MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 29, 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 : 32,725: 3,539 2,487 1,144 22,078 19,874 26,761 23,505: 5,964 9,220
Old : 32,725: 3,539 2,487 1,144 22,078 19,874 26,761 23,505: 5,964 9,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 878: 31 -203 283 53 527 367 607: 511 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.6 3.5 67.5 60.7 81.8 71.8: 18.2 28.2
Old : 100.0: 10.8 7.6 3.5 67.5 60.7 81.8 71.8: 18.2 28.2
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 : 60: 14 13 10 24 23 45 39:
Old : 60: 14 13 10 24 23 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 : 39.9 33.1 56.3 46.6 39.7 26.0 54.7 38.9
Old : 39.9 33.1 56.3 46.6 39.7 26.0 54.7 38.9
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 29, 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 : 214,271: 44,063 55,886 41,809 106,485 83,606 192,357 181,301: 21,914 32,970
Old : 192,124: 36,154 64,211 32,192 104,209 65,298 172,555 161,701: 19,569 30,423
Other: 22,147: 17,485 1,251 41 2,276 18,308 19,802 19,600: 2,345 2,547
: : :
: : Changes in Commitments from: January 22, 2008 :
: 3,560: 3,740 2,343 1,258 -1,798 2,203 3,200 5,804: 360 -2,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 26.1 19.5 49.7 39.0 89.8 84.6: 10.2 15.4
Old : 100.0: 18.8 33.4 16.8 54.2 34.0 89.8 84.2: 10.2 15.8
Other: 100.0: 78.9 5.6 0.2 10.3 82.7 89.4 88.5: 10.6 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 64 83 80 32 51 157 173:
Old : 234: 61 87 79 32 51 155 173:
Other: 72: 25 14 2 5 29 32 43:
:----------------------------------------------------------------------------------------------------
: 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 19.4 39.1 30.1 24.7 14.2 36.2 22.6
Old : 27.7 16.6 42.3 27.2 27.5 16.5 40.1 25.6
Other: 53.8 55.0 73.1 68.2 51.2 45.6 66.5 58.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 29, 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 : 1,829: 97 534 194 940 734 1,231 1,462: 598 367
Old : 1,829: 97 534 194 940 734 1,231 1,462: 598 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -274: 27 -33 -98 -148 25 -219 -106: -55 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 29.2 10.6 51.4 40.1 67.3 79.9: 32.7 20.1
Old : 100.0: 5.3 29.2 10.6 51.4 40.1 67.3 79.9: 32.7 20.1
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 : 21: 2 12 4 6 4 12 16:
Old : 21: 2 12 4 6 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 : 49.6 44.8 63.1 63.6 47.0 43.1 51.4 54.7
Old : 49.6 44.8 63.1 63.6 47.0 43.1 51.4 54.7
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 29, 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 : 261,239: 61,588 56,626 49,275 130,035 104,021 240,898 209,922: 20,341 51,317
Old : 261,239: 61,588 56,626 49,275 130,035 104,021 240,898 209,922: 20,341 51,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 7,934: 2,518 1,913 4,513 2,361 2,329 9,392 8,755: -1,458 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 21.7 18.9 49.8 39.8 92.2 80.4: 7.8 19.6
Old : 100.0: 23.6 21.7 18.9 49.8 39.8 92.2 80.4: 7.8 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 64 107 86 64 125 192 275:
Old : 335: 64 107 86 64 125 192 275:
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 : 25.4 12.2 40.2 20.5 25.3 11.1 38.5 16.6
Old : 25.4 12.2 40.2 20.5 25.3 11.1 38.5 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 29, 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 : 10,693: 4,349 4,653 1,266 3,258 2,340 8,873 8,259: 1,820 2,434
Old : 10,693: 4,349 4,653 1,266 3,258 2,340 8,873 8,259: 1,820 2,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 674: 66 -89 558 -28 301 596 770: 78 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 43.5 11.8 30.5 21.9 83.0 77.2: 17.0 22.8
Old : 100.0: 40.7 43.5 11.8 30.5 21.9 83.0 77.2: 17.0 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 28 26 14 15 25 53 62:
Old : 92: 28 26 14 15 25 53 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 26.4 50.9 37.2 30.7 25.3 50.9 34.9
Old : 30.7 26.4 50.9 37.2 30.7 25.3 50.9 34.9
