MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,625: 2,694 1,691 1,047 22,109 20,261 25,850 22,999: 5,775 8,626
Old : 31,625: 2,694 1,691 1,047 22,109 20,261 25,850 22,999: 5,775 8,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 667: -617 -65 -83 1,350 911 650 763: 17 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.3 3.3 69.9 64.1 81.7 72.7: 18.3 27.3
Old : 100.0: 8.5 5.3 3.3 69.9 64.1 81.7 72.7: 18.3 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 18 8 10 24 24 44 40:
Old : 61: 18 8 10 24 24 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 34.7 54.8 49.7 37.6 28.5 51.6 43.3
Old : 39.8 34.7 54.8 49.7 37.6 28.5 51.6 43.3
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 26, 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 : 224,645: 48,226 57,070 42,930 111,016 94,185 202,172 194,185: 22,473 30,460
Old : 198,148: 39,199 64,732 34,622 106,452 71,073 180,273 170,427: 17,875 27,721
Other: 26,497: 17,278 589 57 4,564 23,112 21,899 23,758: 4,598 2,739
: : :
: : Changes in Commitments from: February 19, 2008 :
: 728: -3,256 1,134 581 3,048 -738 373 977: 355 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 25.4 19.1 49.4 41.9 90.0 86.4: 10.0 13.6
Old : 100.0: 19.8 32.7 17.5 53.7 35.9 91.0 86.0: 9.0 14.0
Other: 100.0: 65.2 2.2 0.2 17.2 87.2 82.6 89.7: 17.4 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 70 84 87 31 47 160 185:
Old : 243: 63 93 84 31 46 156 184:
Other: 84: 34 10 4 10 32 46 44:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 20.8 42.6 31.9 26.4 16.8 39.4 25.6
Old : 28.3 17.8 43.2 28.3 28.3 17.2 41.2 26.9
Other: 60.6 54.2 71.4 69.3 53.5 42.3 61.4 57.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 26, 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 : 278,145: 74,847 56,539 50,532 129,302 116,804 254,681 223,875: 23,464 54,270
Old : 278,145: 74,847 56,539 50,532 129,302 116,804 254,681 223,875: 23,464 54,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 8,446: 5,758 526 2,359 -2,612 4,267 5,505 7,152: 2,941 1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 20.3 18.2 46.5 42.0 91.6 80.5: 8.4 19.5
Old : 100.0: 26.9 20.3 18.2 46.5 42.0 91.6 80.5: 8.4 19.5
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 : 348: 81 93 79 66 147 197 280:
Old : 348: 81 93 79 66 147 197 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 13.9 39.8 21.8 24.9 12.7 38.6 17.8
Old : 24.9 13.9 39.8 21.8 24.9 12.7 38.6 17.8
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 26, 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 : 13,011: 5,261 4,558 1,278 4,098 4,612 10,637 10,448: 2,374 2,563
Old : 13,011: 5,261 4,558 1,278 4,098 4,612 10,637 10,448: 2,374 2,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -365: 127 -92 -553 266 149 -160 -496: -205 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 35.0 9.8 31.5 35.4 81.8 80.3: 18.2 19.7
Old : 100.0: 40.4 35.0 9.8 31.5 35.4 81.8 80.3: 18.2 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 : 99: 31 29 15 17 30 58 68:
Old : 99: 31 29 15 17 30 58 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 22.6 49.8 38.7 29.2 22.5 49.8 36.1
Old : 29.2 22.6 49.8 38.7 29.2 22.5 49.8 36.1
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 26, 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 : 39,767: 19,914 8,351 5,193 9,784 9,532 34,891 23,076: 4,876 16,691
Old : 39,767: 19,914 8,351 5,193 9,784 9,532 34,891 23,076: 4,876 16,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -867: -1,201 58 -211 77 -609 -1,335 -762: 468 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 21.0 13.1 24.6 24.0 87.7 58.0: 12.3 42.0
Old : 100.0: 50.1 21.0 13.1 24.6 24.0 87.7 58.0: 12.3 42.0
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 : 156: 35 40 35 32 53 94 110:
Old : 156: 35 40 35 32 53 94 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 9.9 41.4 17.0 24.8 8.2 38.1 13.8
Old : 26.1 9.9 41.4 17.0 24.8 8.2 38.1 13.8
