MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,676: 6,990 1,520 600 19,204 21,790 26,794 23,910: 4,882 7,766
Old : 31,676: 6,990 1,520 600 19,204 21,790 26,794 23,910: 4,882 7,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 965: 729 191 -33 37 471 733 629: 232 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 4.8 1.9 60.6 68.8 84.6 75.5: 15.4 24.5
Old : 100.0: 22.1 4.8 1.9 60.6 68.8 84.6 75.5: 15.4 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 : 62: 22 5 14 28 22 51 40:
Old : 62: 22 5 14 28 22 51 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 : 32.4 40.7 47.4 57.3 32.4 36.2 45.7 49.9
Old : 32.4 40.7 47.4 57.3 32.4 36.2 45.7 49.9
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, May 27, 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 : 258,638: 42,691 42,571 65,854 121,939 120,734 230,484 229,159: 28,154 29,479
Old : 193,916: 34,682 66,180 33,356 108,807 70,346 176,845 169,882: 17,071 24,034
Other: 64,722: 37,315 5,697 3,192 13,132 50,388 53,639 59,277: 11,083 5,445
: : :
: : Changes in Commitments from: May 20, 2008 :
: 6,570: 878 313 3,397 1,983 4,105 6,258 7,815: 312 -1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.5 25.5 47.1 46.7 89.1 88.6: 10.9 11.4
Old : 100.0: 17.9 34.1 17.2 56.1 36.3 91.2 87.6: 8.8 12.4
Other: 100.0: 57.7 8.8 4.9 20.3 77.9 82.9 91.6: 17.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 77 86 104 31 54 183 190:
Old : 239: 61 103 85 31 53 158 186:
Other: 138: 62 20 20 18 41 90 74:
:----------------------------------------------------------------------------------------------------
: 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 28.2 39.3 36.1 25.3 23.9 35.6 30.3
Old : 31.1 24.7 45.9 34.0 31.1 23.8 43.7 31.1
Other: 32.5 50.0 47.5 61.5 32.5 47.9 47.5 56.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, May 27, 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 : 2,011: 574 445 85 521 945 1,180 1,475: 831 536
Old : 1,956: 574 451 78 515 943 1,167 1,472: 789 484
Other: 55: 6 0 1 6 2 13 3: 42 52
: : :
: : Changes in Commitments from: May 20, 2008 :
: 124: 0 93 69 -23 -34 46 128: 78 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 22.1 4.2 25.9 47.0 58.7 73.3: 41.3 26.7
Old : 100.0: 29.3 23.1 4.0 26.3 48.2 59.7 75.3: 40.3 24.7
Other: 100.0: 10.9 0.0 1.8 10.9 3.6 23.6 5.5: 76.4 94.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 11 2 6 3 16 14:
Old : 27: 8 11 2 6 3 16 14:
Other: 5: 2 0 1 1 2 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 51.4 46.0 63.3 31.3 51.3 45.8 61.7
Old : 31.9 52.7 46.8 65.0 31.9 52.7 46.8 63.3
Other: 23.6 5.5 23.6 5.5 21.8 3.6 21.8 3.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 27, 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 : 296,795: 94,441 36,360 43,500 135,667 150,619 273,608 230,479: 23,187 66,316
Old : 296,795: 94,441 36,360 43,500 135,667 150,619 273,608 230,479: 23,187 66,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -803: -3,530 -3,022 1,396 1,203 -118 -931 -1,744: 128 941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 12.3 14.7 45.7 50.7 92.2 77.7: 7.8 22.3
Old : 100.0: 31.8 12.3 14.7 45.7 50.7 92.2 77.7: 7.8 22.3
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 : 381: 116 74 94 70 164 231 297:
Old : 381: 116 74 94 70 164 231 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 14.1 36.7 20.0 21.7 13.7 36.0 19.1
Old : 22.3 14.1 36.7 20.0 21.7 13.7 36.0 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 27, 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 : 15,434: 4,611 4,479 2,704 5,989 6,431 13,304 13,614: 2,130 1,820
Old : 15,434: 4,611 4,479 2,704 5,989 6,431 13,304 13,614: 2,130 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 753: -313 -438 561 333 630 581 753: 172 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 29.0 17.5 38.8 41.7 86.2 88.2: 13.8 11.8
Old : 100.0: 29.9 29.0 17.5 38.8 41.7 86.2 88.2: 13.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 27 31 16 20 27 59 67:
Old : 99: 27 31 16 20 27 59 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 26.2 48.4 41.7 26.8 26.2 45.4 39.1