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 29, 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 : 40,457: 20,501 7,921 5,278 10,146 8,489 35,925 21,688: 4,532 18,769
Old : 40,457: 20,501 7,921 5,278 10,146 8,489 35,925 21,688: 4,532 18,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 2,035: 813 725 992 -256 471 1,549 2,188: 486 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 19.6 13.0 25.1 21.0 88.8 53.6: 11.2 46.4
Old : 100.0: 50.7 19.6 13.0 25.1 21.0 88.8 53.6: 11.2 46.4
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 : 156: 36 40 29 38 57 93 112:
Old : 156: 36 40 29 38 57 93 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 7.9 42.2 13.6 26.3 6.0 40.1 10.5
Old : 28.1 7.9 42.2 13.6 26.3 6.0 40.1 10.5
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 29, 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 : 90,907: 25,948 21,653 1,870 34,077 48,253 61,895 71,776: 29,012 19,131
Old : 90,907: 25,948 21,653 1,870 34,077 48,253 61,895 71,776: 29,012 19,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 4,529: 1,485 4,867 -891 3,093 1,412 3,687 5,388: 842 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 23.8 2.1 37.5 53.1 68.1 79.0: 31.9 21.0
Old : 100.0: 28.5 23.8 2.1 37.5 53.1 68.1 79.0: 31.9 21.0
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 : 68: 20 16 5 20 18 44 35:
Old : 68: 20 16 5 20 18 44 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 33.1 38.8 50.1 21.9 31.4 36.5 46.6
Old : 22.6 33.1 38.8 50.1 21.9 31.4 36.5 46.6
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 29, 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 : 70,806: 28,578 19,345 8 19,615 42,772 48,201 62,125: 22,605 8,681
Old : 70,806: 28,578 19,345 8 19,615 42,772 48,201 62,125: 22,605 8,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -899: -371 5,772 -3 1,185 -8,470 811 -2,701: -1,710 1,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 27.3 0.0 27.7 60.4 68.1 87.7: 31.9 12.3
Old : 100.0: 40.4 27.3 0.0 27.7 60.4 68.1 87.7: 31.9 12.3
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 : 50: 22 10 1 11 12 34 22:
Old : 50: 22 10 1 11 12 34 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 : 34.2 45.3 44.8 63.9 34.1 44.0 44.7 62.7
Old : 34.2 45.3 44.8 63.9 34.1 44.0 44.7 62.7
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 29, 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 : 84,369: 51,191 9,405 152 26,728 72,682 78,071 82,239: 6,298 2,130
Old : 84,369: 51,191 9,405 152 26,728 72,682 78,071 82,239: 6,298 2,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 2,664: 16,576 -1,247 -36 -13,417 5,561 3,123 4,278: -459 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 11.1 0.2 31.7 86.1 92.5 97.5: 7.5 2.5
Old : 100.0: 60.7 11.1 0.2 31.7 86.1 92.5 97.5: 7.5 2.5
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 : 77: 42 12 1 9 19 52 31:
Old : 77: 42 12 1 9 19 52 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 : 35.7 77.5 54.8 87.4 35.5 77.5 53.7 85.1
Old : 35.7 77.5 54.8 87.4 35.5 77.5 53.7 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 29, 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 : 92,484: 38,888 33,530 1,004 37,472 36,282 77,364 70,816: 15,120 21,668
Old : 92,484: 38,888 33,530 1,004 37,472 36,282 77,364 70,816: 15,120 21,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -897: 6,649 562 -1,402 -3,727 4,726 1,520 3,886: -2,417 -4,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 36.3 1.1 40.5 39.2 83.7 76.6: 16.3 23.4
Old : 100.0: 42.0 36.3 1.1 40.5 39.2 83.7 76.6: 16.3 23.4
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 : 76: 18 33 3 16 17 37 50:
Old : 76: 18 33 3 16 17 37 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 : 35.8 28.2 53.1 41.5 33.7 18.8 49.5 31.3
Old : 35.8 28.2 53.1 41.5 33.7 18.8 49.5 31.3
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 29, 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 : 206,162: 78,810 25,882 1,121 92,355 160,498 172,286 187,501: 33,876 18,661
