MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 30,602: 3,260 2,029 970 20,669 19,114 24,899 22,113: 5,703 8,489
Old : 30,602: 3,260 2,029 970 20,669 19,114 24,899 22,113: 5,703 8,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 873: 127 -558 241 602 983 970 666: -97 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.6 3.2 67.5 62.5 81.4 72.3: 18.6 27.7
Old : 100.0: 10.7 6.6 3.2 67.5 62.5 81.4 72.3: 18.6 27.7
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 : 60: 14 14 11 23 24 45 40:
Old : 60: 14 14 11 23 24 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 32.0 56.2 47.5 38.7 26.0 53.4 40.5
Old : 41.0 32.0 56.2 47.5 38.7 26.0 53.4 40.5
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, February 12, 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 : 230,172: 54,781 56,169 45,315 107,370 94,867 207,466 196,351: 22,706 33,821
Old : 204,204: 45,229 63,536 36,377 103,046 73,541 184,652 173,454: 19,552 30,750
Other: 25,968: 18,392 1,473 98 4,324 21,326 22,814 22,897: 3,154 3,071
: : :
: : Changes in Commitments from: February 5, 2008 :
: 457: 3,796 -1,750 -894 -3,470 4,522 -568 1,878: 1,025 -1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 24.4 19.7 46.6 41.2 90.1 85.3: 9.9 14.7
Old : 100.0: 22.1 31.1 17.8 50.5 36.0 90.4 84.9: 9.6 15.1
Other: 100.0: 70.8 5.7 0.4 16.7 82.1 87.9 88.2: 12.1 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 76 85 92 35 46 180 173:
Old : 243: 74 85 91 35 45 178 171:
Other: 80: 27 15 4 8 32 36 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 19.3 40.4 31.3 25.1 15.4 37.6 24.7
Old : 26.9 16.6 40.2 27.9 26.9 15.6 39.0 25.9
Other: 62.6 51.0 75.3 66.4 52.1 35.9 61.7 51.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 12, 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 : 270,729: 69,998 57,195 47,765 131,997 112,307 249,760 217,267: 20,969 53,462
Old : 270,729: 69,998 57,195 47,765 131,997 112,307 249,760 217,267: 20,969 53,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -523: 2,332 -2,046 -766 -628 2,025 938 -787: -1,461 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 21.1 17.6 48.8 41.5 92.3 80.3: 7.7 19.7
Old : 100.0: 25.9 21.1 17.6 48.8 41.5 92.3 80.3: 7.7 19.7
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 : 330: 63 96 76 73 136 192 269:
Old : 330: 63 96 76 73 136 192 269:
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 13.0 40.5 21.2 25.2 12.0 39.0 17.1
Old : 25.4 13.0 40.5 21.2 25.2 12.0 39.0 17.1
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, February 12, 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 : 13,491: 4,914 4,548 2,080 3,896 4,352 10,890 10,980: 2,601 2,511
Old : 13,491: 4,914 4,548 2,080 3,896 4,352 10,890 10,980: 2,601 2,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 344: 171 -127 -446 158 1,076 -117 503: 461 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 33.7 15.4 28.9 32.3 80.7 81.4: 19.3 18.6
Old : 100.0: 36.4 33.7 15.4 28.9 32.3 80.7 81.4: 19.3 18.6
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 : 97: 29 26 15 18 30 59 66:
Old : 97: 29 26 15 18 30 59 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 23.0 45.4 38.2 27.8 21.4 45.4 34.5
Old : 27.8 23.0 45.4 38.2 27.8 21.4 45.4 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 12, 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 : 40,300: 20,540 7,993 5,724 9,529 9,571 35,793 23,288: 4,507 17,012
Old : 40,300: 20,540 7,993 5,724 9,529 9,571 35,793 23,288: 4,507 17,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -56: -189 221 11 201 550 23 782: -79 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 19.8 14.2 23.6 23.7 88.8 57.8: 11.2 42.2
Old : 100.0: 51.0 19.8 14.2 23.6 23.7 88.8 57.8: 11.2 42.2
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 : 155: 40 39 37 31 51 95 109:
Old : 155: 40 39 37 31 51 95 109:
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 : 27.0 10.0 41.5 16.3 25.0 7.9 38.0 13.1
Old : 27.0 10.0 41.5 16.3 25.0 7.9 38.0 13.1
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, February 12, 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 : 101,187: 43,391 22,956 1,639 22,399 60,784 67,429 85,379: 33,758 15,808
