MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 19, 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 : 30,958: 3,311 1,756 1,130 20,759 19,350 25,200 22,236: 5,758 8,722
Old : 30,958: 3,311 1,756 1,130 20,759 19,350 25,200 22,236: 5,758 8,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 356: 51 -273 160 90 236 301 123: 55 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 5.7 3.7 67.1 62.5 81.4 71.8: 18.6 28.2
Old : 100.0: 10.7 5.7 3.7 67.1 62.5 81.4 71.8: 18.6 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 : 61: 15 12 12 24 24 46 41:
Old : 61: 15 12 12 24 24 46 41:
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 : 40.6 32.7 55.7 47.9 38.4 26.7 52.9 41.5
Old : 40.6 32.7 55.7 47.9 38.4 26.7 52.9 41.5
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 19, 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 : 223,917: 51,482 55,936 42,349 107,968 94,923 201,799 193,208: 22,118 30,709
Old : 197,433: 41,527 63,027 34,152 103,451 72,212 179,130 169,391: 18,303 28,042
Other: 26,484: 18,110 1,064 42 4,517 22,711 22,669 23,817: 3,815 2,667
: : :
: : Changes in Commitments from: February 12, 2008 :
: -6,255: -3,299 -233 -2,966 598 56 -5,667 -3,143: -588 -3,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 25.0 18.9 48.2 42.4 90.1 86.3: 9.9 13.7
Old : 100.0: 21.0 31.9 17.3 52.4 36.6 90.7 85.8: 9.3 14.2
Other: 100.0: 68.4 4.0 0.2 17.1 85.8 85.6 89.9: 14.4 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 74 81 90 29 47 166 178:
Old : 241: 69 86 86 29 46 162 176:
Other: 81: 29 13 4 8 33 39 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 20.4 41.9 32.2 26.0 17.4 39.3 26.2
Old : 27.8 17.8 42.1 28.8 27.8 17.8 40.7 27.6
Other: 61.8 53.0 74.4 68.0 53.4 40.0 63.2 55.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 19, 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 : 269,699: 69,089 56,013 48,173 131,914 112,537 249,176 216,723: 20,523 52,976
Old : 269,699: 69,089 56,013 48,173 131,914 112,537 249,176 216,723: 20,523 52,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -1,030: -909 -1,182 408 -83 230 -584 -544: -446 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 20.8 17.9 48.9 41.7 92.4 80.4: 7.6 19.6
Old : 100.0: 25.6 20.8 17.9 48.9 41.7 92.4 80.4: 7.6 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 : 336: 67 102 76 67 138 186 276:
Old : 336: 67 102 76 67 138 186 276:
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 : 25.6 13.1 40.8 21.5 25.3 12.2 39.3 17.3
Old : 25.6 13.1 40.8 21.5 25.3 12.2 39.3 17.3
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 19, 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 : 13,376: 5,134 4,650 1,831 3,832 4,463 10,797 10,944: 2,579 2,432
Old : 13,376: 5,134 4,650 1,831 3,832 4,463 10,797 10,944: 2,579 2,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -115: 220 102 -249 -64 111 -93 -36: -22 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 34.8 13.7 28.6 33.4 80.7 81.8: 19.3 18.2
Old : 100.0: 38.4 34.8 13.7 28.6 33.4 80.7 81.8: 19.3 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 28 35 18 16 27 58 70:
Old : 99: 28 35 18 16 27 58 70:
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 : 28.7 22.1 47.6 37.7 28.7 21.3 47.6 34.4
Old : 28.7 22.1 47.6 37.7 28.7 21.3 47.6 34.4
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 19, 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 : 40,634: 21,115 8,293 5,404 9,707 10,141 36,226 23,838: 4,408 16,796
Old : 40,634: 21,115 8,293 5,404 9,707 10,141 36,226 23,838: 4,408 16,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 334: 575 300 -320 178 570 433 550: -99 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 20.4 13.3 23.9 25.0 89.2 58.7: 10.8 41.3
Old : 100.0: 52.0 20.4 13.3 23.9 25.0 89.2 58.7: 10.8 41.3
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 : 158: 37 37 35 34 54 97 109:
Old : 158: 37 37 35 34 54 97 109:
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 : 27.8 9.9 42.6 16.1 25.5 7.7 39.1 13.2