Old : 206,162: 78,810 25,882 1,121 92,355 160,498 172,286 187,501: 33,876 18,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 12,854: 10,914 -172 -209 4,238 15,261 14,943 14,880: -2,089 -2,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 12.6 0.5 44.8 77.9 83.6 90.9: 16.4 9.1
Old : 100.0: 38.2 12.6 0.5 44.8 77.9 83.6 90.9: 16.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 39 24 6 27 25 70 51:
Old : 105: 39 24 6 27 25 70 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 : 31.9 53.4 45.1 68.0 26.1 48.4 37.6 58.3
Old : 31.9 53.4 45.1 68.0 26.1 48.4 37.6 58.3
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 29, 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 : 187,780: 62,078 39,622 2,407 77,332 111,456 141,817 153,485: 45,963 34,295
Old : 187,780: 62,078 39,622 2,407 77,332 111,456 141,817 153,485: 45,963 34,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 3,491: -3,503 -2,214 1,094 13,698 11,957 11,289 10,837: -7,798 -7,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 21.1 1.3 41.2 59.4 75.5 81.7: 24.5 18.3
Old : 100.0: 33.1 21.1 1.3 41.2 59.4 75.5 81.7: 24.5 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 : 131: 41 41 8 34 30 81 74:
Old : 131: 41 41 8 34 30 81 74:
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 : 29.8 33.9 39.6 47.2 27.7 31.8 37.5 44.1
Old : 29.8 33.9 39.6 47.2 27.7 31.8 37.5 44.1
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 29, 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 : 20,854: 13,429 2,707 87 4,779 16,948 18,295 19,742: 2,559 1,112
Old : 20,854: 13,429 2,707 87 4,779 16,948 18,295 19,742: 2,559 1,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -964: -977 -244 -21 87 -565 -911 -830: -53 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 13.0 0.4 22.9 81.3 87.7 94.7: 12.3 5.3
Old : 100.0: 64.4 13.0 0.4 22.9 81.3 87.7 94.7: 12.3 5.3
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 : 37: 15 4 1 9 13 24 18:
Old : 37: 15 4 1 9 13 24 18:
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 : 46.8 61.2 65.1 83.3 46.8 60.9 65.1 80.8
Old : 46.8 61.2 65.1 83.3 46.8 60.9 65.1 80.8
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 29, 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 :11,442,262: 2,091,014 613,709 1,474,069 6,483,632 8,057,414 10,048,715 10,145,192: 1,393,547 1,297,070
Old :11,442,262: 2,091,014 613,709 1,474,069 6,483,632 8,057,414 10,048,715 10,145,192: 1,393,547 1,297,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -366,606: -213,509 -28,670 74,628 -308,557 -156,071 -447,438 -110,113: 80,832 -256,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 5.4 12.9 56.7 70.4 87.8 88.7: 12.2 11.3
Old : 100.0: 18.3 5.4 12.9 56.7 70.4 87.8 88.7: 12.2 11.3
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 : 253: 53 47 90 126 120 234 221:
Old : 253: 53 47 90 126 120 234 221:
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 : 22.3 24.1 31.2 36.7 19.4 19.9 25.5 29.4
Old : 22.3 24.1 31.2 36.7 19.4 19.9 25.5 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 29, 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 : 588,785: 67,992 82,481 6,554 402,773 399,663 477,319 488,698: 111,466 100,087
Old : 588,785: 67,992 82,481 6,554 402,773 399,663 477,319 488,698: 111,466 100,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -1,161: -2,483 3,805 277 4,141 2,593 1,935 6,675: -3,096 -7,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.0 1.1 68.4 67.9 81.1 83.0: 18.9 17.0
Old : 100.0: 11.5 14.0 1.1 68.4 67.9 81.1 83.0: 18.9 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 45 43 22 81 55 136 110:
Old : 200: 45 43 22 81 55 136 110:
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 : 20.3 31.3 29.2 44.0 20.1 31.3 29.0 42.7
Old : 20.3 31.3 29.2 44.0 20.1 31.3 29.0 42.7
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 29, 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 : 2,389,489: 464,934 554,033 34,138 1,528,048 1,543,320 2,027,120 2,131,491: 362,369 257,998