Old : 101,187: 43,391 22,956 1,639 22,399 60,784 67,429 85,379: 33,758 15,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 7,613: 12,788 2,593 -137 -9,637 6,015 3,014 8,471: 4,599 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 22.7 1.6 22.1 60.1 66.6 84.4: 33.4 15.6
Old : 100.0: 42.9 22.7 1.6 22.1 60.1 66.6 84.4: 33.4 15.6
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 : 73: 25 15 4 18 22 47 37:
Old : 73: 25 15 4 18 22 47 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 39.8 32.4 57.3 19.4 38.4 32.4 55.8
Old : 19.4 39.8 32.4 57.3 19.4 38.4 32.4 55.8
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, February 12, 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 : 57,989: 17,550 14,370 11 18,023 35,696 35,584 50,077: 22,405 7,912
Old : 57,989: 17,550 14,370 11 18,023 35,696 35,584 50,077: 22,405 7,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -6,364: -5,038 -5,432 0 -1,149 329 -6,187 -5,103: -177 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 24.8 0.0 31.1 61.6 61.4 86.4: 38.6 13.6
Old : 100.0: 30.3 24.8 0.0 31.1 61.6 61.4 86.4: 38.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 9 1 11 12 28 21:
Old : 43: 16 9 1 11 12 28 21:
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 : 36.8 48.3 45.0 66.0 36.7 46.7 44.9 63.8
Old : 36.8 48.3 45.0 66.0 36.7 46.7 44.9 63.8
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, February 12, 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 : 152,013: 111,054 5,032 653 34,044 144,244 145,751 149,929: 6,262 2,084
Old : 152,013: 111,054 5,032 653 34,044 144,244 145,751 149,929: 6,262 2,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 30,897: 31,932 -2,035 -380 948 34,974 32,500 32,559: -1,603 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 3.3 0.4 22.4 94.9 95.9 98.6: 4.1 1.4
Old : 100.0: 73.1 3.3 0.4 22.4 94.9 95.9 98.6: 4.1 1.4
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 : 107: 64 16 3 10 20 77 37:
Old : 107: 64 16 3 10 20 77 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 : 48.9 73.3 65.4 88.1 46.2 61.8 55.9 74.8
Old : 48.9 73.3 65.4 88.1 46.2 61.8 55.9 74.8
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, February 12, 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 : 96,936: 26,593 40,526 1,546 51,048 28,609 79,187 70,681: 17,749 26,255
Old : 96,936: 26,593 40,526 1,546 51,048 28,609 79,187 70,681: 17,749 26,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 3,320: -4,164 1,960 -242 6,668 -430 2,262 1,288: 1,058 2,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 41.8 1.6 52.7 29.5 81.7 72.9: 18.3 27.1
Old : 100.0: 27.4 41.8 1.6 52.7 29.5 81.7 72.9: 18.3 27.1
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 : 77: 15 32 4 22 17 39 51:
Old : 77: 15 32 4 22 17 39 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 : 36.8 24.9 52.1 37.0 34.6 17.7 45.8 28.5
Old : 36.8 24.9 52.1 37.0 34.6 17.7 45.8 28.5
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, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 231,216: 73,955 30,484 1,091 120,344 175,817 195,390 207,392: 35,826 23,824
Old : 231,216: 73,955 30,484 1,091 120,344 175,817 195,390 207,392: 35,826 23,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 5,926: -9,785 1,434 -226 15,465 654 5,454 1,862: 472 4,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 13.2 0.5 52.0 76.0 84.5 89.7: 15.5 10.3
Old : 100.0: 32.0 13.2 0.5 52.0 76.0 84.5 89.7: 15.5 10.3
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 : 111: 39 28 10 28 27 72 60:
Old : 111: 39 28 10 28 27 72 60:
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 : 32.6 51.5 46.8 65.3 27.5 46.5 40.9 56.5
Old : 32.6 51.5 46.8 65.3 27.5 46.5 40.9 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, February 12, 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 : 207,601: 55,016 44,721 2,025 103,545 118,882 160,586 165,628: 47,015 41,973
Old : 207,601: 55,016 44,721 2,025 103,545 118,882 160,586 165,628: 47,015 41,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 8,107: -5,090 -2,821 -88 17,032 9,503 11,854 6,594: -3,747 1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 21.5 1.0 49.9 57.3 77.4 79.8: 22.6 20.2
