MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 13, 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 : 29,595: 5,823 1,003 698 18,853 20,927 25,374 22,628: 4,221 6,967
Old : 29,595: 5,823 1,003 698 18,853 20,927 25,374 22,628: 4,221 6,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,071: 558 -34 61 334 1,075 953 1,102: 118 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 3.4 2.4 63.7 70.7 85.7 76.5: 14.3 23.5
Old : 100.0: 19.7 3.4 2.4 63.7 70.7 85.7 76.5: 14.3 23.5
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 : 58: 20 4 13 26 20 48 35:
Old : 58: 20 4 13 26 20 48 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 41.6 46.9 59.0 32.3 37.2 44.7 51.5
Old : 32.9 41.6 46.9 59.0 32.3 37.2 44.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 13, 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 : 252,361: 43,469 42,103 60,924 121,243 118,849 225,636 221,876: 26,725 30,485
Old : 189,956: 31,737 64,084 32,316 109,286 68,517 173,339 164,917: 16,617 25,039
Other: 62,405: 37,424 3,711 2,916 11,957 50,332 52,297 56,959: 10,108 5,446
: : :
: : Changes in Commitments from: May 6, 2008 :
: 2,799: 2,724 1,855 1,108 134 177 3,966 3,140: -1,167 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.7 24.1 48.0 47.1 89.4 87.9: 10.6 12.1
Old : 100.0: 16.7 33.7 17.0 57.5 36.1 91.3 86.8: 8.7 13.2
Other: 100.0: 60.0 5.9 4.7 19.2 80.7 83.8 91.3: 16.2 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 70 85 103 33 51 175 189:
Old : 231: 55 101 86 33 50 153 186:
Other: 127: 57 17 16 18 40 81 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 28.3 40.8 35.5 25.0 24.0 36.7 29.7
Old : 30.7 23.8 46.0 31.8 30.6 22.3 43.3 28.6
Other: 38.1 52.0 52.0 62.9 38.1 49.8 51.9 59.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, May 13, 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 : 1,926: 454 332 68 623 1,000 1,145 1,400: 781 526
Old : 1,894: 454 332 68 617 998 1,139 1,398: 755 496
Other: 32: 0 0 0 6 2 6 2: 26 30
: : :
: : Changes in Commitments from: May 6, 2008 :
: -42: 87 29 -113 -68 -29 -94 -113: 52 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 17.2 3.5 32.3 51.9 59.4 72.7: 40.6 27.3
Old : 100.0: 24.0 17.5 3.6 32.6 52.7 60.1 73.8: 39.9 26.2
Other: 100.0: 0.0 0.0 0.0 18.8 6.3 18.8 6.3: 81.3 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 9 2 7 3 15 12:
Old : 24: 6 9 2 7 3 15 12:
Other: 3: 0 0 0 1 2 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 56.5 48.4 66.1 32.4 56.3 48.4 65.1
Old : 32.6 57.3 48.9 67.2 32.6 57.2 48.9 66.1
Other: 18.8 6.3 18.8 6.3 18.8 6.3 18.8 6.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 13, 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 : 298,813: 103,589 38,537 40,901 132,202 153,282 276,692 232,720: 22,121 66,093
Old : 298,813: 103,589 38,537 40,901 132,202 153,282 276,692 232,720: 22,121 66,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 484: -1,637 -4,403 -2,083 2,955 7,451 -765 965: 1,249 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 12.9 13.7 44.2 51.3 92.6 77.9: 7.4 22.1
Old : 100.0: 34.7 12.9 13.7 44.2 51.3 92.6 77.9: 7.4 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 : 380: 118 69 90 74 172 232 299:
Old : 380: 118 69 90 74 172 232 299:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 15.9 36.0 21.7 21.6 15.4 35.7 21.2
Old : 21.8 15.9 36.0 21.7 21.6 15.4 35.7 21.2
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, May 13, 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 : 14,900: 4,665 4,712 2,486 5,853 5,787 13,004 12,985: 1,896 1,915
Old : 14,900: 4,665 4,712 2,486 5,853 5,787 13,004 12,985: 1,896 1,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 549: 353 177 452 -75 56 730 685: -181 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 31.6 16.7 39.3 38.8 87.3 87.1: 12.7 12.9
Old : 100.0: 31.3 31.6 16.7 39.3 38.8 87.3 87.1: 12.7 12.9
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 : 100: 29 31 13 22 28 61 66:
Old : 100: 29 31 13 22 28 61 66:
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 : 28.5 25.5 50.4 40.3 28.2 25.5 48.3 38.8
Old : 28.5 25.5 50.4 40.3 28.2 25.5 48.3 38.8