Old : 27.8 9.9 42.6 16.1 25.5 7.7 39.1 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, February 19, 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 : 95,614: 33,387 21,440 1,213 28,562 53,308 63,162 75,961: 32,452 19,653
Old : 95,614: 33,387 21,440 1,213 28,562 53,308 63,162 75,961: 32,452 19,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -5,573: -10,004 -1,516 -426 6,163 -7,476 -4,267 -9,418: -1,306 3,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 22.4 1.3 29.9 55.8 66.1 79.4: 33.9 20.6
Old : 100.0: 34.9 22.4 1.3 29.9 55.8 66.1 79.4: 33.9 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 26 16 3 22 21 51 37:
Old : 77: 26 16 3 22 21 51 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 36.4 30.7 52.6 19.4 34.4 30.2 50.6
Old : 19.4 36.4 30.7 52.6 19.4 34.4 30.2 50.6
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, February 19, 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 : 68,500: 23,979 22,992 11 23,381 36,283 47,371 59,286: 21,129 9,214
Old : 68,500: 23,979 22,992 11 23,381 36,283 47,371 59,286: 21,129 9,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 10,511: 6,429 8,622 0 5,358 587 11,787 9,209: -1,276 1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 33.6 0.0 34.1 53.0 69.2 86.5: 30.8 13.5
Old : 100.0: 35.0 33.6 0.0 34.1 53.0 69.2 86.5: 30.8 13.5
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 : 53: 20 13 1 11 15 32 28:
Old : 53: 20 13 1 11 15 32 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 : 38.2 44.0 49.4 60.0 37.3 42.7 48.5 58.1
Old : 38.2 44.0 49.4 60.0 37.3 42.7 48.5 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, February 19, 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 : 166,427: 123,599 7,092 704 35,374 156,706 159,677 164,502: 6,750 1,925
Old : 166,427: 123,599 7,092 704 35,374 156,706 159,677 164,502: 6,750 1,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 14,414: 12,545 2,060 51 1,330 12,462 13,926 14,573: 488 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 4.3 0.4 21.3 94.2 95.9 98.8: 4.1 1.2
Old : 100.0: 74.3 4.3 0.4 21.3 94.2 95.9 98.8: 4.1 1.2
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 : 109: 65 20 5 9 19 77 41:
Old : 109: 65 20 5 9 19 77 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 75.1 65.9 88.8 47.0 64.7 57.5 76.7
Old : 47.0 75.1 65.9 88.8 47.0 64.7 57.5 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, February 19, 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 : 94,673: 25,606 37,763 1,722 49,055 28,235 76,383 67,720: 18,290 26,953
Old : 94,673: 25,606 37,763 1,722 49,055 28,235 76,383 67,720: 18,290 26,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -2,263: -987 -2,763 176 -1,993 -374 -2,804 -2,961: 541 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 39.9 1.8 51.8 29.8 80.7 71.5: 19.3 28.5
Old : 100.0: 27.0 39.9 1.8 51.8 29.8 80.7 71.5: 19.3 28.5
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 : 71: 14 29 3 21 17 36 48:
Old : 71: 14 29 3 21 17 36 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 24.7 54.9 37.6 38.8 18.1 48.4 30.2
Old : 39.8 24.7 54.9 37.6 38.8 18.1 48.4 30.2
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 19, 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 : 237,223: 80,805 30,361 1,543 117,380 184,665 199,728 216,569: 37,495 20,654
Old : 237,223: 80,805 30,361 1,543 117,380 184,665 199,728 216,569: 37,495 20,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 6,007: 6,850 -123 452 -2,964 8,848 4,338 9,177: 1,669 -3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 12.8 0.7 49.5 77.8 84.2 91.3: 15.8 8.7
Old : 100.0: 34.1 12.8 0.7 49.5 77.8 84.2 91.3: 15.8 8.7
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 : 117: 41 28 12 27 30 74 64:
Old : 117: 41 28 12 27 30 74 64:
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 : 31.1 52.3 45.3 65.2 26.2 47.4 39.4 56.5
Old : 31.1 52.3 45.3 65.2 26.2 47.4 39.4 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 19, 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 : 209,143: 60,926 46,196 1,193 101,376 120,377 163,495 167,766: 45,648 41,377