Old : 26.9 26.2 48.4 41.7 26.8 26.2 45.4 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 27, 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 : 31,077: 10,463 5,268 7,013 9,679 6,810 27,155 19,091: 3,922 11,986
Old : 31,077: 10,463 5,268 7,013 9,679 6,810 27,155 19,091: 3,922 11,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -1,625: -1,125 -1,851 187 -668 118 -1,606 -1,546: -19 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 17.0 22.6 31.1 21.9 87.4 61.4: 12.6 38.6
Old : 100.0: 33.7 17.0 22.6 31.1 21.9 87.4 61.4: 12.6 38.6
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 : 136: 35 32 23 23 44 75 89:
Old : 136: 35 32 23 23 44 75 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 18.7 40.7 28.6 22.2 10.1 31.3 15.6
Old : 29.8 18.7 40.7 28.6 22.2 10.1 31.3 15.6
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 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 127,620: 69,636 19,511 1,851 21,937 87,714 93,424 109,076: 34,196 18,544
Old : 127,620: 69,636 19,511 1,851 21,937 87,714 93,424 109,076: 34,196 18,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 11,955: 16,518 -2,189 -178 -4,264 14,470 12,076 12,103: -121 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 15.3 1.5 17.2 68.7 73.2 85.5: 26.8 14.5
Old : 100.0: 54.6 15.3 1.5 17.2 68.7 73.2 85.5: 26.8 14.5
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 : 90: 41 12 3 20 24 63 37:
Old : 90: 41 12 3 20 24 63 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 : 25.1 34.0 36.0 52.4 25.1 33.9 36.0 52.3
Old : 25.1 34.0 36.0 52.4 25.1 33.9 36.0 52.3
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 27, 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 : 69,571: 18,907 28,756 2 31,423 29,391 50,332 58,149: 19,239 11,422
Old : 69,571: 18,907 28,756 2 31,423 29,391 50,332 58,149: 19,239 11,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 6,587: -130 4,776 2 6,728 1,767 6,600 6,545: -13 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 41.3 0.0 45.2 42.2 72.3 83.6: 27.7 16.4
Old : 100.0: 27.2 41.3 0.0 45.2 42.2 72.3 83.6: 27.7 16.4
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 : 52: 16 16 1 8 16 25 32:
Old : 52: 16 16 1 8 16 25 32:
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 : 43.5 36.3 55.0 56.8 42.6 36.3 51.9 54.4
Old : 43.5 36.3 55.0 56.8 42.6 36.3 51.9 54.4
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 27, 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 : 120,338: 100,428 5,672 482 12,118 112,378 113,028 118,532: 7,310 1,806
Old : 120,338: 100,428 5,672 482 12,118 112,378 113,028 118,532: 7,310 1,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 3,803: 2,889 -1,268 -241 -2,425 8,482 223 6,973: 3,580 -3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 4.7 0.4 10.1 93.4 93.9 98.5: 6.1 1.5
Old : 100.0: 83.5 4.7 0.4 10.1 93.4 93.9 98.5: 6.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 67 13 3 11 20 81 35:
Old : 106: 67 13 3 11 20 81 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 : 40.8 66.1 54.3 81.3 40.8 64.9 54.3 80.2
Old : 40.8 66.1 54.3 81.3 40.8 64.9 54.3 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 27, 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 : 164,058: 22,471 47,359 39 126,653 92,447 149,163 139,845: 14,895 24,213
Old : 164,058: 22,471 47,359 39 126,653 92,447 149,163 139,845: 14,895 24,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 3,964: 238 -214 -74 4,165 4,618 4,329 4,330: -365 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 28.9 0.0 77.2 56.4 90.9 85.2: 9.1 14.8
Old : 100.0: 13.7 28.9 0.0 77.2 56.4 90.9 85.2: 9.1 14.8
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: 13 29 4 20 21 36 51:
Old : 73: 13 29 4 20 21 36 51:
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 : 69.4 42.9 77.2 54.4 69.3 40.6 76.4 51.5
Old : 69.4 42.9 77.2 54.4 69.3 40.6 76.4 51.5
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 27, 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 : 171,688: 62,907 29,603 1,147 79,024 123,067 143,078 153,817: 28,610 17,871
Old : 171,688: 62,907 29,603 1,147 79,024 123,067 143,078 153,817: 28,610 17,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 6,300: -2,296 4,448 -489 9,055 1,899 6,270 5,858: 30 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 17.2 0.7 46.0 71.7 83.3 89.6: 16.7 10.4
