MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 18, 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 : 29,401: 3,646 1,306 738 20,153 19,790 24,537 21,834: 4,864 7,567
Old : 29,401: 3,646 1,306 738 20,153 19,790 24,537 21,834: 4,864 7,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -97: -128 -131 -305 346 226 -87 -210: -10 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.4 2.5 68.5 67.3 83.5 74.3: 16.5 25.7
Old : 100.0: 12.4 4.4 2.5 68.5 67.3 83.5 74.3: 16.5 25.7
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 : 61: 19 6 8 24 24 44 37:
Old : 61: 19 6 8 24 24 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 36.2 54.2 52.9 38.4 31.3 52.7 46.9
Old : 38.7 36.2 54.2 52.9 38.4 31.3 52.7 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 18, 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 : 218,572: 51,373 50,878 32,980 110,994 100,309 195,347 184,167: 23,225 34,405
Old : 186,003: 35,432 55,434 27,513 104,960 72,271 167,905 155,218: 18,098 30,785
Other: 32,569: 21,245 748 163 6,034 28,038 27,442 28,949: 5,127 3,620
: : :
: : Changes in Commitments from: March 11, 2008 :
: 1,133: -2,074 -1,042 1,884 -186 -2,577 -376 -1,735: 1,509 2,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 23.3 15.1 50.8 45.9 89.4 84.3: 10.6 15.7
Old : 100.0: 19.0 29.8 14.8 56.4 38.9 90.3 83.4: 9.7 16.6
Other: 100.0: 65.2 2.3 0.5 18.5 86.1 84.3 88.9: 15.7 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 76 95 86 34 49 163 187:
Old : 239: 66 99 83 33 47 154 185:
Other: 92: 39 13 8 12 32 55 49:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 23.2 42.5 34.4 27.4 19.9 41.0 29.3
Old : 30.1 20.8 43.9 31.3 30.1 18.2 43.7 28.6
Other: 49.0 54.8 65.3 69.5 44.0 44.7 59.0 59.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 18, 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 : 272,674: 83,053 56,586 40,032 128,812 118,721 251,897 215,339: 20,777 57,335
Old : 272,674: 83,053 56,586 40,032 128,812 118,721 251,897 215,339: 20,777 57,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -4,237: 5,359 -424 -6,671 -1,883 1,763 -3,195 -5,332: -1,042 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 20.8 14.7 47.2 43.5 92.4 79.0: 7.6 21.0
Old : 100.0: 30.5 20.8 14.7 47.2 43.5 92.4 79.0: 7.6 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 : 345: 86 92 75 70 139 198 277:
Old : 345: 86 92 75 70 139 198 277:
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 : 24.3 14.3 38.7 22.4 24.3 14.2 38.7 21.1
Old : 24.3 14.3 38.7 22.4 24.3 14.2 38.7 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 18, 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 : 13,225: 5,591 3,738 1,643 4,318 4,509 11,552 9,890: 1,673 3,335
Old : 13,225: 5,591 3,738 1,643 4,318 4,509 11,552 9,890: 1,673 3,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 131: 119 -989 293 -42 -131 370 -827: -239 958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 28.3 12.4 32.7 34.1 87.3 74.8: 12.7 25.2
Old : 100.0: 42.3 28.3 12.4 32.7 34.1 87.3 74.8: 12.7 25.2
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 : 100: 32 27 12 15 34 52 69:
Old : 100: 32 27 12 15 34 52 69:
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 : 33.4 23.4 58.0 37.1 33.4 21.3 57.3 31.7
Old : 33.4 23.4 58.0 37.1 33.4 21.3 57.3 31.7
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 18, 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 : 38,740: 20,583 11,296 3,289 10,079 8,729 33,951 23,314: 4,789 15,426
Old : 38,740: 20,583 11,296 3,289 10,079 8,729 33,951 23,314: 4,789 15,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 325: 745 541 108 -243 -400 610 249: -285 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 29.2 8.5 26.0 22.5 87.6 60.2: 12.4 39.8
Old : 100.0: 53.1 29.2 8.5 26.0 22.5 87.6 60.2: 12.4 39.8
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 : 150: 34 48 28 33 47 84 110:
Old : 150: 34 48 28 33 47 84 110:
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 : 28.3 9.8 44.3 17.7 27.2 8.4 42.3 15.3
Old : 28.3 9.8 44.3 17.7 27.2 8.4 42.3 15.3
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 18, 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 : 127,275: 43,416 22,517 6,663 47,073 78,320 97,152 107,500: 30,123 19,775
