MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 37,263: 2,452 1,523 5,657 23,552 19,249 31,661 26,429: 5,602 10,834
Old : 37,263: 2,452 1,523 5,657 23,552 19,249 31,661 26,429: 5,602 10,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -3,253: 110 -290 -398 -2,407 -3,498 -2,694 -4,186: -559 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.1 15.2 63.2 51.7 85.0 70.9: 15.0 29.1
Old : 100.0: 6.6 4.1 15.2 63.2 51.7 85.0 70.9: 15.0 29.1
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 : 59: 17 7 11 26 28 47 42:
Old : 59: 17 7 11 26 28 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 24.1 50.7 36.0 36.7 21.6 49.4 31.3
Old : 37.0 24.1 50.7 36.0 36.7 21.6 49.4 31.3
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 234,344: 44,723 49,506 55,512 111,072 89,937 211,306 194,955: 23,038 39,389
Old : 220,841: 41,912 57,862 46,524 110,888 78,644 199,325 183,031: 21,516 37,810
Other: 13,503: 11,499 333 298 184 11,293 11,982 11,924: 1,522 1,579
: : :
: : Changes in Commitments from: December 31, 2007 :
: 4,405: 756 403 -5,084 4,127 6,517 -202 1,835: 4,606 2,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.1 23.7 47.4 38.4 90.2 83.2: 9.8 16.8
Old : 100.0: 19.0 26.2 21.1 50.2 35.6 90.3 82.9: 9.7 17.1
Other: 100.0: 85.2 2.5 2.2 1.4 83.6 88.7 88.3: 11.3 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 60 94 81 40 56 159 185:
Old : 238: 59 98 81 40 56 159 185:
Other: 62: 24 7 7 6 27 33 38:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 19.3 35.1 28.6 21.4 13.3 31.8 20.5
Old : 24.6 16.7 37.1 26.4 22.7 15.2 33.6 22.8
Other: 58.6 66.2 77.9 75.0 58.6 65.7 77.9 74.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 2,134: 66 513 530 979 613 1,575 1,656: 558 478
Old : 2,134: 66 513 530 979 613 1,575 1,656: 558 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 24.0 24.8 45.9 28.7 73.8 77.6: 26.2 22.4
Old : 100.0: 3.1 24.0 24.8 45.9 28.7 73.8 77.6: 26.2 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 8 5 6 4 12 15:
Old : 20: 3 8 5 6 4 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 48.1 69.1 66.3 43.6 35.7 48.0 47.1
Old : 45.6 48.1 69.1 66.3 43.6 35.7 48.0 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 264,584: 59,316 47,395 55,455 126,545 107,318 241,316 210,167: 23,268 54,416
Old : 264,584: 59,316 47,395 55,455 126,545 107,318 241,316 210,167: 23,268 54,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 4,110: -3,001 484 3,162 576 -217 737 3,429: 3,372 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 17.9 21.0 47.8 40.6 91.2 79.4: 8.8 20.6
Old : 100.0: 22.4 17.9 21.0 47.8 40.6 91.2 79.4: 8.8 20.6
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 : 331: 75 103 93 87 128 211 284:
Old : 331: 75 103 93 87 128 211 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 11.8 36.3 18.6 24.1 10.9 36.1 16.2
Old : 24.1 11.8 36.3 18.6 24.1 10.9 36.1 16.2
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 9,466: 4,241 4,724 504 3,080 2,104 7,825 7,331: 1,641 2,134
Old : 9,466: 4,241 4,724 504 3,080 2,104 7,825 7,331: 1,641 2,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -176: 123 21 -200 95 80 18 -99: -194 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 49.9 5.3 32.5 22.2 82.7 77.5: 17.3 22.5
Old : 100.0: 44.8 49.9 5.3 32.5 22.2 82.7 77.5: 17.3 22.5
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 : 78: 21 27 9 16 22 44 53:
Old : 78: 21 27 9 16 22 44 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 28.3 54.3 39.4 34.2 28.3 54.3 39.4
Old : 34.2 28.3 54.3 39.4 34.2 28.3 54.3 39.4
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 with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 38,702: 19,780 5,690 6,377 7,941 7,318 34,098 19,385: 4,604 19,317