Old : 100.0: 36.6 17.2 0.7 46.0 71.7 83.3 89.6: 16.7 10.4
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 : 101: 36 26 10 25 22 64 55:
Old : 101: 36 26 10 25 22 64 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 44.4 52.4 59.3 34.2 39.2 44.6 51.0
Old : 39.0 44.4 52.4 59.3 34.2 39.2 44.6 51.0
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 27, 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 : 222,241: 64,503 67,893 3,506 108,565 110,485 176,574 181,884: 45,667 40,357
Old : 222,241: 64,503 67,893 3,506 108,565 110,485 176,574 181,884: 45,667 40,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 9,359: -5,737 4,494 25 13,912 5,960 8,200 10,479: 1,159 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 30.5 1.6 48.9 49.7 79.5 81.8: 20.5 18.2
Old : 100.0: 29.0 30.5 1.6 48.9 49.7 79.5 81.8: 20.5 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 60 41 13 30 34 95 83:
Old : 150: 60 41 13 30 34 95 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 : 39.1 37.8 46.0 47.7 38.4 37.1 45.2 45.7
Old : 39.1 37.8 46.0 47.7 38.4 37.1 45.2 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, May 27, 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 : 32,124: 12,903 7,939 19 16,861 22,857 29,783 30,815: 2,341 1,309
Old : 32,124: 12,903 7,939 19 16,861 22,857 29,783 30,815: 2,341 1,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,203: 629 206 19 534 1,021 1,182 1,246: 21 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 24.7 0.1 52.5 71.2 92.7 95.9: 7.3 4.1
Old : 100.0: 40.2 24.7 0.1 52.5 71.2 92.7 95.9: 7.3 4.1
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 : 42: 15 7 1 8 16 24 23:
Old : 42: 15 7 1 8 16 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 : 55.7 58.5 76.8 85.3 50.5 58.5 69.2 80.6
Old : 55.7 58.5 76.8 85.3 50.5 58.5 69.2 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, May 27, 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 : 9,362,061: 1,752,184 802,091 777,347 5,798,340 6,843,279 8,327,871 8,422,717: 1,034,190 939,344
Old : 9,362,061: 1,752,184 802,091 777,347 5,798,340 6,843,279 8,327,871 8,422,717: 1,034,190 939,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 131,762: -68,137 44,050 36,601 195,367 16,676 163,831 97,327: -32,069 34,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 8.6 8.3 61.9 73.1 89.0 90.0: 11.0 10.0
Old : 100.0: 18.7 8.6 8.3 61.9 73.1 89.0 90.0: 11.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 74 32 84 127 129 234 221:
Old : 256: 74 32 84 127 129 234 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 26.0 32.2 40.1 20.5 19.5 28.4 30.7
Old : 22.4 26.0 32.2 40.1 20.5 19.5 28.4 30.7
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 27, 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 : 561,322: 65,058 89,094 10,072 370,923 356,986 446,053 456,152: 115,269 105,170
Old : 561,322: 65,058 89,094 10,072 370,923 356,986 446,053 456,152: 115,269 105,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -4,135: -1,683 2,420 670 -1,016 -6,249 -2,029 -3,159: -2,106 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.9 1.8 66.1 63.6 79.5 81.3: 20.5 18.7
Old : 100.0: 11.6 15.9 1.8 66.1 63.6 79.5 81.3: 20.5 18.7
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 : 188: 36 43 18 75 60 122 110:
Old : 188: 36 43 18 75 60 122 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 26.6 30.4 38.5 21.2 25.9 30.0 37.8
Old : 21.7 26.6 30.4 38.5 21.2 25.9 30.0 37.8
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 27, 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 : 2,290,268: 425,620 639,482 52,937 1,450,053 1,404,764 1,928,610 2,097,183: 361,658 193,085
Old : 2,290,268: 425,620 639,482 52,937 1,450,053 1,404,764 1,928,610 2,097,183: 361,658 193,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 65,046: 34,367 23,445 6,127 37,608 66,324 78,102 95,896: -13,056 -30,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 27.9 2.3 63.3 61.3 84.2 91.6: 15.8 8.4
Old : 100.0: 18.6 27.9 2.3 63.3 61.3 84.2 91.6: 15.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 82 123 47 97 98 207 240:
Old : 356: 82 123 47 97 98 207 240:
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 : 18.9 22.2 29.5 33.8 15.0 14.5 25.3 26.1
Old : 18.9 22.2 29.5 33.8 15.0 14.5 25.3 26.1
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 27, 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 : 94,118: 11,312 42,104 64 70,777 47,840 82,153 90,008: 11,965 4,110
Old : 94,118: 11,312 42,104 64 70,777 47,840 82,153 90,008: 11,965 4,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 3,676: 2,671 826 0 646 3,807 3,317 4,633: 359 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 44.7 0.1 75.2 50.8 87.3 95.6: 12.7 4.4
Old : 100.0: 12.0 44.7 0.1 75.2 50.8 87.3 95.6: 12.7 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 : 88: 15 17 1 38 28 54 45:
Old : 88: 15 17 1 38 28 54 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 : 29.4 40.3 47.3 58.6 27.9 39.2 45.4 57.5
Old : 29.4 40.3 47.3 58.6 27.9 39.2 45.4 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, May 27, 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 : 37,653: 4,842 9,545 0 25,519 19,607 30,361 29,152: 7,292 8,501
Old : 37,653: 4,842 9,545 0 25,519 19,607 30,361 29,152: 7,292 8,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 467: -1,172 866 -16 1,747 2,403 559 3,253: -92 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 25.3 0.0 67.8 52.1 80.6 77.4: 19.4 22.6
Old : 100.0: 12.9 25.3 0.0 67.8 52.1 80.6 77.4: 19.4 22.6
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 : 52: 7 12 0 24 18 31 30:
Old : 52: 7 12 0 24 18 31 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 : 37.4 33.6 56.1 51.8 37.4 32.8 56.1 49.3
Old : 37.4 33.6 56.1 51.8 37.4 32.8 56.1 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 27, 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 : 382,400: 118,652 133,691 6,829 214,467 220,951 339,948 361,471: 42,452 20,929
Old : 382,400: 118,652 133,691 6,829 214,467 220,951 339,948 361,471: 42,452 20,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 9,581: 35,249 -14,920 -4,071 -7,326 28,231 23,852 9,240: -14,271 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 35.0 1.8 56.1 57.8 88.9 94.5: 11.1 5.5
Old : 100.0: 31.0 35.0 1.8 56.1 57.8 88.9 94.5: 11.1 5.5
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 : 225: 76 61 19 48 51 131 124:
Old : 225: 76 61 19 48 51 131 124:
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 : 33.0 32.5 44.7 49.4 32.9 32.5 44.4 47.4
Old : 33.0 32.5 44.7 49.4 32.9 32.5 44.4 47.4
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 27, 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 : 107,884: 67,200 9,908 1,074 8,929 87,302 77,203 98,284: 30,681 9,600
Old : 107,884: 67,200 9,908 1,074 8,929 87,302 77,203 98,284: 30,681 9,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -3,163: -5,218 -1,209 160 329 -1,978 -4,729 -3,027: 1,566 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 9.2 1.0 8.3 80.9 71.6 91.1: 28.4 8.9
Old : 100.0: 62.3 9.2 1.0 8.3 80.9 71.6 91.1: 28.4 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 : 63: 36 8 3 8 18 45 28:
Old : 63: 36 8 3 8 18 45 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 : 26.8 57.0 41.6 72.4 26.8 56.9 41.6 72.3
Old : 26.8 57.0 41.6 72.4 26.8 56.9 41.6 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, May 27, 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 : 40,350: 7,248 13,355 12 18,059 22,506 25,319 35,873: 15,031 4,477
Old : 40,350: 7,248 13,355 12 18,059 22,506 25,319 35,873: 15,031 4,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 180: 720 -350 0 -452 564 268 214: -88 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 33.1 0.0 44.8 55.8 62.7 88.9: 37.3 11.1
Old : 100.0: 18.0 33.1 0.0 44.8 55.8 62.7 88.9: 37.3 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 : 51: 4 16 1 14 23 19 39:
Old : 51: 4 16 1 14 23 19 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 : 43.0 32.2 56.0 48.0 38.1 32.2 49.9 45.4
Old : 43.0 32.2 56.0 48.0 38.1 32.2 49.9 45.4
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 27, 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 : 725,597: 75,221 297,144 7,155 630,280 339,220 712,656 643,519: 12,941 82,078