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 26, 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 : 110,073: 50,323 24,139 1,865 26,233 67,921 78,421 93,925: 31,652 16,148
Old : 110,073: 50,323 24,139 1,865 26,233 67,921 78,421 93,925: 31,652 16,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 14,459: 16,936 2,699 652 -2,329 14,613 15,259 17,964: -800 -3,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 21.9 1.7 23.8 61.7 71.2 85.3: 28.8 14.7
Old : 100.0: 45.7 21.9 1.7 23.8 61.7 71.2 85.3: 28.8 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 : 85: 32 17 4 20 25 56 42:
Old : 85: 32 17 4 20 25 56 42:
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 : 19.7 41.3 31.8 58.0 19.7 39.7 31.8 56.4
Old : 19.7 41.3 31.8 58.0 19.7 39.7 31.8 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, February 26, 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 : 78,947: 32,085 23,313 100 23,607 46,168 55,792 69,581: 23,155 9,366
Old : 78,947: 32,085 23,313 100 23,607 46,168 55,792 69,581: 23,155 9,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 10,447: 8,106 321 89 226 9,885 8,421 10,295: 2,026 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 29.5 0.1 29.9 58.5 70.7 88.1: 29.3 11.9
Old : 100.0: 40.6 29.5 0.1 29.9 58.5 70.7 88.1: 29.3 11.9
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 : 60: 25 15 1 11 15 37 30:
Old : 60: 25 15 1 11 15 37 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 : 35.2 42.4 48.2 58.8 34.3 41.2 46.9 57.6
Old : 35.2 42.4 48.2 58.8 34.3 41.2 46.9 57.6
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 26, 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 : 177,319: 131,665 6,331 517 37,314 168,560 169,496 175,408: 7,823 1,911
Old : 177,319: 131,665 6,331 517 37,314 168,560 169,496 175,408: 7,823 1,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 10,892: 8,066 -761 -187 1,940 11,854 9,819 10,906: 1,073 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 3.6 0.3 21.0 95.1 95.6 98.9: 4.4 1.1
Old : 100.0: 74.3 3.6 0.3 21.0 95.1 95.6 98.9: 4.4 1.1
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 : 111: 68 17 3 12 21 81 40:
Old : 111: 68 17 3 12 21 81 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 : 40.6 78.2 62.4 88.2 40.2 68.4 53.2 76.4
Old : 40.6 78.2 62.4 88.2 40.2 68.4 53.2 76.4
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 26, 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 : 95,018: 30,642 27,005 995 44,831 42,481 76,468 70,481: 18,550 24,537
Old : 95,018: 30,642 27,005 995 44,831 42,481 76,468 70,481: 18,550 24,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 345: 5,036 -10,758 -727 -4,224 14,246 85 2,761: 260 -2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 28.4 1.0 47.2 44.7 80.5 74.2: 19.5 25.8
Old : 100.0: 32.2 28.4 1.0 47.2 44.7 80.5 74.2: 19.5 25.8
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 : 71: 19 23 4 22 19 43 44:
Old : 71: 19 23 4 22 19 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 32.8 49.7 45.7 35.3 26.1 44.4 37.6
Old : 38.3 32.8 49.7 45.7 35.3 26.1 44.4 37.6
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 26, 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 : 235,856: 70,188 35,899 1,372 129,969 177,118 201,529 214,389: 34,327 21,467
Old : 235,856: 70,188 35,899 1,372 129,969 177,118 201,529 214,389: 34,327 21,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -1,367: -10,617 5,538 -171 12,589 -7,547 1,801 -2,180: -3,168 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 15.2 0.6 55.1 75.1 85.4 90.9: 14.6 9.1
Old : 100.0: 29.8 15.2 0.6 55.1 75.1 85.4 90.9: 14.6 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 : 116: 40 30 10 28 28 74 62:
Old : 116: 40 30 10 28 28 74 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 50.7 49.7 63.8 30.2 45.0 43.5 54.5
Old : 35.4 50.7 49.7 63.8 30.2 45.0 43.5 54.5
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 26, 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 : 217,521: 75,598 43,820 1,847 88,983 128,844 166,428 174,511: 51,093 43,010