Old : 209,143: 60,926 46,196 1,193 101,376 120,377 163,495 167,766: 45,648 41,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 1,542: 5,910 1,475 -832 -2,169 1,495 2,909 2,138: -1,367 -596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 22.1 0.6 48.5 57.6 78.2 80.2: 21.8 19.8
Old : 100.0: 29.1 22.1 0.6 48.5 57.6 78.2 80.2: 21.8 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 : 128: 38 42 8 29 33 71 79:
Old : 128: 38 42 8 29 33 71 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 33.5 52.2 45.0 40.4 31.6 47.0 41.2
Old : 43.9 33.5 52.2 45.0 40.4 31.6 47.0 41.2
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 19, 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 : 24,663: 16,735 1,608 68 4,796 21,833 21,599 23,509: 3,064 1,154
Old : 24,663: 16,735 1,608 68 4,796 21,833 21,599 23,509: 3,064 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 589: -559 293 -19 1,159 194 581 468: 8 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 6.5 0.3 19.4 88.5 87.6 95.3: 12.4 4.7
Old : 100.0: 67.9 6.5 0.3 19.4 88.5 87.6 95.3: 12.4 4.7
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 : 41: 15 7 1 10 14 26 21:
Old : 41: 15 7 1 10 14 26 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 : 49.1 63.7 69.2 83.1 49.1 63.2 69.2 82.1
Old : 49.1 63.7 69.2 83.1 49.1 63.2 69.2 82.1
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 19, 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 : 48,181: 8,931 0 40 33,750 40,064 42,721 40,104: 5,460 8,077
Old : 48,181: 8,931 0 40 33,750 40,064 42,721 40,104: 5,460 8,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 800: 3,957 0 -3,956 1,229 1,793 1,230 -2,163: -430 2,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.0 0.1 70.0 83.2 88.7 83.2: 11.3 16.8
Old : 100.0: 18.5 0.0 0.1 70.0 83.2 88.7 83.2: 11.3 16.8
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 : 22: 2 0 1 14 13 16 14:
Old : 22: 2 0 1 14 13 16 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 : 57.6 63.4 76.9 75.4 53.5 54.9 69.1 64.4
Old : 57.6 63.4 76.9 75.4 53.5 54.9 69.1 64.4
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 19, 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 :11,084,394: 2,372,134 557,053 1,233,211 6,313,451 8,067,477 9,918,796 9,857,741: 1,165,598 1,226,653
Old :11,084,394: 2,372,134 557,053 1,233,211 6,313,451 8,067,477 9,918,796 9,857,741: 1,165,598 1,226,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -193,832: 135,467 -45,652 -73,194 -100,605 -39,406 -38,332 -158,252: -155,500 -35,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 5.0 11.1 57.0 72.8 89.5 88.9: 10.5 11.1
Old : 100.0: 21.4 5.0 11.1 57.0 72.8 89.5 88.9: 10.5 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 : 265: 65 40 92 134 131 248 230:
Old : 265: 65 40 92 134 131 248 230:
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 : 20.9 24.3 29.3 37.5 19.8 19.4 27.3 30.0
Old : 20.9 24.3 29.3 37.5 19.8 19.4 27.3 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, February 19, 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 : 603,458: 82,026 86,034 8,281 397,581 388,140 487,888 482,455: 115,570 121,003
Old : 603,458: 82,026 86,034 8,281 397,581 388,140 487,888 482,455: 115,570 121,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -2,017: 2,125 -4,508 436 -1,465 813 1,096 -3,259: -3,113 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.3 1.4 65.9 64.3 80.8 79.9: 19.2 20.1
Old : 100.0: 13.6 14.3 1.4 65.9 64.3 80.8 79.9: 19.2 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 : 195: 43 43 18 78 55 131 107:
Old : 195: 43 43 18 78 55 131 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 27.9 30.1 39.7 19.8 27.9 27.6 39.3
Old : 21.4 27.9 30.1 39.7 19.8 27.9 27.6 39.3
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 19, 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 : 2,371,943: 449,747 660,020 28,878 1,521,922 1,500,246 2,000,547 2,189,144: 371,396 182,799