Old : 127,275: 43,416 22,517 6,663 47,073 78,320 97,152 107,500: 30,123 19,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 9,669: -6,937 1,095 4,236 15,723 2,107 13,022 7,438: -3,353 2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.7 5.2 37.0 61.5 76.3 84.5: 23.7 15.5
Old : 100.0: 34.1 17.7 5.2 37.0 61.5 76.3 84.5: 23.7 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 32 12 9 25 29 62 46:
Old : 85: 32 12 9 25 29 62 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 : 17.5 35.5 28.8 54.1 12.8 28.0 22.6 42.9
Old : 17.5 35.5 28.8 54.1 12.8 28.0 22.6 42.9
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 18, 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 : 54,366: 24,560 13,336 95 6,985 32,207 31,640 45,638: 22,726 8,728
Old : 54,366: 24,560 13,336 95 6,985 32,207 31,640 45,638: 22,726 8,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -36,018: -1,086 -16,558 -805 -32,084 -17,545 -33,975 -34,908: -2,043 -1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 24.5 0.2 12.8 59.2 58.2 83.9: 41.8 16.1
Old : 100.0: 45.2 24.5 0.2 12.8 59.2 58.2 83.9: 41.8 16.1
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 : 43: 22 8 2 6 8 28 18:
Old : 43: 22 8 2 6 8 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 49.3 38.1 70.8 25.3 48.9 38.0 70.3
Old : 25.3 49.3 38.1 70.8 25.3 48.9 38.0 70.3
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 18, 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 : 104,067: 93,397 4,093 0 5,391 97,623 98,788 101,716: 5,279 2,351
Old : 104,067: 93,397 4,093 0 5,391 97,623 98,788 101,716: 5,279 2,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -22,500: 13,416 -2,154 -416 -33,161 -20,401 -20,161 -22,971: -2,339 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 3.9 0.0 5.2 93.8 94.9 97.7: 5.1 2.3
Old : 100.0: 89.7 3.9 0.0 5.2 93.8 94.9 97.7: 5.1 2.3
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 : 83: 50 11 0 6 18 56 29:
Old : 83: 50 11 0 6 18 56 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 : 50.5 71.2 65.5 85.2 50.5 71.2 65.5 85.2
Old : 50.5 71.2 65.5 85.2 50.5 71.2 65.5 85.2
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 18, 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 : 83,249: 49,963 20,823 0 16,072 44,020 66,035 64,843: 17,214 18,406
Old : 83,249: 49,963 20,823 0 16,072 44,020 66,035 64,843: 17,214 18,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -25,782: 4,814 -3,097 -262 -30,613 -17,914 -26,061 -21,273: 279 -4,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 25.0 0.0 19.3 52.9 79.3 77.9: 20.7 22.1
Old : 100.0: 60.0 25.0 0.0 19.3 52.9 79.3 77.9: 20.7 22.1
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 : 71: 24 19 0 14 22 38 41:
Old : 71: 24 19 0 14 22 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 32.3 45.6 47.3 32.4 32.3 45.4 47.3
Old : 32.6 32.3 45.6 47.3 32.4 32.3 45.4 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 18, 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 : 193,580: 82,300 26,541 1,126 76,317 150,981 159,743 178,648: 33,837 14,932
Old : 193,580: 82,300 26,541 1,126 76,317 150,981 159,743 178,648: 33,837 14,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -40,489: -4,083 -9,689 -954 -31,742 -27,320 -36,779 -37,963: -3,710 -2,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 13.7 0.6 39.4 78.0 82.5 92.3: 17.5 7.7
Old : 100.0: 42.5 13.7 0.6 39.4 78.0 82.5 92.3: 17.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 38 21 6 23 19 64 43:
Old : 95: 38 21 6 23 19 64 43:
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 : 36.7 47.9 49.7 66.3 36.7 47.4 49.7 65.8
Old : 36.7 47.9 49.7 66.3 36.7 47.4 49.7 65.8
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 18, 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 : 162,474: 78,310 51,789 2,071 34,582 65,588 114,963 119,448: 47,511 43,026
Old : 162,474: 78,310 51,789 2,071 34,582 65,588 114,963 119,448: 47,511 43,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -82,698: -3,336 -758 -174 -84,020 -86,028 -87,530 -86,960: 4,832 4,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 31.9 1.3 21.3 40.4 70.8 73.5: 29.2 26.5
Old : 100.0: 48.2 31.9 1.3 21.3 40.4 70.8 73.5: 29.2 26.5