Old : 38,702: 19,780 5,690 6,377 7,941 7,318 34,098 19,385: 4,604 19,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 2,622: 2,032 892 512 -432 -1,017 2,113 387: 509 2,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 14.7 16.5 20.5 18.9 88.1 50.1: 11.9 49.9
Old : 100.0: 51.1 14.7 16.5 20.5 18.9 88.1 50.1: 11.9 49.9
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 : 140: 37 33 31 34 48 92 98:
Old : 140: 37 33 31 34 48 92 98:
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 : 26.3 7.7 41.3 13.7 25.6 6.6 39.9 10.3
Old : 26.3 7.7 41.3 13.7 25.6 6.6 39.9 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 97,099: 34,162 15,334 7,695 22,699 54,253 64,556 77,282: 32,543 19,817
Old : 97,099: 34,162 15,334 7,695 22,699 54,253 64,556 77,282: 32,543 19,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -6,287: -5,106 3,648 -3,926 -252 -7,241 -9,284 -7,519: 2,997 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 15.8 7.9 23.4 55.9 66.5 79.6: 33.5 20.4
Old : 100.0: 35.2 15.8 7.9 23.4 55.9 66.5 79.6: 33.5 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 18 12 10 21 21 45 38:
Old : 60: 18 12 10 21 21 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 35.7 36.0 51.7 20.5 34.5 32.7 45.4
Old : 22.0 35.7 36.0 51.7 20.5 34.5 32.7 45.4
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 67,533: 21,026 23,581 2,383 22,377 33,099 45,786 59,062: 21,747 8,470
Old : 67,533: 21,026 23,581 2,383 22,377 33,099 45,786 59,062: 21,747 8,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 110: 2,194 451 -363 -5,671 886 -3,840 975: 3,949 -865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 34.9 3.5 33.1 49.0 67.8 87.5: 32.2 12.5
Old : 100.0: 31.1 34.9 3.5 33.1 49.0 67.8 87.5: 32.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 13 3 11 11 31 25:
Old : 49: 18 13 3 11 11 31 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 : 33.4 39.3 45.0 56.4 33.3 38.5 42.8 55.7
Old : 33.4 39.3 45.0 56.4 33.3 38.5 42.8 55.7
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 93,542: 62,120 6,254 248 24,805 85,065 87,173 91,567: 6,369 1,975
Old : 93,542: 62,120 6,254 248 24,805 85,065 87,173 91,567: 6,369 1,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 7,777: -73 351 0 8,413 7,962 8,340 8,313: -563 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 6.7 0.3 26.5 90.9 93.2 97.9: 6.8 2.1
Old : 100.0: 66.4 6.7 0.3 26.5 90.9 93.2 97.9: 6.8 2.1
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 : 87: 49 15 2 10 17 60 33:
Old : 87: 49 15 2 10 17 60 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 76.3 55.1 89.4 36.0 76.3 54.7 86.1
Old : 36.1 76.3 55.1 89.4 36.0 76.3 54.7 86.1
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 100,622: 31,403 32,346 8,784 41,380 35,021 81,567 76,151: 19,055 24,471
Old : 100,622: 31,403 32,346 8,784 41,380 35,021 81,567 76,151: 19,055 24,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 7,267: 1,882 2,559 -1,468 4,114 4,229 4,528 5,320: 2,740 1,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 32.1 8.7 41.1 34.8 81.1 75.7: 18.9 24.3
Old : 100.0: 31.2 32.1 8.7 41.1 34.8 81.1 75.7: 18.9 24.3
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: 17 29 10 21 17 43 51:
Old : 74: 17 29 10 21 17 43 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 : 38.0 23.0 53.7 36.7 37.4 16.5 43.3 27.6
Old : 38.0 23.0 53.7 36.7 37.4 16.5 43.3 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 239,747: 62,001 28,857 17,563 125,368 171,448 204,932 217,869: 34,814 21,878
Old : 239,747: 62,001 28,857 17,563 125,368 171,448 204,932 217,869: 34,814 21,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 14,494: 20,251 -15,976 -578 -9,148 30,597 10,525 14,042: 3,969 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 12.0 7.3 52.3 71.5 85.5 90.9: 14.5 9.1