Old : 217,521: 75,598 43,820 1,847 88,983 128,844 166,428 174,511: 51,093 43,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 8,378: 14,672 -2,376 654 -12,393 8,467 2,933 6,745: 5,445 1,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 20.1 0.8 40.9 59.2 76.5 80.2: 23.5 19.8
Old : 100.0: 34.8 20.1 0.8 40.9 59.2 76.5 80.2: 23.5 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 : 137: 49 41 8 29 34 83 78:
Old : 137: 49 41 8 29 34 83 78:
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 : 36.5 33.1 47.8 44.9 34.6 31.2 43.2 40.9
Old : 36.5 33.1 47.8 44.9 34.6 31.2 43.2 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, February 26, 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 : 25,565: 16,954 1,421 68 5,250 22,976 22,272 24,465: 3,293 1,100
Old : 25,565: 16,954 1,421 68 5,250 22,976 22,272 24,465: 3,293 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 902: 219 -187 0 454 1,143 673 956: 229 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 5.6 0.3 20.5 89.9 87.1 95.7: 12.9 4.3
Old : 100.0: 66.3 5.6 0.3 20.5 89.9 87.1 95.7: 12.9 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 : 42: 18 6 1 8 14 27 20:
Old : 42: 18 6 1 8 14 27 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 : 50.0 63.9 69.1 83.4 50.0 63.1 69.1 82.5
Old : 50.0 63.9 69.1 83.4 50.0 63.1 69.1 82.5
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 26, 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 :10,939,675: 2,408,419 695,403 1,177,007 6,192,930 7,813,261 9,778,356 9,685,671: 1,161,319 1,254,004
Old :10,939,675: 2,408,419 695,403 1,177,007 6,192,930 7,813,261 9,778,356 9,685,671: 1,161,319 1,254,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -144,719: 36,285 138,350 -56,204 -120,521 -254,216 -140,440 -172,070: -4,279 27,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 6.4 10.8 56.6 71.4 89.4 88.5: 10.6 11.5
Old : 100.0: 22.0 6.4 10.8 56.6 71.4 89.4 88.5: 10.6 11.5
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 : 262: 66 36 93 132 129 247 228:
Old : 262: 66 36 93 132 129 247 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 22.7 31.1 35.7 21.6 18.5 28.4 28.6
Old : 22.3 22.7 31.1 35.7 21.6 18.5 28.4 28.6
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 26, 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 : 607,356: 79,171 87,637 9,975 399,228 391,187 488,374 488,799: 118,982 118,557
Old : 607,356: 79,171 87,637 9,975 399,228 391,187 488,374 488,799: 118,982 118,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 3,898: -2,855 1,603 1,694 1,647 3,047 486 6,344: 3,412 -2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 14.4 1.6 65.7 64.4 80.4 80.5: 19.6 19.5
Old : 100.0: 13.0 14.4 1.6 65.7 64.4 80.4 80.5: 19.6 19.5
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 : 202: 46 49 23 78 56 141 111:
Old : 202: 46 49 23 78 56 141 111:
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 26.6 29.9 38.8 19.5 26.6 27.4 38.3
Old : 21.2 26.6 29.9 38.8 19.5 26.6 27.4 38.3
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 26, 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 : 2,358,196: 450,532 642,564 38,012 1,514,112 1,517,878 2,002,656 2,198,454: 355,540 159,742
Old : 2,358,196: 450,532 642,564 38,012 1,514,112 1,517,878 2,002,656 2,198,454: 355,540 159,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -13,747: 785 -17,456 9,134 -7,810 17,632 2,109 9,310: -15,856 -23,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 27.2 1.6 64.2 64.4 84.9 93.2: 15.1 6.8
Old : 100.0: 19.1 27.2 1.6 64.2 64.4 84.9 93.2: 15.1 6.8
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 : 375: 88 125 48 110 106 229 248:
Old : 375: 88 125 48 110 106 229 248:
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 : 21.3 19.3 31.3 30.1 13.9 14.4 23.4 24.4
Old : 21.3 19.3 31.3 30.1 13.9 14.4 23.4 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, February 26, 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 : 107,982: 12,244 39,249 241 83,201 64,170 95,686 103,660: 12,296 4,322