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 : 133: 48 40 8 30 27 82 71:
Old : 133: 48 40 8 30 27 82 71:
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 : 24.7 22.1 34.9 34.2 24.2 22.1 34.3 33.7
Old : 24.7 22.1 34.9 34.2 24.2 22.1 34.3 33.7
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 18, 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 : 17,754: 12,921 2,543 0 2,196 14,288 15,117 16,831: 2,637 923
Old : 17,754: 12,921 2,543 0 2,196 14,288 15,117 16,831: 2,637 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -7,978: -458 1,560 -21 -7,357 -9,435 -7,836 -7,896: -142 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 14.3 0.0 12.4 80.5 85.1 94.8: 14.9 5.2
Old : 100.0: 72.8 14.3 0.0 12.4 80.5 85.1 94.8: 14.9 5.2
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 : 30: 14 2 0 5 11 19 13:
Old : 30: 14 2 0 5 11 19 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 : 53.2 71.1 71.8 87.7 53.2 71.1 70.2 87.7
Old : 53.2 71.1 71.8 87.7 53.2 71.1 70.2 87.7
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 18, 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 : 9,885,641: 2,201,431 534,781 1,048,197 5,483,765 7,227,675 8,733,393 8,810,653: 1,152,248 1,074,988
Old : 9,885,641: 2,201,431 534,781 1,048,197 5,483,765 7,227,675 8,733,393 8,810,653: 1,152,248 1,074,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
:-1,247,396: -277,064 -269,676 -102,875 -700,387 -847,309 -1,080,326 -1,219,860: -167,070 -27,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 5.4 10.6 55.5 73.1 88.3 89.1: 11.7 10.9
Old : 100.0: 22.3 5.4 10.6 55.5 73.1 88.3 89.1: 11.7 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 : 252: 70 29 91 126 122 237 220:
Old : 252: 70 29 91 126 122 237 220:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 24.4 28.7 37.5 19.6 19.8 25.7 30.4
Old : 20.9 24.4 28.7 37.5 19.6 19.8 25.7 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 18, 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 : 725,127: 71,730 87,990 32,682 444,392 460,849 548,804 581,521: 176,323 143,606
Old : 725,127: 71,730 87,990 32,682 444,392 460,849 548,804 581,521: 176,323 143,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 121,551: 3,644 842 18,435 53,435 62,109 75,514 81,386: 46,037 40,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.1 4.5 61.3 63.6 75.7 80.2: 24.3 19.8
Old : 100.0: 9.9 12.1 4.5 61.3 63.6 75.7 80.2: 24.3 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 : 206: 49 49 44 85 65 156 136:
Old : 206: 49 49 44 85 65 156 136:
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 : 16.6 23.8 24.8 34.9 16.4 20.8 23.4 30.7
Old : 16.6 23.8 24.8 34.9 16.4 20.8 23.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 18, 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 : 3,089,662: 469,012 686,798 150,822 1,958,096 1,783,639 2,577,930 2,621,259: 511,732 468,403
Old : 3,089,662: 469,012 686,798 150,822 1,958,096 1,783,639 2,577,930 2,621,259: 511,732 468,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 595,587: 61,077 -16 90,373 257,181 267,366 408,631 357,723: 186,956 237,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 22.2 4.9 63.4 57.7 83.4 84.8: 16.6 15.2
Old : 100.0: 15.2 22.2 4.9 63.4 57.7 83.4 84.8: 16.6 15.2
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 : 389: 92 138 86 113 119 256 292:
Old : 389: 92 138 86 113 119 256 292:
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 : 20.4 17.0 28.9 26.8 12.7 12.0 20.2 19.4
Old : 20.4 17.0 28.9 26.8 12.7 12.0 20.2 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, March 18, 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 $500) :
: : :
All : 10,556: 252 1,657 236 7,885 6,513 8,373 8,406: 2,183 2,150
Old : 10,556: 252 1,657 236 7,885 6,513 8,373 8,406: 2,183 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 15.7 2.2 74.7 61.7 79.3 79.6: 20.7 20.4
Old : 100.0: 2.4 15.7 2.2 74.7 61.7 79.3 79.6: 20.7 20.4
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 : 20: 1 2 2 11 10 13 13:
Old : 20: 1 2 2 11 10 13 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 : 57.0 52.6 68.9 75.4 51.9 52.6 63.3 71.0
Old : 57.0 52.6 68.9 75.4 51.9 52.6 63.3 71.0
