MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 11, 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 : 29,498: 3,774 1,437 1,043 19,807 19,564 24,624 22,044: 4,874 7,454
Old : 29,498: 3,774 1,437 1,043 19,807 19,564 24,624 22,044: 4,874 7,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 736: 522 -226 136 296 868 954 778: -218 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.9 3.5 67.1 66.3 83.5 74.7: 16.5 25.3
Old : 100.0: 12.8 4.9 3.5 67.1 66.3 83.5 74.7: 16.5 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 21 7 10 22 24 44 40:
Old : 62: 21 7 10 22 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 : 39.3 35.5 54.0 51.2 37.2 30.0 50.7 45.2
Old : 39.3 35.5 54.0 51.2 37.2 30.0 50.7 45.2
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, March 11, 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 : 217,439: 53,447 51,920 31,096 111,180 102,886 195,723 185,902: 21,716 31,537
Old : 186,398: 37,506 55,441 27,191 105,636 75,943 170,333 158,575: 16,065 27,823
Other: 31,041: 19,786 324 60 5,544 26,943 25,390 27,327: 5,651 3,714
: : :
: : Changes in Commitments from: March 4, 2008 :
: -4,791: 4,957 -5,897 -6,301 -1,948 6,918 -3,292 -5,280: -1,499 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 23.9 14.3 51.1 47.3 90.0 85.5: 10.0 14.5
Old : 100.0: 20.1 29.7 14.6 56.7 40.7 91.4 85.1: 8.6 14.9
Other: 100.0: 63.7 1.0 0.2 17.9 86.8 81.8 88.0: 18.2 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 74 94 84 32 45 161 180:
Old : 237: 60 105 81 32 44 153 179:
Other: 89: 42 8 3 10 31 53 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 22.8 42.8 34.0 26.7 19.6 40.8 28.5
Old : 29.8 20.5 44.7 30.9 29.4 17.9 43.2 28.0
Other: 50.2 52.9 65.1 69.0 44.0 42.6 56.7 58.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 11, 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 : 276,911: 77,694 57,010 46,703 130,695 116,958 255,092 220,671: 21,819 56,240
Old : 276,911: 77,694 57,010 46,703 130,695 116,958 255,092 220,671: 21,819 56,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -6,227: 1,213 -2,471 -5,900 -2,868 -328 -7,555 -8,699: 1,328 2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.6 16.9 47.2 42.2 92.1 79.7: 7.9 20.3
Old : 100.0: 28.1 20.6 16.9 47.2 42.2 92.1 79.7: 7.9 20.3
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 : 346: 84 95 79 72 139 198 282:
Old : 346: 84 95 79 72 139 198 282:
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 : 24.6 14.0 39.1 21.6 24.6 13.9 39.0 19.5
Old : 24.6 14.0 39.1 21.6 24.6 13.9 39.0 19.5
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, March 11, 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 : 13,094: 5,472 4,727 1,350 4,360 4,640 11,182 10,717: 1,912 2,377
Old : 13,094: 5,472 4,727 1,350 4,360 4,640 11,182 10,717: 1,912 2,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -595: 35 204 86 94 -386 215 -96: -810 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 36.1 10.3 33.3 35.4 85.4 81.8: 14.6 18.2
Old : 100.0: 41.8 36.1 10.3 33.3 35.4 85.4 81.8: 14.6 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 : 101: 27 32 11 19 33 53 72:
Old : 101: 27 32 11 19 33 53 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 22.8 57.0 39.2 33.8 22.8 57.0 36.6
Old : 33.8 22.8 57.0 39.2 33.8 22.8 57.0 36.6
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, March 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 38,415: 19,838 10,755 3,181 10,322 9,129 33,341 23,065: 5,074 15,350
Old : 38,415: 19,838 10,755 3,181 10,322 9,129 33,341 23,065: 5,074 15,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -731: 112 1,294 -662 -21 -791 -571 -159: -160 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 28.0 8.3 26.9 23.8 86.8 60.0: 13.2 40.0
Old : 100.0: 51.6 28.0 8.3 26.9 23.8 86.8 60.0: 13.2 40.0
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 : 150: 33 46 31 32 48 83 114:
Old : 150: 33 46 31 32 48 83 114:
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 8.6 41.4 16.3 24.6 8.1 39.1 14.9
Old : 25.3 8.6 41.4 16.3 24.6 8.1 39.1 14.9