Old : 100.0: 26.5 21.5 1.0 49.9 57.3 77.4 79.8: 22.6 20.2
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 : 124: 37 42 10 31 30 74 76:
Old : 124: 37 42 10 31 30 74 76:
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 : 43.9 32.6 52.1 43.9 40.9 30.8 47.3 40.3
Old : 43.9 32.6 52.1 43.9 40.9 30.8 47.3 40.3
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, February 12, 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 : 24,074: 17,294 1,315 87 3,637 21,639 21,018 23,041: 3,056 1,033
Old : 24,074: 17,294 1,315 87 3,637 21,639 21,018 23,041: 3,056 1,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 1,013: 1,144 -46 0 -222 1,074 922 1,028: 91 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 5.5 0.4 15.1 89.9 87.3 95.7: 12.7 4.3
Old : 100.0: 71.8 5.5 0.4 15.1 89.9 87.3 95.7: 12.7 4.3
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 : 40: 17 4 1 8 15 25 20:
Old : 40: 17 4 1 8 15 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 65.3 65.2 83.6 48.1 64.9 65.2 82.6
Old : 48.1 65.3 65.2 83.6 48.1 64.9 65.2 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 47,381: 4,974 0 3,996 32,521 38,271 41,491 42,267: 5,890 5,114
Old : 47,381: 4,974 0 3,996 32,521 38,271 41,491 42,267: 5,890 5,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -169: -396 0 -364 -39 1,200 -799 836: 630 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 8.4 68.6 80.8 87.6 89.2: 12.4 10.8
Old : 100.0: 10.5 0.0 8.4 68.6 80.8 87.6 89.2: 12.4 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 : 21: 2 0 1 12 13 14 14:
Old : 21: 2 0 1 12 13 14 14:
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 : 59.3 65.2 79.0 79.7 47.3 52.9 62.5 63.2
Old : 59.3 65.2 79.0 79.7 47.3 52.9 62.5 63.2
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, February 12, 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 :11,278,226: 2,236,667 602,705 1,306,405 6,414,056 8,106,883 9,957,128 10,015,993: 1,321,098 1,262,233
Old :11,278,226: 2,236,667 602,705 1,306,405 6,414,056 8,106,883 9,957,128 10,015,993: 1,321,098 1,262,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -118,766: -159,516 -79,359 -25,569 -99,296 -16,243 -284,381 -121,171: 165,615 2,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.3 11.6 56.9 71.9 88.3 88.8: 11.7 11.2
Old : 100.0: 19.8 5.3 11.6 56.9 71.9 88.3 88.8: 11.7 11.2
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 : 262: 61 43 89 134 125 244 225:
Old : 262: 61 43 89 134 125 244 225:
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 : 21.2 24.0 29.0 37.3 19.9 19.5 26.3 30.1
Old : 21.2 24.0 29.0 37.3 19.9 19.5 26.3 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, February 12, 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 : 605,475: 79,901 90,542 7,845 399,046 387,327 486,792 485,714: 118,683 119,761
Old : 605,475: 79,901 90,542 7,845 399,046 387,327 486,792 485,714: 118,683 119,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 8,737: 4,986 3,949 664 -4,289 -3,991 1,361 622: 7,376 8,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.0 1.3 65.9 64.0 80.4 80.2: 19.6 19.8
Old : 100.0: 13.2 15.0 1.3 65.9 64.0 80.4 80.2: 19.6 19.8
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 : 209: 53 49 23 78 54 142 115:
Old : 209: 53 49 23 78 54 142 115:
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 : 21.2 29.2 29.8 40.7 19.7 29.2 27.7 40.4
Old : 21.2 29.2 29.8 40.7 19.7 29.2 27.7 40.4
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, February 12, 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 : 2,473,964: 474,714 609,852 35,264 1,498,341 1,554,228 2,008,319 2,199,344: 465,645 274,620
Old : 2,473,964: 474,714 609,852 35,264 1,498,341 1,554,228 2,008,319 2,199,344: 465,645 274,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -16,760: -33,154 8,314 -871 -49,977 -22,819 -84,002 -15,376: 67,242 -1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 24.7 1.4 60.6 62.8 81.2 88.9: 18.8 11.1
Old : 100.0: 19.2 24.7 1.4 60.6 62.8 81.2 88.9: 18.8 11.1
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 : 375: 88 125 40 113 104 224 246:
Old : 375: 88 125 40 113 104 224 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 20.0 29.8 29.3 13.4 15.9 23.0 24.2