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, May 13, 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 : 32,437: 11,118 8,612 5,706 11,062 6,116 27,886 20,434: 4,551 12,003
Old : 32,437: 11,118 8,612 5,706 11,062 6,116 27,886 20,434: 4,551 12,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,005: -1,185 186 1,681 151 -601 647 1,266: 358 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 26.5 17.6 34.1 18.9 86.0 63.0: 14.0 37.0
Old : 100.0: 34.3 26.5 17.6 34.1 18.9 86.0 63.0: 14.0 37.0
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 : 136: 30 42 23 33 42 80 92:
Old : 136: 30 42 23 33 42 80 92:
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 17.1 40.2 26.0 23.6 9.1 33.5 16.6
Old : 27.1 17.1 40.2 26.0 23.6 9.1 33.5 16.6
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, May 13, 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 : 108,527: 46,246 16,837 2,370 29,641 71,080 78,257 90,287: 30,270 18,240
Old : 108,527: 46,246 16,837 2,370 29,641 71,080 78,257 90,287: 30,270 18,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -6,182: -1,858 445 522 -3,801 -5,504 -5,137 -4,537: -1,045 -1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 15.5 2.2 27.3 65.5 72.1 83.2: 27.9 16.8
Old : 100.0: 42.6 15.5 2.2 27.3 65.5 72.1 83.2: 27.9 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 29 11 5 20 25 52 39:
Old : 77: 29 11 5 20 25 52 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 : 23.7 29.5 37.0 46.8 22.8 29.4 36.1 46.8
Old : 23.7 29.5 37.0 46.8 22.8 29.4 36.1 46.8
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, May 13, 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 : 69,188: 13,758 31,194 0 38,374 24,647 52,132 55,841: 17,056 13,347
Old : 69,188: 13,758 31,194 0 38,374 24,647 52,132 55,841: 17,056 13,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 5,783: -5,367 7,932 -5 10,107 -1,071 4,735 6,856: 1,048 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 45.1 0.0 55.5 35.6 75.3 80.7: 24.7 19.3
Old : 100.0: 19.9 45.1 0.0 55.5 35.6 75.3 80.7: 24.7 19.3
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 : 45: 12 18 0 9 10 21 28:
Old : 45: 12 18 0 9 10 21 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 40.9 61.9 59.2 48.9 40.9 59.7 56.5
Old : 48.9 40.9 61.9 59.2 48.9 40.9 59.7 56.5
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, May 13, 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 : 118,845: 104,833 5,805 562 7,748 110,366 113,143 116,733: 5,702 2,112
Old : 118,845: 104,833 5,805 562 7,748 110,366 113,143 116,733: 5,702 2,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -3,970: -3,731 -1,248 -138 1,470 -2,729 -2,399 -4,115: -1,571 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 4.9 0.5 6.5 92.9 95.2 98.2: 4.8 1.8
Old : 100.0: 88.2 4.9 0.5 6.5 92.9 95.2 98.2: 4.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 58 16 4 9 19 70 36:
Old : 97: 58 16 4 9 19 70 36:
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 : 46.2 64.5 61.7 79.3 46.2 63.3 61.7 78.1
Old : 46.2 64.5 61.7 79.3 46.2 63.3 61.7 78.1
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, May 13, 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 : 165,843: 25,873 50,677 107 123,169 86,329 149,149 137,113: 16,694 28,730
Old : 165,843: 25,873 50,677 107 123,169 86,329 149,149 137,113: 16,694 28,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 21,141: 11,999 6,366 81 6,820 10,382 18,900 16,829: 2,241 4,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 30.6 0.1 74.3 52.1 89.9 82.7: 10.1 17.3
Old : 100.0: 15.6 30.6 0.1 74.3 52.1 89.9 82.7: 10.1 17.3
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 : 74: 13 32 4 18 22 33 56:
Old : 74: 13 32 4 18 22 33 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 41.1 80.6 52.8 74.0 38.6 79.1 49.9
Old : 74.0 41.1 80.6 52.8 74.0 38.6 79.1 49.9
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, May 13, 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 : 174,423: 62,209 28,393 1,475 85,465 126,576 149,149 156,444: 25,274 17,979
Old : 174,423: 62,209 28,393 1,475 85,465 126,576 149,149 156,444: 25,274 17,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 5,325: -7,146 7,773 422 13,256 -251 6,532 7,944: -1,207 -2,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 16.3 0.8 49.0 72.6 85.5 89.7: 14.5 10.3