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, March 11, 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 : 117,606: 50,353 21,422 2,427 31,350 76,213 84,130 100,062: 33,476 17,544
Old : 117,606: 50,353 21,422 2,427 31,350 76,213 84,130 100,062: 33,476 17,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -380: -9,752 -2,277 411 8,923 855 -418 -1,011: 38 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 18.2 2.1 26.7 64.8 71.5 85.1: 28.5 14.9
Old : 100.0: 42.8 18.2 2.1 26.7 64.8 71.5 85.1: 28.5 14.9
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 : 83: 29 15 8 24 27 59 45:
Old : 83: 29 15 8 24 27 59 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 33.1 30.6 51.2 17.5 31.4 29.2 46.9
Old : 18.0 33.1 30.6 51.2 17.5 31.4 29.2 46.9
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, March 11, 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 : 90,384: 25,646 29,894 900 39,069 49,752 65,615 80,546: 24,769 9,838
Old : 90,384: 25,646 29,894 900 39,069 49,752 65,615 80,546: 24,769 9,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 8,810: 999 5,414 780 9,057 2,442 10,836 8,636: -2,026 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 33.1 1.0 43.2 55.0 72.6 89.1: 27.4 10.9
Old : 100.0: 28.4 33.1 1.0 43.2 55.0 72.6 89.1: 27.4 10.9
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 : 55: 20 15 2 11 16 33 31:
Old : 55: 20 15 2 11 16 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 40.5 52.3 55.8 36.2 39.4 46.6 54.0
Old : 41.1 40.5 52.3 55.8 36.2 39.4 46.6 54.0
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, March 11, 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 : 126,567: 79,981 6,247 416 38,552 118,024 118,949 124,687: 7,618 1,880
Old : 126,567: 79,981 6,247 416 38,552 118,024 118,949 124,687: 7,618 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -43,943: -40,860 -1,711 -846 -3,227 -41,094 -44,933 -43,651: 990 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 4.9 0.3 30.5 93.3 94.0 98.5: 6.0 1.5
Old : 100.0: 63.2 4.9 0.3 30.5 93.3 94.0 98.5: 6.0 1.5
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 : 82: 43 16 4 12 19 56 38:
Old : 82: 43 16 4 12 19 56 38:
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 : 37.8 77.1 59.8 88.6 36.1 75.6 57.7 82.4
Old : 37.8 77.1 59.8 88.6 36.1 75.6 57.7 82.4
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, March 11, 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 : 109,031: 45,149 23,920 262 46,685 61,934 92,096 86,116: 16,935 22,915
Old : 109,031: 45,149 23,920 262 46,685 61,934 92,096 86,116: 16,935 22,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 8,964: 7,136 1,621 105 6,010 7,946 13,251 9,672: -4,287 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 21.9 0.2 42.8 56.8 84.5 79.0: 15.5 21.0
Old : 100.0: 41.4 21.9 0.2 42.8 56.8 84.5 79.0: 15.5 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 23 4 22 22 42 47:
Old : 70: 18 23 4 22 22 42 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 : 33.6 43.4 49.1 52.9 32.1 34.5 45.0 42.8
Old : 33.6 43.4 49.1 52.9 32.1 34.5 45.0 42.8
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, March 11, 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 : 234,069: 86,383 36,230 2,080 108,059 178,301 196,522 216,611: 37,547 17,458
Old : 234,069: 86,383 36,230 2,080 108,059 178,301 196,522 216,611: 37,547 17,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -20,790: -8,271 -2,139 673 -8,296 -15,858 -15,894 -17,324: -4,896 -3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 15.5 0.9 46.2 76.2 84.0 92.5: 16.0 7.5
Old : 100.0: 36.9 15.5 0.9 46.2 76.2 84.0 92.5: 16.0 7.5
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 : 108: 38 26 9 30 26 73 56:
Old : 108: 38 26 9 30 26 73 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 50.2 46.6 63.6 31.6 48.5 44.5 58.6
Old : 32.5 50.2 46.6 63.6 31.6 48.5 44.5 58.6
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, March 11, 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 : 245,172: 81,646 52,547 2,245 118,602 151,616 202,493 206,408: 42,679 38,764
