MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 25, 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 : 29,787: 3,696 1,282 855 20,594 20,157 25,145 22,294: 4,642 7,493
Old : 29,787: 3,696 1,282 855 20,594 20,157 25,145 22,294: 4,642 7,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 386: 50 -24 117 441 367 608 460: -222 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.3 2.9 69.1 67.7 84.4 74.8: 15.6 25.2
Old : 100.0: 12.4 4.3 2.9 69.1 67.7 84.4 74.8: 15.6 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 : 62: 20 6 10 24 24 45 39:
Old : 62: 20 6 10 24 24 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 36.5 55.4 53.0 38.1 31.5 53.8 46.9
Old : 38.3 36.5 55.4 53.0 38.1 31.5 53.8 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 25, 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 : 221,078: 49,748 47,683 35,950 113,049 104,436 198,747 188,069: 22,331 33,009
Old : 185,963: 32,487 52,307 29,686 106,440 74,685 168,613 156,678: 17,350 29,285
Other: 35,115: 23,092 1,207 433 6,609 29,751 30,134 31,391: 4,981 3,724
: : :
: : Changes in Commitments from: March 18, 2008 :
: 2,506: -1,625 -3,195 2,970 2,055 4,127 3,400 3,902: -894 -1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.6 16.3 51.1 47.2 89.9 85.1: 10.1 14.9
Old : 100.0: 17.5 28.1 16.0 57.2 40.2 90.7 84.3: 9.3 15.7
Other: 100.0: 65.8 3.4 1.2 18.8 84.7 85.8 89.4: 14.2 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 73 83 85 34 50 162 181:
Old : 231: 61 91 82 33 48 153 179:
Other: 90: 37 13 8 13 31 53 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 : 27.7 23.7 42.2 34.8 27.6 20.2 40.2 29.8
Old : 30.6 21.5 43.8 32.1 30.5 18.6 43.1 29.1
Other: 50.3 55.0 67.0 68.7 45.2 44.6 60.1 58.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 269,301: 87,964 51,380 34,060 125,610 127,061 247,634 212,501: 21,667 56,800
Old : 269,301: 87,964 51,380 34,060 125,610 127,061 247,634 212,501: 21,667 56,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -3,373: 4,911 -5,206 -5,972 -3,202 8,340 -4,263 -2,838: 890 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 19.1 12.6 46.6 47.2 92.0 78.9: 8.0 21.1
Old : 100.0: 32.7 19.1 12.6 46.6 47.2 92.0 78.9: 8.0 21.1
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 : 335: 85 86 72 77 141 202 267:
Old : 335: 85 86 72 77 141 202 267:
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 : 24.0 15.1 38.8 23.5 24.0 15.0 38.5 22.4
Old : 24.0 15.1 38.8 23.5 24.0 15.0 38.5 22.4
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 25, 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 : 13,326: 5,220 4,087 2,024 4,276 4,960 11,520 11,071: 1,806 2,255
Old : 13,326: 5,220 4,087 2,024 4,276 4,960 11,520 11,071: 1,806 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 101: -371 349 381 -42 451 -32 1,181: 133 -1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 30.7 15.2 32.1 37.2 86.4 83.1: 13.6 16.9
Old : 100.0: 39.2 30.7 15.2 32.1 37.2 86.4 83.1: 13.6 16.9
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 : 99: 25 31 13 17 36 50 73:
Old : 99: 25 31 13 17 36 50 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 24.1 56.5 39.0 31.7 21.9 54.6 34.2
Old : 31.7 24.1 56.5 39.0 31.7 21.9 54.6 34.2
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 25, 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 : 37,561: 20,592 10,694 3,282 10,086 9,121 33,960 23,097: 3,601 14,464
Old : 37,561: 20,592 10,694 3,282 10,086 9,121 33,960 23,097: 3,601 14,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,179: 9 -602 -7 7 392 9 -217: -1,188 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 28.5 8.7 26.9 24.3 90.4 61.5: 9.6 38.5
Old : 100.0: 54.8 28.5 8.7 26.9 24.3 90.4 61.5: 9.6 38.5
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 : 146: 37 42 28 30 47 83 104:
Old : 146: 37 42 28 30 47 83 104:
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 : 29.1 10.1 46.7 18.5 27.7 9.9 44.9 17.1