Old : 107,982: 12,244 39,249 241 83,201 64,170 95,686 103,660: 12,296 4,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 8: 2,884 -173 241 -2,593 288 532 356: -524 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 36.3 0.2 77.1 59.4 88.6 96.0: 11.4 4.0
Old : 100.0: 11.3 36.3 0.2 77.1 59.4 88.6 96.0: 11.4 4.0
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 : 85: 9 18 2 43 27 53 46:
Old : 85: 9 18 2 43 27 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 37.8 45.9 62.0 26.2 37.8 45.2 60.1
Old : 26.2 37.8 45.9 62.0 26.2 37.8 45.2 60.1
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 26, 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 : 55,382: 13,949 12,350 2 33,297 37,479 47,248 49,831: 8,134 5,551
Old : 55,382: 13,949 12,350 2 33,297 37,479 47,248 49,831: 8,134 5,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -483: 171 809 -66 973 -629 1,078 114: -1,561 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 22.3 0.0 60.1 67.7 85.3 90.0: 14.7 10.0
Old : 100.0: 25.2 22.3 0.0 60.1 67.7 85.3 90.0: 14.7 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 : 57: 12 12 1 23 18 36 30:
Old : 57: 12 12 1 23 18 36 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 : 49.2 42.5 60.2 63.5 49.2 40.5 60.0 61.5
Old : 49.2 42.5 60.2 63.5 49.2 40.5 60.0 61.5
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 26, 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 : 414,057: 101,866 177,509 14,543 272,162 192,539 388,571 384,591: 25,486 29,466
Old : 414,057: 101,866 177,509 14,543 272,162 192,539 388,571 384,591: 25,486 29,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -27,226: -4,666 -23,288 703 -18,993 5,956 -22,956 -16,629: -4,270 -10,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 42.9 3.5 65.7 46.5 93.8 92.9: 6.2 7.1
Old : 100.0: 24.6 42.9 3.5 65.7 46.5 93.8 92.9: 6.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 76 81 11 53 53 132 142:
Old : 251: 76 81 11 53 53 132 142:
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 : 31.7 24.2 50.0 37.6 27.8 24.0 45.1 36.3
Old : 31.7 24.2 50.0 37.6 27.8 24.0 45.1 36.3
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 26, 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 : 94,774: 57,201 20,357 70 9,311 65,590 66,582 86,017: 28,192 8,757
Old : 94,774: 57,201 20,357 70 9,311 65,590 66,582 86,017: 28,192 8,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 630: -1,263 2,313 49 1,289 -1,118 75 1,244: 555 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 21.5 0.1 9.8 69.2 70.3 90.8: 29.7 9.2
Old : 100.0: 60.4 21.5 0.1 9.8 69.2 70.3 90.8: 29.7 9.2
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 : 62: 31 11 1 11 16 43 27:
Old : 62: 31 11 1 11 16 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 : 22.8 40.1 36.2 63.8 22.8 40.1 36.2 62.9
Old : 22.8 40.1 36.2 63.8 22.8 40.1 36.2 62.9
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 26, 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 : 45,113: 997 15,347 13 29,521 25,097 30,531 40,457: 14,582 4,656
Old : 45,113: 997 15,347 13 29,521 25,097 30,531 40,457: 14,582 4,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 850: 0 -538 1 1,102 483 1,103 -54: -253 904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 34.0 0.0 65.4 55.6 67.7 89.7: 32.3 10.3
Old : 100.0: 2.2 34.0 0.0 65.4 55.6 67.7 89.7: 32.3 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 : 64: 2 23 2 19 28 23 52:
Old : 64: 2 23 2 19 28 23 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 22.8 61.2 38.3 48.7 21.7 54.8 35.5
Old : 51.6 22.8 61.2 38.3 48.7 21.7 54.8 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, February 26, 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 : 663,437: 91,435 290,856 2,442 558,622 297,094 652,499 590,392: 10,938 73,045
Old : 663,437: 91,435 290,856 2,442 558,622 297,094 652,499 590,392: 10,938 73,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 10,176: 4,382 11,848 473 4,921 1,180 9,776 13,501: 400 -3,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 43.8 0.4 84.2 44.8 98.4 89.0: 1.6 11.0