Old : 100.0: 25.9 12.0 7.3 52.3 71.5 85.5 90.9: 14.5 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 : 105: 34 27 14 33 30 76 62:
Old : 105: 34 27 14 33 30 76 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 48.7 47.6 64.8 27.1 44.2 37.1 53.3
Old : 36.2 48.7 47.6 64.8 27.1 44.2 37.1 53.3
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 203,937: 83,933 30,535 18,292 47,095 115,189 149,321 164,016: 54,617 39,921
Old : 203,937: 83,933 30,535 18,292 47,095 115,189 149,321 164,016: 54,617 39,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 4,668: 12,485 -2,667 -3,447 -9,302 14,186 -264 8,072: 4,932 -3,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 15.0 9.0 23.1 56.5 73.2 80.4: 26.8 19.6
Old : 100.0: 41.2 15.0 9.0 23.1 56.5 73.2 80.4: 26.8 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: 53 34 24 36 36 101 82:
Old : 137: 53 34 24 36 36 101 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 28.4 32.1 40.4 20.4 27.1 28.7 38.9
Old : 20.9 28.4 32.1 40.4 20.4 27.1 28.7 38.9
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 21,286: 14,848 1,345 57 3,471 19,013 18,376 20,415: 2,910 871
Old : 21,286: 14,848 1,345 57 3,471 19,013 18,376 20,415: 2,910 871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -58: -1,389 -927 0 652 558 -737 -369: 679 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 6.3 0.3 16.3 89.3 86.3 95.9: 13.7 4.1
Old : 100.0: 69.8 6.3 0.3 16.3 89.3 86.3 95.9: 13.7 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 : 36: 15 4 1 8 12 23 17:
Old : 36: 15 4 1 8 12 23 17:
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 58.6 69.9 82.1 53.5 58.4 69.9 80.5
Old : 53.5 58.6 69.9 82.1 53.5 58.4 69.9 80.5
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 with Delta-adjusted Options and Futures Combined, January 8, 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 :19,876,782: 1,240,012 396,544 8,363,391 8,948,986 9,775,124 18,552,389 18,535,058: 1,324,393 1,341,724
Old :19,876,782: 1,240,012 396,544 8,363,391 8,948,986 9,775,124 18,552,389 18,535,058: 1,324,393 1,341,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,675,620: 176,139 -22,039 1,041,102 451,983 572,593 1,669,224 1,591,656: 6,396 83,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.0 42.1 45.0 49.2 93.3 93.2: 6.7 6.8
Old : 100.0: 6.2 2.0 42.1 45.0 49.2 93.3 93.2: 6.7 6.8
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 : 266: 67 46 106 133 131 255 241:
Old : 266: 67 46 106 133 131 255 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 21.0 36.7 32.4 13.0 8.6 16.0 14.0
Old : 25.3 21.0 36.7 32.4 13.0 8.6 16.0 14.0
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 690,287: 63,562 73,222 80,549 409,882 418,974 553,994 572,745: 136,293 117,542
Old : 690,287: 63,562 73,222 80,549 409,882 418,974 553,994 572,745: 136,293 117,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 83,055: 11,031 9,263 30,771 27,994 23,771 69,796 63,806: 13,259 19,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 10.6 11.7 59.4 60.7 80.3 83.0: 19.7 17.0
Old : 100.0: 9.2 10.6 11.7 59.4 60.7 80.3 83.0: 19.7 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 62 40 65 84 63 170 144:
Old : 211: 62 40 65 84 63 170 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 25.8 24.8 35.5 16.1 25.8 22.8 35.5
Old : 17.0 25.8 24.8 35.5 16.1 25.8 22.8 35.5
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 2,144,347: 410,941 518,523 137,733 1,289,270 1,293,866 1,837,945 1,950,122: 306,402 194,225