Old : 2,371,943: 449,747 660,020 28,878 1,521,922 1,500,246 2,000,547 2,189,144: 371,396 182,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -102,021: -24,967 50,168 -6,386 23,581 -53,982 -7,772 -10,200: -94,249 -91,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 27.8 1.2 64.2 63.2 84.3 92.3: 15.7 7.7
Old : 100.0: 19.0 27.8 1.2 64.2 63.2 84.3 92.3: 15.7 7.7
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 : 373: 83 127 37 117 105 224 245:
Old : 373: 83 127 37 117 105 224 245:
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 : 20.6 19.4 30.5 28.7 13.6 14.7 23.4 23.3
Old : 20.6 19.4 30.5 28.7 13.6 14.7 23.4 23.3
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 19, 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 : 107,974: 9,360 39,422 0 85,794 63,882 95,154 103,304: 12,820 4,670
Old : 107,974: 9,360 39,422 0 85,794 63,882 95,154 103,304: 12,820 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 398: -1,622 -235 0 849 375 -773 140: 1,171 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 36.5 0.0 79.5 59.2 88.1 95.7: 11.9 4.3
Old : 100.0: 8.7 36.5 0.0 79.5 59.2 88.1 95.7: 11.9 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 : 85: 8 18 0 42 28 50 46:
Old : 85: 8 18 0 42 28 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 38.0 44.9 62.3 25.3 38.0 44.2 61.8
Old : 25.3 38.0 44.9 62.3 25.3 38.0 44.2 61.8
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 19, 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 : 55,865: 13,778 11,541 68 32,324 38,108 46,170 49,717: 9,695 6,148
Old : 55,865: 13,778 11,541 68 32,324 38,108 46,170 49,717: 9,695 6,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 5,542: 2,163 895 0 1,617 4,103 3,780 4,998: 1,762 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.7 0.1 57.9 68.2 82.6 89.0: 17.4 11.0
Old : 100.0: 24.7 20.7 0.1 57.9 68.2 82.6 89.0: 17.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 13 11 1 22 18 35 30:
Old : 56: 13 11 1 22 18 35 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 : 47.1 41.5 57.9 62.3 47.1 39.5 57.8 59.6
Old : 47.1 41.5 57.9 62.3 47.1 39.5 57.8 59.6
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 19, 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 : 441,283: 106,532 200,797 13,840 291,155 186,583 411,527 401,220: 29,756 40,063
Old : 441,283: 106,532 200,797 13,840 291,155 186,583 411,527 401,220: 29,756 40,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 32,991: 12,069 24,055 2,173 28,671 9,488 42,913 35,716: -9,922 -2,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 45.5 3.1 66.0 42.3 93.3 90.9: 6.7 9.1
Old : 100.0: 24.1 45.5 3.1 66.0 42.3 93.3 90.9: 6.7 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 : 242: 62 87 11 55 51 121 145:
Old : 242: 62 87 11 55 51 121 145:
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 : 34.9 23.5 51.7 36.4 31.2 23.2 47.5 35.1
Old : 34.9 23.5 51.7 36.4 31.2 23.2 47.5 35.1
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 19, 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 : 94,144: 58,464 18,044 21 8,022 66,708 66,507 84,773: 27,637 9,371
Old : 94,144: 58,464 18,044 21 8,022 66,708 66,507 84,773: 27,637 9,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 7,301: 4,981 429 5 1,888 5,672 6,874 6,106: 427 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 19.2 0.0 8.5 70.9 70.6 90.0: 29.4 10.0
Old : 100.0: 62.1 19.2 0.0 8.5 70.9 70.6 90.0: 29.4 10.0
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 : 62: 32 10 1 10 17 43 27:
Old : 62: 32 10 1 10 17 43 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 : 21.8 43.6 36.7 65.7 21.8 43.6 36.7 64.8
Old : 21.8 43.6 36.7 65.7 21.8 43.6 36.7 64.8
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 19, 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 : 44,263: 997 15,885 12 28,419 24,614 29,428 40,511: 14,835 3,752
Old : 44,263: 997 15,885 12 28,419 24,614 29,428 40,511: 14,835 3,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -31: -257 185 0 -28 502 -285 687: 254 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 35.9 0.0 64.2 55.6 66.5 91.5: 33.5 8.5