Old : 725,597: 75,221 297,144 7,155 630,280 339,220 712,656 643,519: 12,941 82,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 13,999: 9,450 -4,543 1,587 2,911 16,022 13,948 13,066: 51 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 41.0 1.0 86.9 46.8 98.2 88.7: 1.8 11.3
Old : 100.0: 10.4 41.0 1.0 86.9 46.8 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 : 270: 36 116 19 65 86 116 206:
Old : 270: 36 116 19 65 86 116 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 18.7 75.5 27.6 53.5 17.1 70.2 25.0
Old : 57.4 18.7 75.5 27.6 53.5 17.1 70.2 25.0
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, May 27, 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 : 90,755: 11,546 51,361 394 69,544 30,781 81,484 82,536: 9,271 8,219
Old : 90,755: 11,546 51,361 394 69,544 30,781 81,484 82,536: 9,271 8,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 227: 44 68 -331 1,237 249 950 -14: -723 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 56.6 0.4 76.6 33.9 89.8 90.9: 10.2 9.1
Old : 100.0: 12.7 56.6 0.4 76.6 33.9 89.8 90.9: 10.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 17 24 3 17 20 36 45:
Old : 76: 17 24 3 17 20 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 : 53.5 44.5 70.9 62.6 50.8 43.2 65.1 58.7
Old : 53.5 44.5 70.9 62.6 50.8 43.2 65.1 58.7
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 27, 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 : 62,789: 22,302 5,781 756 19,586 38,312 42,644 44,849: 20,145 17,940
Old : 62,789: 22,302 5,781 756 19,586 38,312 42,644 44,849: 20,145 17,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 2,680: -975 398 121 980 1,602 126 2,121: 2,554 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 9.2 1.2 31.2 61.0 67.9 71.4: 32.1 28.6
Old : 100.0: 35.5 9.2 1.2 31.2 61.0 67.9 71.4: 32.1 28.6
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 : 54: 15 9 3 18 14 34 25:
Old : 54: 15 9 3 18 14 34 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 40.1 44.5 54.8 31.2 36.9 42.2 50.7
Old : 31.2 40.1 44.5 54.8 31.2 36.9 42.2 50.7
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 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 16,823: 3,479 11,107 97 11,259 4,122 14,835 15,326: 1,988 1,497
Old : 16,823: 3,479 11,107 97 11,259 4,122 14,835 15,326: 1,988 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -676: 365 -89 0 -1,117 -690 -752 -779: 76 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 66.0 0.6 66.9 24.5 88.2 91.1: 11.8 8.9
Old : 100.0: 20.7 66.0 0.6 66.9 24.5 88.2 91.1: 11.8 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 : 21: 6 4 1 8 5 14 10:
Old : 21: 6 4 1 8 5 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 76.4 77.6 88.8 55.3 72.1 68.4 79.4
Old : 64.5 76.4 77.6 88.8 55.3 72.1 68.4 79.4
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 27, 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 : 16,093: 6,280 204 0 8,531 15,131 14,811 15,335: 1,282 758
Old : 16,093: 6,280 204 0 8,531 15,131 14,811 15,335: 1,282 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -77: -98 -140 0 -67 -125 -165 -265: 88 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 1.3 0.0 53.0 94.0 92.0 95.3: 8.0 4.7
Old : 100.0: 39.0 1.3 0.0 53.0 94.0 92.0 95.3: 8.0 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 : 21: 12 1 0 5 5 17 6:
Old : 21: 12 1 0 5 5 17 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 : 63.9 93.4 80.8 95.3 62.7 93.4 79.7 93.4
Old : 63.9 93.4 80.8 95.3 62.7 93.4 79.7 93.4
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 27, 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 : 27,098: 4,859 2,721 39 20,267 13,830 25,165 16,590: 1,933 10,508
Old : 27,098: 4,859 2,721 39 20,267 13,830 25,165 16,590: 1,933 10,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 672: 778 266 0 -333 -72 445 194: 227 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.0 0.1 74.8 51.0 92.9 61.2: 7.1 38.8
Old : 100.0: 17.9 10.0 0.1 74.8 51.0 92.9 61.2: 7.1 38.8
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 : 36: 9 3 2 15 17 25 21:
Old : 36: 9 3 2 15 17 25 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 : 53.7 32.7 68.2 50.8 53.7 28.1 66.5 40.6
Old : 53.7 32.7 68.2 50.8 53.7 28.1 66.5 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30,2008