Old : 2,389,489: 464,934 554,033 34,138 1,528,048 1,543,320 2,027,120 2,131,491: 362,369 257,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -120,194: -57,576 70,964 -21,054 54,921 -117,980 -23,709 -68,070: -96,485 -52,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 23.2 1.4 63.9 64.6 84.8 89.2: 15.2 10.8
Old : 100.0: 19.5 23.2 1.4 63.9 64.6 84.8 89.2: 15.2 10.8
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 : 359: 79 119 35 114 98 215 230:
Old : 359: 79 119 35 114 98 215 230:
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 : 21.4 22.6 31.8 32.6 16.0 20.2 26.4 29.4
Old : 21.4 22.6 31.8 32.6 16.0 20.2 26.4 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 29, 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 : 105,034: 12,048 37,358 1 81,807 62,925 93,856 100,284: 11,178 4,750
Old : 105,034: 12,048 37,358 1 81,807 62,925 93,856 100,284: 11,178 4,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -965: -2,772 981 -56 1,531 -2,276 -1,297 -1,351: 332 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 35.6 0.0 77.9 59.9 89.4 95.5: 10.6 4.5
Old : 100.0: 11.5 35.6 0.0 77.9 59.9 89.4 95.5: 10.6 4.5
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 : 85: 9 19 1 42 27 52 46:
Old : 85: 9 19 1 42 27 52 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 : 23.8 39.9 43.3 65.5 23.8 39.9 41.7 63.9
Old : 23.8 39.9 43.3 65.5 23.8 39.9 41.7 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 29, 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 : 46,519: 10,465 11,626 538 28,330 28,975 39,333 41,139: 7,186 5,380
Old : 46,519: 10,465 11,626 538 28,330 28,975 39,333 41,139: 7,186 5,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 2,041: 488 -665 470 2,087 2,815 3,045 2,620: -1,004 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 25.0 1.2 60.9 62.3 84.6 88.4: 15.4 11.6
Old : 100.0: 22.5 25.0 1.2 60.9 62.3 84.6 88.4: 15.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 14 12 2 24 16 39 30:
Old : 59: 14 12 2 24 16 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 41.7 56.8 61.0 43.8 39.7 56.8 56.9
Old : 43.8 41.7 56.8 61.0 43.8 39.7 56.8 56.9
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 29, 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 : 363,387: 98,959 155,039 6,273 221,663 172,292 326,895 333,604: 36,492 29,783
Old : 363,387: 98,959 155,039 6,273 221,663 172,292 326,895 333,604: 36,492 29,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -12,758: -12,157 14,009 -4,166 33,718 4,064 17,395 13,907: -30,153 -26,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 42.7 1.7 61.0 47.4 90.0 91.8: 10.0 8.2
Old : 100.0: 27.2 42.7 1.7 61.0 47.4 90.0 91.8: 10.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 68 71 13 46 54 118 134:
Old : 226: 68 71 13 46 54 118 134:
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 : 29.9 24.4 44.9 38.2 24.0 24.2 38.9 34.5
Old : 29.9 24.4 44.9 38.2 24.0 24.2 38.9 34.5
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 29, 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 : 65,613: 29,037 12,728 88 12,657 42,613 41,782 55,429: 23,831 10,184
Old : 65,613: 29,037 12,728 88 12,657 42,613 41,782 55,429: 23,831 10,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -2,442: 5,258 -5,444 20 -7,168 5,355 -1,890 -69: -552 -2,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 19.4 0.1 19.3 64.9 63.7 84.5: 36.3 15.5
Old : 100.0: 44.3 19.4 0.1 19.3 64.9 63.7 84.5: 36.3 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 : 46: 19 9 1 8 14 27 24:
Old : 46: 19 9 1 8 14 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 41.3 43.6 60.8 30.3 41.3 41.9 59.4
Old : 30.3 41.3 43.6 60.8 30.3 41.3 41.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, January 29, 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 : 42,565: 875 13,775 12 27,625 23,373 28,512 37,160: 14,053 5,405
Old : 42,565: 875 13,775 12 27,625 23,373 28,512 37,160: 14,053 5,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 287: -418 -1,144 0 751 345 333 -799: -46 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 32.4 0.0 64.9 54.9 67.0 87.3: 33.0 12.7