Old : 29.1 10.1 46.7 18.5 27.7 9.9 44.9 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 25, 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 : 98,867: 28,183 26,005 2,284 41,813 54,591 72,280 82,880: 26,587 15,987
Old : 98,867: 28,183 26,005 2,284 41,813 54,591 72,280 82,880: 26,587 15,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -28,408: -15,233 3,488 -4,379 -5,260 -23,729 -24,872 -24,620: -3,536 -3,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 26.3 2.3 42.3 55.2 73.1 83.8: 26.9 16.2
Old : 100.0: 28.5 26.3 2.3 42.3 55.2 73.1 83.8: 26.9 16.2
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 : 77: 22 18 5 21 23 45 44:
Old : 77: 22 18 5 21 23 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 33.8 38.4 49.4 24.1 30.0 36.5 45.6
Old : 25.2 33.8 38.4 49.4 24.1 30.0 36.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 57,488: 30,768 19,987 4 6,578 30,010 37,350 50,001: 20,138 7,487
Old : 57,488: 30,768 19,987 4 6,578 30,010 37,350 50,001: 20,138 7,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 3,122: 6,208 6,651 -91 -407 -2,197 5,710 4,363: -2,588 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 34.8 0.0 11.4 52.2 65.0 87.0: 35.0 13.0
Old : 100.0: 53.5 34.8 0.0 11.4 52.2 65.0 87.0: 35.0 13.0
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 : 46: 21 10 1 7 11 28 22:
Old : 46: 21 10 1 7 11 28 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 : 34.4 39.9 44.7 67.7 34.4 39.9 44.7 67.2
Old : 34.4 39.9 44.7 67.7 34.4 39.9 44.7 67.2
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 25, 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 : 120,313: 109,318 5,467 67 5,442 113,089 114,827 118,623: 5,486 1,690
Old : 120,313: 109,318 5,467 67 5,442 113,089 114,827 118,623: 5,486 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 16,246: 15,921 1,374 67 51 15,466 16,039 16,907: 207 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 4.5 0.1 4.5 94.0 95.4 98.6: 4.6 1.4
Old : 100.0: 90.9 4.5 0.1 4.5 94.0 95.4 98.6: 4.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 53 15 2 6 21 60 37:
Old : 92: 53 15 2 6 21 60 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 : 53.7 65.4 67.8 81.0 53.7 65.4 67.7 81.0
Old : 53.7 65.4 67.8 81.0 53.7 65.4 67.7 81.0
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 25, 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 : 78,111: 44,244 24,516 0 18,361 34,475 62,605 58,991: 15,506 19,120
Old : 78,111: 44,244 24,516 0 18,361 34,475 62,605 58,991: 15,506 19,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -5,138: -5,719 3,693 0 2,289 -9,545 -3,430 -5,852: -1,708 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 31.4 0.0 23.5 44.1 80.1 75.5: 19.9 24.5
Old : 100.0: 56.6 31.4 0.0 23.5 44.1 80.1 75.5: 19.9 24.5
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 : 69: 18 22 0 16 21 34 43:
Old : 69: 18 22 0 16 21 34 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 : 34.0 27.5 50.7 42.6 33.5 27.5 50.2 42.6
Old : 34.0 27.5 50.7 42.6 33.5 27.5 50.2 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 25, 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 : 196,616: 88,691 22,771 1,194 76,963 158,417 166,848 182,382: 29,768 14,234
Old : 196,616: 88,691 22,771 1,194 76,963 158,417 166,848 182,382: 29,768 14,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 3,036: 6,391 -3,770 68 646 7,436 7,105 3,734: -4,069 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 11.6 0.6 39.1 80.6 84.9 92.8: 15.1 7.2
Old : 100.0: 45.1 11.6 0.6 39.1 80.6 84.9 92.8: 15.1 7.2
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: 38 20 9 21 20 66 42:
Old : 93: 38 20 9 21 20 66 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 48.2 52.2 68.1 38.7 47.5 52.2 67.4
Old : 38.7 48.2 52.2 68.1 38.7 47.5 52.2 67.4
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 25, 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 : 163,586: 90,956 48,185 1,636 28,157 74,502 120,749 124,323: 42,837 39,263
Old : 163,586: 90,956 48,185 1,636 28,157 74,502 120,749 124,323: 42,837 39,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 1,112: 12,646 -3,604 -435 -6,425 8,914 5,786 4,875: -4,674 -3,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 29.5 1.0 17.2 45.5 73.8 76.0: 26.2 24.0