Old : 245,172: 81,646 52,547 2,245 118,602 151,616 202,493 206,408: 42,679 38,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 18,892: 8,408 11,319 -347 18,850 10,552 26,911 21,524: -8,019 -2,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 21.4 0.9 48.4 61.8 82.6 84.2: 17.4 15.8
Old : 100.0: 33.3 21.4 0.9 48.4 61.8 82.6 84.2: 17.4 15.8
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 : 127: 39 41 14 31 37 78 84:
Old : 127: 39 41 14 31 37 78 84:
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 : 39.2 32.5 53.7 44.4 30.0 23.4 39.7 32.1
Old : 39.2 32.5 53.7 44.4 30.0 23.4 39.7 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 11, 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 : 25,732: 13,379 983 21 9,553 23,723 22,953 24,727: 2,779 1,005
Old : 25,732: 13,379 983 21 9,553 23,723 22,953 24,727: 2,779 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,191: -1,609 -374 -47 2,907 1,598 1,251 1,177: -60 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 3.8 0.1 37.1 92.2 89.2 96.1: 10.8 3.9
Old : 100.0: 52.0 3.8 0.1 37.1 92.2 89.2 96.1: 10.8 3.9
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 : 41: 17 4 2 10 17 27 23:
Old : 41: 17 4 2 10 17 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 65.1 67.7 84.0 51.3 62.4 65.2 73.8
Old : 51.9 65.1 67.7 84.0 51.3 62.4 65.2 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 11, 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 :11,133,037: 2,478,495 804,457 1,151,072 6,184,152 8,074,984 9,813,719 10,030,513: 1,319,318 1,102,524
Old :11,133,037: 2,478,495 804,457 1,151,072 6,184,152 8,074,984 9,813,719 10,030,513: 1,319,318 1,102,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -188,379: -55,843 92,720 -111,682 -89,895 -151,609 -257,420 -170,571: 69,041 -17,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 7.2 10.3 55.5 72.5 88.1 90.1: 11.9 9.9
Old : 100.0: 22.3 7.2 10.3 55.5 72.5 88.1 90.1: 11.9 9.9
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 : 272: 78 38 91 131 128 254 228:
Old : 272: 78 38 91 131 128 254 228:
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 : 20.3 23.1 29.2 35.8 19.1 17.7 26.4 28.1
Old : 20.3 23.1 29.2 35.8 19.1 17.7 26.4 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 11, 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 : 603,576: 68,086 87,148 14,247 390,957 398,740 473,290 500,135: 130,286 103,441
Old : 603,576: 68,086 87,148 14,247 390,957 398,740 473,290 500,135: 130,286 103,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 7,315: -12,553 4,867 4,751 7,631 5,108 -171 14,726: 7,486 -7,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.4 2.4 64.8 66.1 78.4 82.9: 21.6 17.1
Old : 100.0: 11.3 14.4 2.4 64.8 66.1 78.4 82.9: 21.6 17.1
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 : 200: 40 53 30 80 59 139 123:
Old : 200: 40 53 30 80 59 139 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 25.6 29.2 37.6 19.4 24.4 27.3 36.0
Old : 20.0 25.6 29.2 37.6 19.4 24.4 27.3 36.0
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, March 11, 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 : 2,494,075: 407,935 686,814 60,449 1,700,915 1,516,273 2,169,299 2,263,536: 324,776 230,539
Old : 2,494,075: 407,935 686,814 60,449 1,700,915 1,516,273 2,169,299 2,263,536: 324,776 230,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 91,766: -21,202 22,792 23,683 104,363 42,683 106,844 89,158: -15,078 2,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.5 2.4 68.2 60.8 87.0 90.8: 13.0 9.2
Old : 100.0: 16.4 27.5 2.4 68.2 60.8 87.0 90.8: 13.0 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 : 385: 83 141 47 108 109 219 269:
Old : 385: 83 141 47 108 109 219 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 15.7 31.9 25.0 14.6 11.6 23.7 20.4
Old : 21.5 15.7 31.9 25.0 14.6 11.6 23.7 20.4
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, March 11, 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 : 115,829: 13,105 43,314 0 90,638 68,455 103,743 111,769: 12,086 4,060