Old : 100.0: 13.8 43.8 0.4 84.2 44.8 98.4 89.0: 1.6 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 : 282: 39 127 18 62 83 112 217:
Old : 282: 39 127 18 62 83 112 217:
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 : 56.4 17.8 71.9 25.6 54.2 17.8 69.2 24.9
Old : 56.4 17.8 71.9 25.6 54.2 17.8 69.2 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 80,462: 11,980 34,510 1,071 57,099 37,953 70,150 73,534: 10,312 6,928
Old : 80,462: 11,980 34,510 1,071 57,099 37,953 70,150 73,534: 10,312 6,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 830: 519 1,530 353 958 840 1,830 2,723: -1,000 -1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 42.9 1.3 71.0 47.2 87.2 91.4: 12.8 8.6
Old : 100.0: 14.9 42.9 1.3 71.0 47.2 87.2 91.4: 12.8 8.6
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 : 80: 20 19 3 17 26 38 47:
Old : 80: 20 19 3 17 26 38 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 : 49.7 39.2 66.9 53.2 49.7 38.1 66.6 51.2
Old : 49.7 39.2 66.9 53.2 49.7 38.1 66.6 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, February 26, 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 : 85,300: 15,389 9,057 55 34,079 65,442 49,523 74,554: 35,777 10,746
Old : 85,300: 15,389 9,057 55 34,079 65,442 49,523 74,554: 35,777 10,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 31: 294 1,437 -200 190 857 284 2,094: -253 -2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 10.6 0.1 40.0 76.7 58.1 87.4: 41.9 12.6
Old : 100.0: 18.0 10.6 0.1 40.0 76.7 58.1 87.4: 41.9 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 : 60: 15 7 1 23 20 38 28:
Old : 60: 15 7 1 23 20 38 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 : 27.6 53.5 38.1 71.6 22.9 53.5 33.4 69.2
Old : 27.6 53.5 38.1 71.6 22.9 53.5 33.4 69.2
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 26, 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 : 14,636: 2,272 8,224 169 9,493 4,249 11,934 12,642: 2,702 1,994
Old : 14,636: 2,272 8,224 169 9,493 4,249 11,934 12,642: 2,702 1,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 295: -351 345 0 462 66 111 411: 184 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 56.2 1.2 64.9 29.0 81.5 86.4: 18.5 13.6
Old : 100.0: 15.5 56.2 1.2 64.9 29.0 81.5 86.4: 18.5 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 : 21: 5 6 1 6 5 12 11:
Old : 21: 5 6 1 6 5 12 11:
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 : 62.5 65.5 74.4 81.1 55.7 65.5 67.6 75.4
Old : 62.5 65.5 74.4 81.1 55.7 65.5 67.6 75.4
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 26, 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 : 20,656: 5,925 142 0 13,056 19,988 18,981 20,130: 1,675 526
Old : 20,656: 5,925 142 0 13,056 19,988 18,981 20,130: 1,675 526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -436: 356 -268 0 -843 -304 -487 -572: 51 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 0.7 0.0 63.2 96.8 91.9 97.5: 8.1 2.5
Old : 100.0: 28.7 0.7 0.0 63.2 96.8 91.9 97.5: 8.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 1 0 6 5 18 6:
Old : 22: 12 1 0 6 5 18 6:
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 : 66.9 96.2 82.5 97.5 66.1 96.0 81.6 96.0
Old : 66.9 96.2 82.5 97.5 66.1 96.0 81.6 96.0
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 26, 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 : 32,201: 8,242 5,169 1,457 15,906 11,135 25,605 17,761: 6,596 14,440
Old : 32,201: 8,242 5,169 1,457 15,906 11,135 25,605 17,761: 6,596 14,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,673: 1,355 900 -797 1,073 185 1,631 288: 1,042 2,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 16.1 4.5 49.4 34.6 79.5 55.2: 20.5 44.8
Old : 100.0: 25.6 16.1 4.5 49.4 34.6 79.5 55.2: 20.5 44.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 7 4 18 19 27 29:
Old : 40: 8 7 4 18 19 27 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 : 36.3 22.3 56.2 37.3 36.3 19.5 50.9 30.2
Old : 36.3 22.3 56.2 37.3 36.3 19.5 50.9 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 29, 2008