Old : 100.0: 35.7 16.3 0.8 49.0 72.6 85.5 89.7: 14.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 34 25 10 25 19 63 50:
Old : 96: 34 25 10 25 19 63 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 45.0 50.9 62.0 33.8 37.2 46.5 52.7
Old : 33.8 45.0 50.9 62.0 33.8 37.2 46.5 52.7
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, May 13, 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 : 207,346: 55,409 64,908 3,069 106,832 98,679 165,310 166,656: 42,036 40,690
Old : 207,346: 55,409 64,908 3,069 106,832 98,679 165,310 166,656: 42,036 40,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 3,280: 1,026 -1,987 -559 6,252 7,506 6,719 4,960: -3,439 -1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 31.3 1.5 51.5 47.6 79.7 80.4: 20.3 19.6
Old : 100.0: 26.7 31.3 1.5 51.5 47.6 79.7 80.4: 20.3 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 46 42 12 30 35 82 83:
Old : 137: 46 42 12 30 35 82 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 36.0 50.0 46.8 42.1 35.4 48.6 44.5
Old : 42.5 36.0 50.0 46.8 42.1 35.4 48.6 44.5
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, May 13, 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 : 30,377: 11,193 7,749 24 16,377 21,339 27,594 29,112: 2,783 1,265
Old : 30,377: 11,193 7,749 24 16,377 21,339 27,594 29,112: 2,783 1,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 6,431: -256 2,637 0 7,129 3,792 6,873 6,429: -442 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 25.5 0.1 53.9 70.2 90.8 95.8: 9.2 4.2
Old : 100.0: 36.8 25.5 0.1 53.9 70.2 90.8 95.8: 9.2 4.2
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 : 40: 12 10 1 9 11 22 21:
Old : 40: 12 10 1 9 11 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 55.8 72.9 81.2 52.0 55.8 67.7 79.2
Old : 54.5 55.8 72.9 81.2 52.0 55.8 67.7 79.2
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, May 13, 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 : 9,263,785: 1,810,799 836,184 750,902 5,645,165 6,722,435 8,206,866 8,309,521: 1,056,919 954,264
Old : 9,263,785: 1,810,799 836,184 750,902 5,645,165 6,722,435 8,206,866 8,309,521: 1,056,919 954,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 48,228: 103,631 39,743 -20,622 -14,908 47,988 68,101 67,109: -19,873 -18,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 9.0 8.1 60.9 72.6 88.6 89.7: 11.4 10.3
Old : 100.0: 19.5 9.0 8.1 60.9 72.6 88.6 89.7: 11.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 79 38 90 126 125 238 228:
Old : 263: 79 38 90 126 125 238 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 26.1 30.8 39.7 19.5 20.0 27.7 31.2
Old : 21.1 26.1 30.8 39.7 19.5 20.0 27.7 31.2
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, May 13, 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 : 556,784: 62,528 83,474 8,189 372,623 366,150 443,340 457,813: 113,444 98,971
Old : 556,784: 62,528 83,474 8,189 372,623 366,150 443,340 457,813: 113,444 98,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -2,748: -200 5,658 662 145 1,101 607 7,421: -3,355 -10,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.0 1.5 66.9 65.8 79.6 82.2: 20.4 17.8
Old : 100.0: 11.2 15.0 1.5 66.9 65.8 79.6 82.2: 20.4 17.8
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 : 197: 39 48 20 77 61 128 117:
Old : 197: 39 48 20 77 61 128 117:
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 27.1 30.3 38.9 21.5 26.4 29.7 38.2
Old : 21.9 27.1 30.3 38.9 21.5 26.4 29.7 38.2
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, May 13, 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 : 2,129,204: 364,919 569,583 51,398 1,383,209 1,322,169 1,799,526 1,943,150: 329,678 186,054
Old : 2,129,204: 364,919 569,583 51,398 1,383,209 1,322,169 1,799,526 1,943,150: 329,678 186,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 11,606: -9,270 32,358 2,538 65,687 11,420 58,955 46,316: -47,349 -34,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 26.8 2.4 65.0 62.1 84.5 91.3: 15.5 8.7
Old : 100.0: 17.1 26.8 2.4 65.0 62.1 84.5 91.3: 15.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 83 121 42 103 96 206 239:
Old : 360: 83 121 42 103 96 206 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 22.1 29.2 33.9 13.8 16.6 23.5 28.0
Old : 18.5 22.1 29.2 33.9 13.8 16.6 23.5 28.0
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, May 13, 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 : 90,144: 7,332 40,879 70 71,226 43,610 78,628 84,559: 11,516 5,585
Old : 90,144: 7,332 40,879 70 71,226 43,610 78,628 84,559: 11,516 5,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,411: 1,169 -1,109 5 -960 1,672 214 568: 1,197 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 45.3 0.1 79.0 48.4 87.2 93.8: 12.8 6.2
Old : 100.0: 8.1 45.3 0.1 79.0 48.4 87.2 93.8: 12.8 6.2
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 : 89: 13 17 2 42 27 56 45:
Old : 89: 13 17 2 42 27 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 42.2 49.2 59.4 28.9 40.4 46.4 57.6
Old : 30.4 42.2 49.2 59.4 28.9 40.4 46.4 57.6
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, May 13, 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 : 37,671: 5,982 8,030 16 24,241 17,205 30,239 25,251: 7,432 12,420
Old : 37,671: 5,982 8,030 16 24,241 17,205 30,239 25,251: 7,432 12,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,006: 1,327 -150 0 283 594 1,610 444: -604 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 21.3 0.0 64.3 45.7 80.3 67.0: 19.7 33.0
Old : 100.0: 15.9 21.3 0.0 64.3 45.7 80.3 67.0: 19.7 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 10 9 1 27 20 37 30:
Old : 56: 10 9 1 27 20 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 28.0 53.7 44.6 37.3 25.7 53.7 41.5
Old : 37.3 28.0 53.7 44.6 37.3 25.7 53.7 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 13, 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 : 380,316: 109,856 148,753 7,221 205,939 202,250 323,016 358,224: 57,300 22,092
Old : 380,316: 109,856 148,753 7,221 205,939 202,250 323,016 358,224: 57,300 22,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 10,768: 11,504 8,370 151 -2,542 3,439 9,113 11,960: 1,655 -1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 39.1 1.9 54.1 53.2 84.9 94.2: 15.1 5.8
Old : 100.0: 28.9 39.1 1.9 54.1 53.2 84.9 94.2: 15.1 5.8
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 : 228: 65 73 22 50 52 126 136:
Old : 228: 65 73 22 50 52 126 136:
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 : 31.9 30.7 45.0 46.2 31.8 30.7 44.9 44.7
Old : 31.9 30.7 45.0 46.2 31.8 30.7 44.9 44.7
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, May 13, 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 : 101,516: 69,793 12,339 800 6,961 79,352 77,554 92,491: 23,962 9,025
Old : 101,516: 69,793 12,339 800 6,961 79,352 77,554 92,491: 23,962 9,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -4,693: -5,834 2,133 150 4,867 -6,838 -817 -4,555: -3,876 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 12.2 0.8 6.9 78.2 76.4 91.1: 23.6 8.9
Old : 100.0: 68.8 12.2 0.8 6.9 78.2 76.4 91.1: 23.6 8.9
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 : 62: 31 11 2 8 17 40 29:
Old : 62: 31 11 2 8 17 40 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 : 33.1 59.3 48.1 69.9 33.1 59.2 48.1 69.7
Old : 33.1 59.3 48.1 69.9 33.1 59.2 48.1 69.7
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, May 13, 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 : 39,303: 6,538 14,003 12 17,915 21,243 24,465 35,258: 14,838 4,045
Old : 39,303: 6,538 14,003 12 17,915 21,243 24,465 35,258: 14,838 4,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 845: 2,583 184 0 -2,018 828 565 1,012: 280 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 35.6 0.0 45.6 54.0 62.2 89.7: 37.8 10.3
Old : 100.0: 16.6 35.6 0.0 45.6 54.0 62.2 89.7: 37.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 18 1 15 22 19 40:
Old : 53: 3 18 1 15 22 19 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 : 41.5 33.1 55.3 47.3 37.9 33.1 51.7 46.5
Old : 41.5 33.1 55.3 47.3 37.9 33.1 51.7 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, May 13, 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 : 701,238: 72,368 291,829 4,976 611,465 325,298 688,809 622,103: 12,429 79,135