Old : 100.0: 55.6 29.5 1.0 17.2 45.5 73.8 76.0: 26.2 24.0
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 : 134: 51 37 7 30 29 84 70:
Old : 134: 51 37 7 30 29 84 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 27.8 36.8 39.5 26.8 27.8 36.5 38.8
Old : 27.1 27.8 36.8 39.5 26.8 27.8 36.5 38.8
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 25, 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 : 18,330: 12,476 3,025 0 3,298 14,437 15,774 17,462: 2,556 868
Old : 18,330: 12,476 3,025 0 3,298 14,437 15,774 17,462: 2,556 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 576: -445 482 0 1,102 149 657 631: -81 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 16.5 0.0 18.0 78.8 86.1 95.3: 13.9 4.7
Old : 100.0: 68.1 16.5 0.0 18.0 78.8 86.1 95.3: 13.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 4 0 5 12 19 16:
Old : 33: 14 4 0 5 12 19 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 : 48.1 61.7 69.2 81.7 48.1 61.7 69.0 80.6
Old : 48.1 61.7 69.2 81.7 48.1 61.7 69.0 80.6
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 25, 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 : 9,469,196: 2,281,562 633,991 894,669 5,376,926 6,891,336 8,553,157 8,419,996: 916,039 1,049,200
Old : 9,469,196: 2,281,562 633,991 894,669 5,376,926 6,891,336 8,553,157 8,419,996: 916,039 1,049,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -416,445: 80,131 99,210 -153,528 -106,839 -336,339 -180,236 -390,657: -236,209 -25,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 6.7 9.4 56.8 72.8 90.3 88.9: 9.7 11.1
Old : 100.0: 24.1 6.7 9.4 56.8 72.8 90.3 88.9: 9.7 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 71 26 85 128 121 232 213:
Old : 247: 71 26 85 128 121 232 213:
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 : 20.7 25.0 29.8 38.5 20.1 19.7 26.8 30.5
Old : 20.7 25.0 29.8 38.5 20.1 19.7 26.8 30.5
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 25, 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 : 547,659: 62,418 77,202 9,422 363,955 351,343 435,795 437,967: 111,864 109,692
Old : 547,659: 62,418 77,202 9,422 363,955 351,343 435,795 437,967: 111,864 109,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -177,468: -9,312 -10,788 -23,260 -80,437 -109,506 -113,009 -143,554: -64,459 -33,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.1 1.7 66.5 64.2 79.6 80.0: 20.4 20.0
Old : 100.0: 11.4 14.1 1.7 66.5 64.2 79.6 80.0: 20.4 20.0
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 : 190: 33 45 15 78 59 122 108:
Old : 190: 33 45 15 78 59 122 108:
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 : 21.9 24.5 30.8 37.4 21.6 24.5 30.6 37.4
Old : 21.9 24.5 30.8 37.4 21.6 24.5 30.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 25, 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 : 2,083,681: 296,219 526,122 25,645 1,335,954 1,299,967 1,657,818 1,851,734: 425,863 231,947
Old : 2,083,681: 296,219 526,122 25,645 1,335,954 1,299,967 1,657,818 1,851,734: 425,863 231,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
:-1,005,981: -172,793 -160,676 -125,177 -622,142 -483,672 -920,112 -769,525: -85,869 -236,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 25.2 1.2 64.1 62.4 79.6 88.9: 20.4 11.1
Old : 100.0: 14.2 25.2 1.2 64.1 62.4 79.6 88.9: 20.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 69 109 30 96 104 183 225:
Old : 334: 69 109 30 96 104 183 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 18.8 32.6 30.7 16.0 15.9 26.6 27.2
Old : 20.9 18.8 32.6 30.7 16.0 15.9 26.6 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 25, 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 : 93,695: 6,983 43,016 25 79,176 46,913 86,184 89,954: 7,511 3,741
Old : 93,695: 6,983 43,016 25 79,176 46,913 86,184 89,954: 7,511 3,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -47,295: -8,367 -398 -1,240 -26,552 -33,586 -36,159 -35,224: -11,136 -12,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 45.9 0.0 84.5 50.1 92.0 96.0: 8.0 4.0