Old : 115,829: 13,105 43,314 0 90,638 68,455 103,743 111,769: 12,086 4,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 5,109: 1,055 3,218 0 4,510 2,175 5,565 5,393: -456 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 37.4 0.0 78.3 59.1 89.6 96.5: 10.4 3.5
Old : 100.0: 11.3 37.4 0.0 78.3 59.1 89.6 96.5: 10.4 3.5
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 : 89: 9 19 0 45 34 54 53:
Old : 89: 9 19 0 45 34 54 53:
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 34.4 44.2 58.1 26.1 34.4 43.7 57.5
Old : 26.1 34.4 44.2 58.1 26.1 34.4 43.7 57.5
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, March 11, 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 : 61,505: 14,413 15,467 0 37,470 38,854 51,883 54,321: 9,622 7,184
Old : 61,505: 14,413 15,467 0 37,470 38,854 51,883 54,321: 9,622 7,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,452: -367 127 0 684 -75 317 52: 1,135 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 25.1 0.0 60.9 63.2 84.4 88.3: 15.6 11.7
Old : 100.0: 23.4 25.1 0.0 60.9 63.2 84.4 88.3: 15.6 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 : 57: 10 15 0 22 20 32 35:
Old : 57: 10 15 0 22 20 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 43.6 60.2 64.2 49.7 39.6 59.5 58.3
Old : 49.7 43.6 60.2 64.2 49.7 39.6 59.5 58.3
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, March 11, 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 : 441,298: 120,915 176,245 10,857 277,032 207,659 408,804 394,761: 32,494 46,537
Old : 441,298: 120,915 176,245 10,857 277,032 207,659 408,804 394,761: 32,494 46,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -10,406: 10,938 -22,220 -3,433 -27,197 4,679 -19,692 -20,974: 9,286 10,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 39.9 2.5 62.8 47.1 92.6 89.5: 7.4 10.5
Old : 100.0: 27.4 39.9 2.5 62.8 47.1 92.6 89.5: 7.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 60 84 19 53 55 125 146:
Old : 238: 60 84 19 53 55 125 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 21.4 47.6 34.3 26.1 21.1 42.9 33.5
Old : 29.8 21.4 47.6 34.3 26.1 21.1 42.9 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 11, 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 : 93,044: 47,880 16,188 123 17,602 67,479 65,605 83,790: 27,439 9,254
Old : 93,044: 47,880 16,188 123 17,602 67,479 65,605 83,790: 27,439 9,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 2,270: -7,928 -2,234 91 11,475 4,569 3,638 2,426: -1,368 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 17.4 0.1 18.9 72.5 70.5 90.1: 29.5 9.9
Old : 100.0: 51.5 17.4 0.1 18.9 72.5 70.5 90.1: 29.5 9.9
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 : 57: 26 11 2 13 19 40 31:
Old : 57: 26 11 2 13 19 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 42.0 34.9 64.1 21.5 38.7 31.1 59.3
Old : 22.4 42.0 34.9 64.1 21.5 38.7 31.1 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, March 11, 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 : 49,408: 997 18,578 298 31,198 27,018 32,493 45,894: 16,915 3,514
Old : 49,408: 997 18,578 298 31,198 27,018 32,493 45,894: 16,915 3,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 2,271: -1 1,634 61 779 685 839 2,380: 1,432 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 37.6 0.6 63.1 54.7 65.8 92.9: 34.2 7.1
Old : 100.0: 2.0 37.6 0.6 63.1 54.7 65.8 92.9: 34.2 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 : 67: 2 26 4 19 30 24 57:
Old : 67: 2 26 4 19 30 24 57:
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 : 47.7 24.0 60.1 37.7 44.5 23.0 54.4 36.7
Old : 47.7 24.0 60.1 37.7 44.5 23.0 54.4 36.7
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, March 11, 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 : 733,579: 71,719 308,948 4,119 643,136 333,903 718,974 646,970: 14,605 86,609
Old : 733,579: 71,719 308,948 4,119 643,136 333,903 718,974 646,970: 14,605 86,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 37,030: -14,764 2,104 447 50,083 29,345 35,766 31,896: 1,264 5,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 42.1 0.6 87.7 45.5 98.0 88.2: 2.0 11.8