Old : 701,238: 72,368 291,829 4,976 611,465 325,298 688,809 622,103: 12,429 79,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 24,005: 3,198 18,509 -88 20,600 2,125 23,710 20,546: 295 3,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 41.6 0.7 87.2 46.4 98.2 88.7: 1.8 11.3
Old : 100.0: 10.3 41.6 0.7 87.2 46.4 98.2 88.7: 1.8 11.3
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 : 275: 36 123 17 66 85 115 212:
Old : 275: 36 123 17 66 85 115 212:
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 : 59.7 19.4 76.5 28.5 55.6 17.6 70.8 26.1
Old : 59.7 19.4 76.5 28.5 55.6 17.6 70.8 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, May 13, 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 : 90,444: 13,027 52,284 610 66,599 30,046 80,236 82,940: 10,208 7,504
Old : 90,444: 13,027 52,284 610 66,599 30,046 80,236 82,940: 10,208 7,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,725: -564 821 345 1,353 -475 1,134 691: 591 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 57.8 0.7 73.6 33.2 88.7 91.7: 11.3 8.3
Old : 100.0: 14.4 57.8 0.7 73.6 33.2 88.7 91.7: 11.3 8.3
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 : 77: 18 24 2 16 21 36 45:
Old : 77: 18 24 2 16 21 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 46.5 67.7 63.3 51.1 46.3 64.2 60.9
Old : 51.4 46.5 67.7 63.3 51.1 46.3 64.2 60.9
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, May 13, 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 : 59,462: 24,413 5,568 805 18,877 37,620 44,095 43,993: 15,367 15,469
Old : 59,462: 24,413 5,568 805 18,877 37,620 44,095 43,993: 15,367 15,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 275: 33 1,434 209 339 1,045 581 2,688: -306 -2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 9.4 1.4 31.7 63.3 74.2 74.0: 25.8 26.0
Old : 100.0: 41.1 9.4 1.4 31.7 63.3 74.2 74.0: 25.8 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 16 9 2 17 16 33 27:
Old : 57: 16 9 2 17 16 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 38.6 50.6 53.5 38.2 38.0 48.6 50.6
Old : 38.2 38.6 50.6 53.5 38.2 38.0 48.6 50.6
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, May 13, 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 : 17,070: 2,747 10,997 97 12,343 4,520 15,187 15,614: 1,883 1,456
Old : 17,070: 2,747 10,997 97 12,343 4,520 15,187 15,614: 1,883 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -354: 397 99 0 -432 -462 -35 -363: -319 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 64.4 0.6 72.3 26.5 89.0 91.5: 11.0 8.5
Old : 100.0: 16.1 64.4 0.6 72.3 26.5 89.0 91.5: 11.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 1 8 6 13 12:
Old : 22: 5 5 1 8 6 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 : 65.5 73.9 78.7 86.3 56.3 69.8 69.5 78.4
Old : 65.5 73.9 78.7 86.3 56.3 69.8 69.5 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, May 13, 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 : 17,956: 6,809 216 0 9,000 16,313 15,809 16,529: 2,147 1,427
Old : 17,956: 6,809 216 0 9,000 16,313 15,809 16,529: 2,147 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 509: -147 0 -34 -220 -205 -401 -239: 910 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 1.2 0.0 50.1 90.8 88.0 92.1: 12.0 7.9
Old : 100.0: 37.9 1.2 0.0 50.1 90.8 88.0 92.1: 12.0 7.9
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 : 22: 13 1 0 5 5 18 6:
Old : 22: 13 1 0 5 5 18 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 90.3 74.8 92.1 58.8 90.3 73.7 90.3
Old : 59.8 90.3 74.8 92.1 58.8 90.3 73.7 90.3
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, May 13, 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 : 26,552: 3,978 3,425 39 18,734 13,700 22,751 17,164: 3,801 9,388
Old : 26,552: 3,978 3,425 39 18,734 13,700 22,751 17,164: 3,801 9,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 8: -204 0 0 68 502 -136 502: 144 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.9 0.1 70.6 51.6 85.7 64.6: 14.3 35.4
Old : 100.0: 15.0 12.9 0.1 70.6 51.6 85.7 64.6: 14.3 35.4
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: 7 4 2 16 18 24 23:
Old : 35: 7 4 2 16 18 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 36.8 66.5 52.1 51.0 32.6 62.1 44.7
Old : 51.0 36.8 66.5 52.1 51.0 32.6 62.1 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2008