Old : 100.0: 7.5 45.9 0.0 84.5 50.1 92.0 96.0: 8.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 9 19 1 40 29 50 48:
Old : 87: 9 19 1 40 29 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 40.2 49.7 60.5 26.6 39.7 47.6 60.1
Old : 28.4 40.2 49.7 60.5 26.6 39.7 47.6 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, March 25, 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 : 27,689: 3,183 6,706 0 18,141 12,649 21,324 19,355: 6,365 8,334
Old : 27,689: 3,183 6,706 0 18,141 12,649 21,324 19,355: 6,365 8,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -43,064: -10,648 -8,773 -354 -18,487 -30,155 -29,489 -39,282: -13,575 -3,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 24.2 0.0 65.5 45.7 77.0 69.9: 23.0 30.1
Old : 100.0: 11.5 24.2 0.0 65.5 45.7 77.0 69.9: 23.0 30.1
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 : 38: 7 6 0 17 18 24 24:
Old : 38: 7 6 0 17 18 24 24:
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 : 49.6 31.2 61.9 49.1 49.6 30.3 60.6 48.2
Old : 49.6 31.2 61.9 49.1 49.6 30.3 60.6 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 25, 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 : 309,092: 82,094 159,683 2,476 181,995 126,410 266,565 288,569: 42,527 20,523
Old : 309,092: 82,094 159,683 2,476 181,995 126,410 266,565 288,569: 42,527 20,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -270,632: -32,755 -38,001 -19,660 -199,170 -147,011 -251,585 -204,672: -19,047 -65,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 51.7 0.8 58.9 40.9 86.2 93.4: 13.8 6.6
Old : 100.0: 26.6 51.7 0.8 58.9 40.9 86.2 93.4: 13.8 6.6
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 : 205: 55 64 10 46 53 106 122:
Old : 205: 55 64 10 46 53 106 122:
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 29.0 44.6 41.8 33.6 28.9 44.4 41.7
Old : 33.6 29.0 44.6 41.8 33.6 28.9 44.4 41.7
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 25, 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 : 71,646: 40,242 4,622 160 8,883 58,804 49,285 63,586: 22,361 8,060
Old : 71,646: 40,242 4,622 160 8,883 58,804 49,285 63,586: 22,361 8,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -820: -383 -438 160 2,880 2,655 2,657 2,377: -3,477 -3,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 6.5 0.2 12.4 82.1 68.8 88.8: 31.2 11.2
Old : 100.0: 56.2 6.5 0.2 12.4 82.1 68.8 88.8: 31.2 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 : 51: 25 7 1 8 16 33 24:
Old : 51: 25 7 1 8 16 33 24:
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 : 25.7 50.4 38.4 69.0 25.7 48.6 38.4 67.2
Old : 25.7 50.4 38.4 69.0 25.7 48.6 38.4 67.2
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 25, 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 : 32,377: 1,929 13,199 12 19,381 16,085 21,322 29,296: 11,055 3,081
Old : 32,377: 1,929 13,199 12 19,381 16,085 21,322 29,296: 11,055 3,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -27,012: 930 -3,269 -1,968 -18,897 -18,193 -19,935 -23,430: -7,077 -3,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 40.8 0.0 59.9 49.7 65.9 90.5: 34.1 9.5
Old : 100.0: 6.0 40.8 0.0 59.9 49.7 65.9 90.5: 34.1 9.5
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 : 52: 3 20 1 15 21 19 41:
Old : 52: 3 20 1 15 21 19 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 : 50.3 29.7 60.0 44.2 46.8 22.2 53.4 36.7
Old : 50.3 29.7 60.0 44.2 46.8 22.2 53.4 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 25, 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 : 633,324: 64,735 279,769 1,671 557,256 289,186 623,662 570,626: 9,662 62,698
Old : 633,324: 64,735 279,769 1,671 557,256 289,186 623,662 570,626: 9,662 62,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -248,144: -5,125 -12,657 -21,111 -209,402 -173,113 -235,638 -206,881: -12,506 -41,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 44.2 0.3 88.0 45.7 98.5 90.1: 1.5 9.9