Old : 20.0 20.0 29.8 29.3 13.4 15.9 23.0 24.2
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, February 12, 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 : 107,576: 10,982 39,657 0 84,945 63,507 95,927 103,164: 11,649 4,412
Old : 107,576: 10,982 39,657 0 84,945 63,507 95,927 103,164: 11,649 4,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 47: 232 -19 0 -664 194 -432 175: 479 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 36.9 0.0 79.0 59.0 89.2 95.9: 10.8 4.1
Old : 100.0: 10.2 36.9 0.0 79.0 59.0 89.2 95.9: 10.8 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 : 85: 9 19 0 41 28 50 47:
Old : 85: 9 19 0 41 28 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 38.7 44.2 62.9 24.8 38.7 43.6 62.4
Old : 24.8 38.7 44.2 62.9 24.8 38.7 43.6 62.4
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, February 12, 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 : 50,323: 11,615 10,646 68 30,707 34,005 42,390 44,719: 7,933 5,604
Old : 50,323: 11,615 10,646 68 30,707 34,005 42,390 44,719: 7,933 5,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 3,882: 95 1,055 0 2,612 3,651 2,707 4,706: 1,175 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 21.2 0.1 61.0 67.6 84.2 88.9: 15.8 11.1
Old : 100.0: 23.1 21.2 0.1 61.0 67.6 84.2 88.9: 15.8 11.1
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 : 54: 13 9 1 21 19 34 29:
Old : 54: 13 9 1 21 19 34 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 : 46.9 40.6 58.9 61.0 46.9 38.7 58.8 57.2
Old : 46.9 40.6 58.9 61.0 46.9 38.7 58.8 57.2
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, February 12, 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 : 408,292: 94,463 176,742 11,667 262,484 177,095 368,614 365,504: 39,678 42,788
Old : 408,292: 94,463 176,742 11,667 262,484 177,095 368,614 365,504: 39,678 42,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 22,486: 2,452 8,387 1,273 15,420 3,761 19,145 13,421: 3,341 9,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 43.3 2.9 64.3 43.4 90.3 89.5: 9.7 10.5
Old : 100.0: 23.1 43.3 2.9 64.3 43.4 90.3 89.5: 9.7 10.5
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 : 242: 58 92 9 52 52 115 148:
Old : 242: 58 92 9 52 52 115 148:
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 : 33.0 22.9 49.8 36.4 28.5 22.6 44.6 34.1
Old : 33.0 22.9 49.8 36.4 28.5 22.6 44.6 34.1
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, February 12, 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 : 86,843: 53,483 17,615 16 6,134 61,036 59,633 78,667: 27,210 8,176
Old : 86,843: 53,483 17,615 16 6,134 61,036 59,633 78,667: 27,210 8,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 13,167: 8,158 5,187 1 904 9,827 9,063 15,015: 4,104 -1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 20.3 0.0 7.1 70.3 68.7 90.6: 31.3 9.4
Old : 100.0: 61.6 20.3 0.0 7.1 70.3 68.7 90.6: 31.3 9.4
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 : 55: 30 8 1 7 15 38 23:
Old : 55: 30 8 1 7 15 38 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 42.5 38.4 66.2 23.8 42.5 38.4 65.3
Old : 23.8 42.5 38.4 66.2 23.8 42.5 38.4 65.3
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, February 12, 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 : 44,294: 1,254 15,700 12 28,447 24,112 29,713 39,824: 14,581 4,470
Old : 44,294: 1,254 15,700 12 28,447 24,112 29,713 39,824: 14,581 4,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 701: -39 120 0 1,055 522 1,016 642: -315 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 35.4 0.0 64.2 54.4 67.1 89.9: 32.9 10.1
Old : 100.0: 2.8 35.4 0.0 64.2 54.4 67.1 89.9: 32.9 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 21 1 19 25 22 46:
Old : 59: 2 21 1 19 25 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 : 52.2 25.5 59.8 42.0 49.3 24.4 55.5 38.8
Old : 52.2 25.5 59.8 42.0 49.3 24.4 55.5 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, February 12, 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 : 644,461: 75,215 271,076 2,242 544,257 293,778 621,714 567,096: 22,747 77,365