Old : 2,144,347: 410,941 518,523 137,733 1,289,270 1,293,866 1,837,945 1,950,122: 306,402 194,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 321,589: 58,035 100,117 53,657 116,168 119,024 227,859 272,798: 93,729 48,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 24.2 6.4 60.1 60.3 85.7 90.9: 14.3 9.1
Old : 100.0: 19.2 24.2 6.4 60.1 60.3 85.7 90.9: 14.3 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 : 345: 89 100 67 111 100 234 233:
Old : 345: 89 100 67 111 100 234 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 17.0 30.0 28.5 15.2 13.2 24.7 24.5
Old : 18.6 17.0 30.0 28.5 15.2 13.2 24.7 24.5
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 101,959: 12,647 31,258 48 74,432 67,133 87,127 98,439: 14,832 3,520
Old : 101,959: 12,647 31,258 48 74,432 67,133 87,127 98,439: 14,832 3,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 578: 1,635 4,126 48 -96 -3,898 1,587 276: -1,009 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 30.7 0.0 73.0 65.8 85.5 96.5: 14.5 3.5
Old : 100.0: 12.4 30.7 0.0 73.0 65.8 85.5 96.5: 14.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 11 18 1 39 29 51 47:
Old : 86: 11 18 1 39 29 51 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 41.4 43.9 66.3 24.7 40.7 42.1 62.3
Old : 25.8 41.4 43.9 66.3 24.7 40.7 42.1 62.3
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 39,399: 4,937 10,364 501 24,265 22,233 29,703 33,098: 9,696 6,301
Old : 39,399: 4,937 10,364 501 24,265 22,233 29,703 33,098: 9,696 6,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,217: -109 489 433 -39 -488 285 434: 932 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 26.3 1.3 61.6 56.4 75.4 84.0: 24.6 16.0
Old : 100.0: 12.5 26.3 1.3 61.6 56.4 75.4 84.0: 24.6 16.0
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 : 55: 10 12 3 22 19 33 33:
Old : 55: 10 12 3 22 19 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 35.7 52.0 53.2 41.1 34.1 51.2 51.5
Old : 41.1 35.7 52.0 53.2 41.1 34.1 51.2 51.5
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 340,436: 117,035 164,220 12,301 171,939 143,872 301,275 320,393: 39,161 20,043
Old : 340,436: 117,035 164,220 12,301 171,939 143,872 301,275 320,393: 39,161 20,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 53,759: 29,552 25,468 3,274 10,196 17,421 43,023 46,164: 10,736 7,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 48.2 3.6 50.5 42.3 88.5 94.1: 11.5 5.9
Old : 100.0: 34.4 48.2 3.6 50.5 42.3 88.5 94.1: 11.5 5.9
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 : 244: 93 61 25 56 49 159 125:
Old : 244: 93 61 25 56 49 159 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 31.4 33.0 45.6 18.8 30.9 29.2 43.1
Old : 20.4 31.4 33.0 45.6 18.8 30.9 29.2 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 80,047: 35,855 12,551 1,011 12,975 54,680 49,840 68,242: 30,206 11,805
Old : 80,047: 35,855 12,551 1,011 12,975 54,680 49,840 68,242: 30,206 11,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 18,025: 9,032 3,674 423 35 10,662 9,490 14,758: 8,536 3,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 15.7 1.3 16.2 68.3 62.3 85.3: 37.7 14.7
Old : 100.0: 44.8 15.7 1.3 16.2 68.3 62.3 85.3: 37.7 14.7
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 : 53: 24 10 3 8 14 32 27:
Old : 53: 24 10 3 8 14 32 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 : 23.0 47.9 36.8 66.8 23.0 47.9 36.2 66.5
Old : 23.0 47.9 36.8 66.8 23.0 47.9 36.2 66.5
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 40,958: 1,412 15,102 755 26,938 21,171 29,106 37,028: 11,852 3,930
Old : 40,958: 1,412 15,102 755 26,938 21,171 29,106 37,028: 11,852 3,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 3,467: 19 2,020 278 1,791 1,675 2,089 3,974: 1,378 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 36.9 1.8 65.8 51.7 71.1 90.4: 28.9 9.6