Old : 100.0: 10.2 44.2 0.3 88.0 45.7 98.5 90.1: 1.5 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 : 259: 29 119 12 59 74 94 199:
Old : 259: 29 119 12 59 74 94 199:
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 : 67.8 19.5 82.1 29.8 64.4 18.9 78.5 28.0
Old : 67.8 19.5 82.1 29.8 64.4 18.9 78.5 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 25, 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 : 73,390: 13,750 43,321 932 49,841 22,680 64,523 66,933: 8,867 6,457
Old : 73,390: 13,750 43,321 932 49,841 22,680 64,523 66,933: 8,867 6,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,465: 755 -201 5 -702 674 58 478: -1,523 -1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 59.0 1.3 67.9 30.9 87.9 91.2: 12.1 8.8
Old : 100.0: 18.7 59.0 1.3 67.9 30.9 87.9 91.2: 12.1 8.8
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 : 73: 21 18 4 14 21 38 40:
Old : 73: 21 18 4 14 21 38 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 : 52.8 57.2 68.7 69.0 52.8 57.2 68.7 69.0
Old : 52.8 57.2 68.7 69.0 52.8 57.2 68.7 69.0
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 25, 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 : 45,723: 20,289 3,037 0 15,795 24,735 36,084 27,772: 9,639 17,951
Old : 45,723: 20,289 3,037 0 15,795 24,735 36,084 27,772: 9,639 17,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 552: 2,251 2,410 0 -453 -187 1,798 2,223: -1,246 -1,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 6.6 0.0 34.5 54.1 78.9 60.7: 21.1 39.3
Old : 100.0: 44.4 6.6 0.0 34.5 54.1 78.9 60.7: 21.1 39.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 6 0 15 12 25 18:
Old : 42: 10 6 0 15 12 25 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 : 46.9 39.5 62.8 51.3 46.9 39.5 62.6 51.3
Old : 46.9 39.5 62.8 51.3 46.9 39.5 62.6 51.3
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 25, 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 : 15,441: 2,173 9,913 187 11,597 3,914 13,957 14,014: 1,484 1,427
Old : 15,441: 2,173 9,913 187 11,597 3,914 13,957 14,014: 1,484 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,552: 555 159 -299 101 -191 357 -331: -1,909 -1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 64.2 1.2 75.1 25.3 90.4 90.8: 9.6 9.2
Old : 100.0: 14.1 64.2 1.2 75.1 25.3 90.4 90.8: 9.6 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 : 23: 6 7 1 6 5 13 12:
Old : 23: 6 7 1 6 5 13 12:
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 : 71.1 61.5 82.5 83.9 63.7 61.5 75.1 78.4
Old : 71.1 61.5 82.5 83.9 63.7 61.5 75.1 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, March 25, 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 : 17,290: 6,248 262 0 9,273 16,261 15,521 16,523: 1,769 767
Old : 17,290: 6,248 262 0 9,273 16,261 15,521 16,523: 1,769 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,825: -429 123 -22 -761 -1,842 -1,212 -1,741: -613 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 1.5 0.0 53.6 94.0 89.8 95.6: 10.2 4.4
Old : 100.0: 36.1 1.5 0.0 53.6 94.0 89.8 95.6: 10.2 4.4
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: 10 2 0 5 5 15 7:
Old : 20: 10 2 0 5 5 15 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 : 69.3 93.0 81.4 95.6 67.5 91.9 79.5 92.8
Old : 69.3 93.0 81.4 95.6 67.5 91.9 79.5 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, March 25, 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 : 21,279: 1,807 3,044 139 15,682 11,520 17,628 14,703: 3,651 6,576
Old : 21,279: 1,807 3,044 139 15,682 11,520 17,628 14,703: 3,651 6,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -580: 200 -1,050 0 888 329 1,088 -721: -1,668 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.3 0.7 73.7 54.1 82.8 69.1: 17.2 30.9
Old : 100.0: 8.5 14.3 0.7 73.7 54.1 82.8 69.1: 17.2 30.9
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 : 36: 6 6 3 14 17 22 24:
Old : 36: 6 6 3 14 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 34.8 66.3 54.4 46.1 33.6 60.8 49.3
Old : 46.1 34.8 66.3 54.4 46.1 33.6 60.8 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2008