Old : 100.0: 9.8 42.1 0.6 87.7 45.5 98.0 88.2: 2.0 11.8
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 : 294: 39 135 19 66 82 116 226:
Old : 294: 39 135 19 66 82 116 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 19.3 75.3 27.7 53.0 17.7 69.2 24.4
Old : 58.7 19.3 75.3 27.7 53.0 17.7 69.2 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 11, 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 : 102,395: 12,981 37,175 8,166 68,141 47,733 89,288 93,074: 13,107 9,321
Old : 102,395: 12,981 37,175 8,166 68,141 47,733 89,288 93,074: 13,107 9,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 18,905: 315 2,254 6,696 8,919 7,724 15,930 16,674: 2,975 2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 36.3 8.0 66.5 46.6 87.2 90.9: 12.8 9.1
Old : 100.0: 12.7 36.3 8.0 66.5 46.6 87.2 90.9: 12.8 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 : 82: 21 20 10 20 29 47 55:
Old : 82: 21 20 10 20 29 47 55:
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 : 42.8 32.1 60.5 46.0 39.5 30.5 54.5 42.6
Old : 42.8 32.1 60.5 46.0 39.5 30.5 54.5 42.6
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, March 11, 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 : 93,078: 15,346 7,613 2,205 37,924 67,457 55,475 77,275: 37,603 15,803
Old : 93,078: 15,346 7,613 2,205 37,924 67,457 55,475 77,275: 37,603 15,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 6,478: -55 -500 1,375 3,180 2,019 4,500 2,894: 1,978 3,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 8.2 2.4 40.7 72.5 59.6 83.0: 40.4 17.0
Old : 100.0: 16.5 8.2 2.4 40.7 72.5 59.6 83.0: 40.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 16 5 4 24 22 40 31:
Old : 58: 16 5 4 24 22 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 45.4 40.5 63.4 22.3 45.4 34.3 60.5
Old : 28.6 45.4 40.5 63.4 22.3 45.4 34.3 60.5
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, March 11, 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 : 15,543: 1,974 9,776 318 11,443 4,143 13,735 14,237: 1,808 1,306
Old : 15,543: 1,974 9,776 318 11,443 4,143 13,735 14,237: 1,808 1,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 188: -176 893 181 1,250 155 1,255 1,229: -1,067 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 62.9 2.0 73.6 26.7 88.4 91.6: 11.6 8.4
Old : 100.0: 12.7 62.9 2.0 73.6 26.7 88.4 91.6: 11.6 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 7 1 8 6 14 13:
Old : 24: 5 7 1 8 6 14 13:
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 : 66.3 62.4 77.5 83.5 58.8 61.8 70.1 77.1
Old : 66.3 62.4 77.5 83.5 58.8 61.8 70.1 77.1
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, March 11, 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 : 19,444: 6,348 139 0 10,671 18,202 17,019 18,341: 2,425 1,103
Old : 19,444: 6,348 139 0 10,671 18,202 17,019 18,341: 2,425 1,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -321: 103 0 -33 -981 -802 -911 -835: 590 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 0.7 0.0 54.9 93.6 87.5 94.3: 12.5 5.7
Old : 100.0: 32.6 0.7 0.0 54.9 93.6 87.5 94.3: 12.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.7 92.6 76.4 94.3 63.7 92.5 75.4 93.2
Old : 64.7 92.6 76.4 94.3 63.7 92.5 75.4 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, March 11, 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 : 32,334: 4,092 5,797 1,907 20,756 11,607 26,755 19,311: 5,579 13,023
Old : 32,334: 4,092 5,797 1,907 20,756 11,607 26,755 19,311: 5,579 13,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -1,295: -4,259 174 255 3,792 476 -212 905: -1,083 -2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 17.9 5.9 64.2 35.9 82.7 59.7: 17.3 40.3
Old : 100.0: 12.7 17.9 5.9 64.2 35.9 82.7 59.7: 17.3 40.3
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 : 39: 7 7 4 18 18 26 28:
Old : 39: 7 7 4 18 18 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 : 40.3 24.3 59.2 40.3 39.4 20.2 54.0 32.8
Old : 40.3 24.3 59.2 40.3 39.4 20.2 54.0 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 14, 2008