Old : 100.0: 2.3 35.9 0.0 64.2 55.6 66.5 91.5: 33.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 21 1 19 26 22 47:
Old : 59: 2 21 1 19 26 22 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 : 52.2 26.9 59.7 43.7 49.4 25.7 54.9 40.1
Old : 52.2 26.9 59.7 43.7 49.4 25.7 54.9 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, February 19, 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 : 653,261: 87,053 279,008 1,969 553,701 295,914 642,723 576,891: 10,538 76,370
Old : 653,261: 87,053 279,008 1,969 553,701 295,914 642,723 576,891: 10,538 76,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 8,800: 11,838 7,932 -273 9,444 2,136 21,009 9,795: -12,209 -995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 42.7 0.3 84.8 45.3 98.4 88.3: 1.6 11.7
Old : 100.0: 13.3 42.7 0.3 84.8 45.3 98.4 88.3: 1.6 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 : 274: 31 128 12 61 83 100 215:
Old : 274: 31 128 12 61 83 100 215:
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 : 57.4 17.4 73.4 25.0 54.3 16.4 70.3 23.1
Old : 57.4 17.4 73.4 25.0 54.3 16.4 70.3 23.1
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, February 19, 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 : 79,632: 11,461 32,980 718 56,141 37,113 68,320 70,811: 11,312 8,821
Old : 79,632: 11,461 32,980 718 56,141 37,113 68,320 70,811: 11,312 8,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -4,229: -813 -791 -2 -889 -1,686 -1,704 -2,479: -2,525 -1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 41.4 0.9 70.5 46.6 85.8 88.9: 14.2 11.1
Old : 100.0: 14.4 41.4 0.9 70.5 46.6 85.8 88.9: 14.2 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 : 79: 18 20 2 18 26 37 47:
Old : 79: 18 20 2 18 26 37 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 : 50.2 38.5 67.6 51.7 50.2 37.4 66.8 49.4
Old : 50.2 38.5 67.6 51.7 50.2 37.4 66.8 49.4
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 19, 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 : 85,269: 15,095 7,620 255 33,889 64,585 49,239 72,460: 36,030 12,809
Old : 85,269: 15,095 7,620 255 33,889 64,585 49,239 72,460: 36,030 12,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 1,006: -2,105 241 200 -1,090 -283 -2,995 158: 4,001 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.9 0.3 39.7 75.7 57.7 85.0: 42.3 15.0
Old : 100.0: 17.7 8.9 0.3 39.7 75.7 57.7 85.0: 42.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 14 7 1 20 18 34 26:
Old : 55: 14 7 1 20 18 34 26:
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 : 27.3 50.8 37.4 69.4 22.2 50.8 32.2 66.6
Old : 27.3 50.8 37.4 69.4 22.2 50.8 32.2 66.6
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 19, 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 : 21,092: 5,569 410 0 13,899 20,292 19,468 20,702: 1,624 390
Old : 21,092: 5,569 410 0 13,899 20,292 19,468 20,702: 1,624 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -1,093: -454 128 -5 -244 -538 -703 -415: -390 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 1.9 0.0 65.9 96.2 92.3 98.2: 7.7 1.8
Old : 100.0: 26.4 1.9 0.0 65.9 96.2 92.3 98.2: 7.7 1.8
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 : 22: 10 2 0 6 6 16 8:
Old : 22: 10 2 0 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 : 69.5 95.2 84.5 98.2 68.7 95.2 83.7 96.7
Old : 69.5 95.2 84.5 98.2 68.7 95.2 83.7 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, February 19, 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 : 29,528: 6,887 4,269 2,254 14,833 10,950 23,974 17,473: 5,554 12,055
Old : 29,528: 6,887 4,269 2,254 14,833 10,950 23,974 17,473: 5,554 12,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -39: 6 54 0 229 -44 235 10: -274 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.5 7.6 50.2 37.1 81.2 59.2: 18.8 40.8
Old : 100.0: 23.3 14.5 7.6 50.2 37.1 81.2 59.2: 18.8 40.8
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 : 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 : 37.6 24.2 57.9 40.6 33.9 21.9 49.8 34.9
Old : 37.6 24.2 57.9 40.6 33.9 21.9 49.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2008