Old : 100.0: 3.4 36.9 1.8 65.8 51.7 71.1 90.4: 28.9 9.6
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 : 63: 3 22 3 20 25 25 48:
Old : 63: 3 22 3 20 25 25 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 25.3 60.4 43.1 44.5 24.8 52.7 40.4
Old : 49.6 25.3 60.4 43.1 44.5 24.8 52.7 40.4
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 652,915: 68,058 275,967 15,704 546,775 299,636 630,536 591,307: 22,379 61,608
Old : 652,915: 68,058 275,967 15,704 546,775 299,636 630,536 591,307: 22,379 61,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 52,946: 9,940 22,048 4,171 33,386 21,145 47,497 47,364: 5,449 5,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 42.3 2.4 83.7 45.9 96.6 90.6: 3.4 9.4
Old : 100.0: 10.4 42.3 2.4 83.7 45.9 96.6 90.6: 3.4 9.4
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 : 294: 61 121 61 60 80 141 242:
Old : 294: 61 121 61 60 80 141 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 20.7 73.1 28.4 57.2 20.5 70.7 28.2
Old : 58.6 20.7 73.1 28.4 57.2 20.5 70.7 28.2
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 67,510: 12,360 35,169 328 43,636 22,862 56,324 58,359: 11,186 9,152
Old : 67,510: 12,360 35,169 328 43,636 22,862 56,324 58,359: 11,186 9,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 3,560: -944 -1,849 245 1,948 2,541 1,249 938: 2,311 2,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 52.1 0.5 64.6 33.9 83.4 86.4: 16.6 13.6
Old : 100.0: 18.3 52.1 0.5 64.6 33.9 83.4 86.4: 16.6 13.6
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 : 66: 17 17 5 15 19 34 39:
Old : 66: 17 17 5 15 19 34 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 : 43.2 50.3 62.9 62.6 43.2 50.3 62.4 62.6
Old : 43.2 50.3 62.9 62.6 43.2 50.3 62.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 58,270: 15,708 3,964 73 21,163 39,610 36,944 43,647: 21,326 14,623
Old : 58,270: 15,708 3,964 73 21,163 39,610 36,944 43,647: 21,326 14,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 6,953: -1,930 -71 -117 5,030 2,063 2,983 1,875: 3,970 5,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.8 0.1 36.3 68.0 63.4 74.9: 36.6 25.1
Old : 100.0: 27.0 6.8 0.1 36.3 68.0 63.4 74.9: 36.6 25.1
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: 12 3 2 15 14 27 19:
Old : 42: 12 3 2 15 14 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 55.1 48.4 66.7 35.1 55.1 45.2 65.5
Old : 38.3 55.1 48.4 66.7 35.1 55.1 45.2 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 11,777: 3,549 7,129 221 5,453 3,640 9,223 10,990: 2,554 787
Old : 11,777: 3,549 7,129 221 5,453 3,640 9,223 10,990: 2,554 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 60.5 1.9 46.3 30.9 78.3 93.3: 21.7 6.7
Old : 100.0: 30.1 60.5 1.9 46.3 30.9 78.3 93.3: 21.7 6.7
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 : 20: 6 6 2 4 5 11 12:
Old : 20: 6 6 2 4 5 11 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 : 61.2 71.0 73.8 84.7 48.6 62.4 60.6 74.7
Old : 61.2 71.0 73.8 84.7 48.6 62.4 60.6 74.7
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 23,257: 6,497 3,531 1,977 11,491 9,978 19,965 15,486: 3,292 7,771
Old : 23,257: 6,497 3,531 1,977 11,491 9,978 19,965 15,486: 3,292 7,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -204: -80 50 0 -431 -522 -511 -472: 307 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 15.2 8.5 49.4 42.9 85.8 66.6: 14.2 33.4
Old : 100.0: 27.9 15.2 8.5 49.4 42.9 85.8 66.6: 14.2 33.4
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 : 34: 8 3 6 15 19 24 27:
Old : 34: 8 3 6 15 19 24 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 : 53.1 31.2 65.3 48.8 46.7 28.6 57.2 42.3
Old : 53.1 31.2 65.3 48.8 46.7 28.6 57.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2008