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 18, 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 : 140,990: 15,350 43,414 1,265 105,728 80,499 122,343 125,178: 18,647 15,812
Old : 140,990: 15,350 43,414 1,265 105,728 80,499 122,343 125,178: 18,647 15,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 25,161: 2,245 100 1,265 15,090 12,044 18,600 13,409: 6,561 11,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 30.8 0.9 75.0 57.1 86.8 88.8: 13.2 11.2
Old : 100.0: 10.9 30.8 0.9 75.0 57.1 86.8 88.8: 13.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 10 18 3 51 34 62 54:
Old : 93: 10 18 3 51 34 62 54:
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 32.6 42.3 53.6 22.5 28.8 37.1 48.1
Old : 25.3 32.6 42.3 53.6 22.5 28.8 37.1 48.1
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, March 18, 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 : 70,753: 13,831 15,479 354 36,628 42,804 50,813 58,637: 19,940 12,116
Old : 70,753: 13,831 15,479 354 36,628 42,804 50,813 58,637: 19,940 12,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 9,248: -582 12 354 -842 3,950 -1,070 4,316: 10,318 4,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.9 0.5 51.8 60.5 71.8 82.9: 28.2 17.1
Old : 100.0: 19.5 21.9 0.5 51.8 60.5 71.8 82.9: 28.2 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 : 50: 8 10 3 22 27 33 37:
Old : 50: 8 10 3 22 27 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 39.1 52.5 56.6 39.9 37.1 51.0 52.6
Old : 40.0 39.1 52.5 56.6 39.9 37.1 51.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 18, 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 : 579,724: 114,849 197,684 22,136 381,165 273,421 518,150 493,241: 61,574 86,483
Old : 579,724: 114,849 197,684 22,136 381,165 273,421 518,150 493,241: 61,574 86,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 138,426: -6,066 21,439 11,279 104,133 65,762 109,346 98,480: 29,080 39,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 34.1 3.8 65.7 47.2 89.4 85.1: 10.6 14.9
Old : 100.0: 19.8 34.1 3.8 65.7 47.2 89.4 85.1: 10.6 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 : 226: 56 76 32 65 65 140 154:
Old : 226: 56 76 32 65 65 140 154:
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 : 31.0 22.5 51.5 36.7 25.9 19.7 38.9 29.1
Old : 31.0 22.5 51.5 36.7 25.9 19.7 38.9 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 18, 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 : 72,466: 40,625 5,060 0 6,003 56,149 46,628 61,209: 25,838 11,257
Old : 72,466: 40,625 5,060 0 6,003 56,149 46,628 61,209: 25,838 11,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -20,578: -7,255 -11,128 -123 -11,599 -11,330 -18,977 -22,581: -1,601 2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 7.0 0.0 8.3 77.5 64.3 84.5: 35.7 15.5
Old : 100.0: 56.1 7.0 0.0 8.3 77.5 64.3 84.5: 35.7 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 25 7 0 7 15 32 22:
Old : 49: 25 7 0 7 15 32 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 53.8 37.6 68.1 24.5 51.9 37.6 66.2
Old : 24.5 53.8 37.6 68.1 24.5 51.9 37.6 66.2
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 18, 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 : 59,389: 999 16,468 1,980 38,278 34,278 41,257 52,726: 18,132 6,663
Old : 59,389: 999 16,468 1,980 38,278 34,278 41,257 52,726: 18,132 6,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 9,981: 2 -2,110 1,682 7,080 7,260 8,764 6,832: 1,217 3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 27.7 3.3 64.5 57.7 69.5 88.8: 30.5 11.2
Old : 100.0: 1.7 27.7 3.3 64.5 57.7 69.5 88.8: 30.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 3 25 9 25 35 35 62:
Old : 71: 3 25 9 25 35 35 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 : 45.6 20.2 56.5 33.9 34.6 15.9 41.7 26.1
Old : 45.6 20.2 56.5 33.9 34.6 15.9 41.7 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, March 18, 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 : 881,468: 69,860 292,426 22,782 766,658 462,299 859,300 777,507: 22,168 103,961
Old : 881,468: 69,860 292,426 22,782 766,658 462,299 859,300 777,507: 22,168 103,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 147,889: -1,859 -16,522 18,663 123,522 128,396 140,326 130,537: 7,563 17,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 33.2 2.6 87.0 52.4 97.5 88.2: 2.5 11.8
