 3,667 -170 -1,397 -308 457 1,962 -1,110: 2,423 5,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 11.7 6.1 41.1 36.1 75.1 53.9: 24.9 46.1
Old : 100.0: 27.9 11.7 6.1 41.1 36.1 75.1 53.9: 24.9 46.1
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 : 37: 8 4 5 16 18 26 25:
Old : 37: 8 4 5 16 18 26 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 : 38.2 24.8 53.9 39.9 36.7 21.4 50.5 33.3
Old : 38.2 24.8 53.9 39.9 36.7 21.4 50.5 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2008