Old : 100.0: 2.1 32.4 0.0 64.9 54.9 67.0 87.3: 33.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 20 1 19 26 22 46:
Old : 59: 2 20 1 19 26 22 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 : 52.9 24.2 60.2 40.4 49.9 23.0 57.2 38.5
Old : 52.9 24.2 60.2 40.4 49.9 23.0 57.2 38.5
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 29, 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 : 612,298: 63,640 233,067 2,388 527,413 305,399 593,441 540,854: 18,857 71,444
Old : 612,298: 63,640 233,067 2,388 527,413 305,399 593,441 540,854: 18,857 71,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -31,068: -3,440 -17,133 -3,279 -23,036 -33,263 -29,755 -53,675: -1,313 22,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 38.1 0.4 86.1 49.9 96.9 88.3: 3.1 11.7
Old : 100.0: 10.4 38.1 0.4 86.1 49.9 96.9 88.3: 3.1 11.7
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 : 264: 31 116 12 60 83 97 205:
Old : 264: 31 116 12 60 83 97 205:
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 : 59.6 18.5 74.9 26.3 56.8 17.9 71.1 25.1
Old : 59.6 18.5 74.9 26.3 56.8 17.9 71.1 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 29, 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 : 80,034: 11,674 36,724 756 53,992 32,395 66,422 69,875: 13,612 10,159
Old : 80,034: 11,674 36,724 756 53,992 32,395 66,422 69,875: 13,612 10,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 3,732: -178 604 -301 4,308 1,630 3,829 1,933: -97 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 45.9 0.9 67.5 40.5 83.0 87.3: 17.0 12.7
Old : 100.0: 14.6 45.9 0.9 67.5 40.5 83.0 87.3: 17.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 14 26 2 15 24 31 50:
Old : 76: 14 26 2 15 24 31 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 : 49.4 37.2 66.6 50.7 49.4 37.0 65.6 49.1
Old : 49.4 37.2 66.6 50.7 49.4 37.0 65.6 49.1
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 29, 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 : 78,976: 17,147 7,123 71 31,558 59,608 48,776 66,802: 30,200 12,174
Old : 78,976: 17,147 7,123 71 31,558 59,608 48,776 66,802: 30,200 12,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 4,887: -1,527 4,635 -11 3,326 4,249 1,788 8,873: 3,099 -3,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.0 0.1 40.0 75.5 61.8 84.6: 38.2 15.4
Old : 100.0: 21.7 9.0 0.1 40.0 75.5 61.8 84.6: 38.2 15.4
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 : 60: 19 10 2 18 17 37 29:
Old : 60: 19 10 2 18 17 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 51.9 42.3 68.2 25.0 51.9 37.6 66.0
Old : 27.5 51.9 42.3 68.2 25.0 51.9 37.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 29, 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 : 21,376: 5,766 638 1 14,283 20,396 20,050 21,035: 1,326 341
Old : 21,376: 5,766 638 1 14,283 20,396 20,050 21,035: 1,326 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 283: 406 283 1 111 120 518 404: -235 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.0 0.0 66.8 95.4 93.8 98.4: 6.2 1.6
Old : 100.0: 27.0 3.0 0.0 66.8 95.4 93.8 98.4: 6.2 1.6
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 : 23: 9 4 1 7 5 16 10:
Old : 23: 9 4 1 7 5 16 10:
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 : 69.0 95.4 84.6 97.9 68.2 95.4 83.9 97.2
Old : 69.0 95.4 84.6 97.9 68.2 95.4 83.9 97.2
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 29, 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 : 30,734: 6,349 3,915 2,754 14,389 11,184 23,492 17,853: 7,242 12,881
Old : 30,734: 6,349 3,915 2,754 14,389 11,184 23,492 17,853: 7,242 12,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -1,119: -2,548 200 807 1,303 -323 -438 684: -681 -1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.7 9.0 46.8 36.4 76.4 58.1: 23.6 41.9
Old : 100.0: 20.7 12.7 9.0 46.8 36.4 76.4 58.1: 23.6 41.9
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 : 37: 8 4 5 15 19 24 27:
Old : 37: 8 4 5 15 19 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 23.6 55.2 40.2 31.2 21.1 46.1 33.0
Old : 36.0 23.6 55.2 40.2 31.2 21.1 46.1 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2008