Old : 100.0: 7.9 33.2 2.6 87.0 52.4 97.5 88.2: 2.5 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 : 288: 37 130 35 77 88 134 233:
Old : 288: 37 130 35 77 88 134 233:
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 : 50.1 20.4 72.9 30.8 43.1 13.6 54.7 18.8
Old : 50.1 20.4 72.9 30.8 43.1 13.6 54.7 18.8
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 18, 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 : 74,855: 12,995 43,522 927 50,543 22,006 64,465 66,455: 10,390 8,400
Old : 74,855: 12,995 43,522 927 50,543 22,006 64,465 66,455: 10,390 8,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -27,540: 14 6,347 -7,239 -17,598 -25,727 -24,823 -26,619: -2,717 -921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 58.1 1.2 67.5 29.4 86.1 88.8: 13.9 11.2
Old : 100.0: 17.4 58.1 1.2 67.5 29.4 86.1 88.8: 13.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 15 22 2 15 23 31 46:
Old : 72: 15 22 2 15 23 31 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 : 51.3 53.8 68.7 63.3 51.3 53.8 68.7 63.3
Old : 51.3 53.8 68.7 63.3 51.3 53.8 68.7 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 18, 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 : 45,171: 18,038 627 0 16,248 24,922 34,286 25,549: 10,885 19,622
Old : 45,171: 18,038 627 0 16,248 24,922 34,286 25,549: 10,885 19,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -47,907: 2,692 -6,986 -2,205 -21,676 -42,535 -21,189 -51,726: -26,718 3,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 1.4 0.0 36.0 55.2 75.9 56.6: 24.1 43.4
Old : 100.0: 39.9 1.4 0.0 36.0 55.2 75.9 56.6: 24.1 43.4
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 : 47: 15 2 0 18 14 33 16:
Old : 47: 15 2 0 18 14 33 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 38.7 52.1 49.9 38.9 38.7 51.7 49.9
Old : 38.9 38.7 52.1 49.9 38.9 38.7 51.7 49.9
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 18, 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 : 16,993: 1,618 9,754 486 11,496 4,105 13,600 14,345: 3,393 2,648
Old : 16,993: 1,618 9,754 486 11,496 4,105 13,600 14,345: 3,393 2,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 1,450: -356 -22 168 53 -38 -135 108: 1,585 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 57.4 2.9 67.7 24.2 80.0 84.4: 20.0 15.6
Old : 100.0: 9.5 57.4 2.9 67.7 24.2 80.0 84.4: 20.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 6 1 8 7 12 14:
Old : 22: 4 6 1 8 7 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 56.9 72.9 77.1 54.0 56.5 64.3 71.5
Old : 60.8 56.9 72.9 77.1 54.0 56.5 64.3 71.5
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 18, 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 : 19,115: 6,677 139 22 10,034 18,103 16,733 18,264: 2,382 851
Old : 19,115: 6,677 139 22 10,034 18,103 16,733 18,264: 2,382 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -329: 329 0 22 -637 -99 -286 -77: -43 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 0.7 0.1 52.5 94.7 87.5 95.5: 12.5 4.5
Old : 100.0: 34.9 0.7 0.1 52.5 94.7 87.5 95.5: 12.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 1 1 5 5 16 7:
Old : 20: 11 1 1 5 5 16 7:
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 : 67.2 93.7 78.9 95.5 65.6 92.8 77.2 93.0
Old : 67.2 93.7 78.9 95.5 65.6 92.8 77.2 93.0
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, March 18, 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 : 21,859: 1,607 4,094 139 14,794 11,191 16,540 15,424: 5,319 6,435
Old : 21,859: 1,607 4,094 139 14,794 11,191 16,540 15,424: 5,319 6,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -10,475: -2,485 -1,703 -1,768 -5,962 -416 -10,215 -3,887: -260 -6,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 18.7 0.6 67.7 51.2 75.7 70.6: 24.3 29.4
Old : 100.0: 7.4 18.7 0.6 67.7 51.2 75.7 70.6: 24.3 29.4
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 : 35: 5 7 3 14 17 21 25:
Old : 35: 5 7 3 14 17 21 25:
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 : 45.8 36.7 62.5 54.9 45.4 34.6 56.6 52.2
Old : 45.8 36.7 62.5 54.9 45.4 34.6 56.6 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2008