Old : 644,461: 75,215 271,076 2,242 544,257 293,778 621,714 567,096: 22,747 77,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 19,755: 13,492 15,082 -16 1,489 3,429 14,965 18,495: 4,790 1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 42.1 0.3 84.5 45.6 96.5 88.0: 3.5 12.0
Old : 100.0: 11.7 42.1 0.3 84.5 45.6 96.5 88.0: 3.5 12.0
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 : 274: 31 126 14 62 85 100 218:
Old : 274: 31 126 14 62 85 100 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 17.1 73.8 24.5 55.2 16.3 70.0 23.0
Old : 58.1 17.1 73.8 24.5 55.2 16.3 70.0 23.0
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, February 12, 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 : 83,861: 12,274 33,771 720 57,030 38,799 70,024 73,290: 13,837 10,571
Old : 83,861: 12,274 33,771 720 57,030 38,799 70,024 73,290: 13,837 10,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 3,698: 333 28 -51 1,694 2,431 1,976 2,408: 1,722 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 40.3 0.9 68.0 46.3 83.5 87.4: 16.5 12.6
Old : 100.0: 14.6 40.3 0.9 68.0 46.3 83.5 87.4: 16.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 18 21 3 19 24 39 46:
Old : 79: 18 21 3 19 24 39 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 : 47.3 35.7 64.2 50.2 47.3 35.7 63.4 49.3
Old : 47.3 35.7 64.2 50.2 47.3 35.7 63.4 49.3
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, February 12, 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 : 84,263: 17,200 7,379 55 34,979 64,868 52,234 72,302: 32,029 11,961
Old : 84,263: 17,200 7,379 55 34,979 64,868 52,234 72,302: 32,029 11,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 2,996: 1,570 565 -116 1,922 2,447 3,376 2,896: -380 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.8 0.1 41.5 77.0 62.0 85.8: 38.0 14.2
Old : 100.0: 20.4 8.8 0.1 41.5 77.0 62.0 85.8: 38.0 14.2
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 : 57: 17 6 1 18 20 35 27:
Old : 57: 17 6 1 18 20 35 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 : 27.1 50.9 41.4 69.7 21.7 50.9 36.0 66.6
Old : 27.1 50.9 41.4 69.7 21.7 50.9 36.0 66.6
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, February 12, 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 : 14,341: 2,623 7,879 169 9,031 4,183 11,823 12,231: 2,518 2,110
Old : 14,341: 2,623 7,879 169 9,031 4,183 11,823 12,231: 2,518 2,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 54.9 1.2 63.0 29.2 82.4 85.3: 17.6 14.7
Old : 100.0: 18.3 54.9 1.2 63.0 29.2 82.4 85.3: 17.6 14.7
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 : 21: 6 5 1 7 4 14 9:
Old : 21: 6 5 1 7 4 14 9:
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 : 59.4 68.5 71.2 83.7 49.9 66.4 61.6 74.6
Old : 59.4 68.5 71.2 83.7 49.9 66.4 61.6 74.6
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, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 22,185: 6,023 282 5 14,143 20,830 20,171 21,117: 2,014 1,068
Old : 22,185: 6,023 282 5 14,143 20,830 20,171 21,117: 2,014 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 1,071: 282 -61 4 -6 406 280 349: 791 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 1.3 0.0 63.8 93.9 90.9 95.2: 9.1 4.8
Old : 100.0: 27.1 1.3 0.0 63.8 93.9 90.9 95.2: 9.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 2 1 6 6 16 8:
Old : 21: 9 2 1 6 6 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 92.6 81.6 95.2 65.6 92.6 80.8 93.8
Old : 66.4 92.6 81.6 95.2 65.6 92.6 80.8 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, February 12, 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 : 29,567: 6,881 4,215 2,254 14,604 10,994 23,739 17,463: 5,828 12,104
Old : 29,567: 6,881 4,215 2,254 14,604 10,994 23,739 17,463: 5,828 12,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 429: 11 300 0 88 304 99 604: 330 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.3 7.6 49.4 37.2 80.3 59.1: 19.7 40.9
Old : 100.0: 23.3 14.3 7.6 49.4 37.2 80.3 59.1: 19.7 40.9
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 : 38: 8 5 5 17 19 26 28:
Old : 38: 8 5 5 17 19 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 24.2 57.5 40.5 33.5 21.8 49.4 34.7
Old : 37.5 24.2 57.5 40.5 33.5 21.8 49.4 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2008