MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 40,452: 3,162 1,758 5,382 25,799 22,269 34,342 29,409: 6,109 11,043
Old : 40,452: 3,162 1,758 5,382 25,799 22,269 34,342 29,409: 6,109 11,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 853: 120 307 -15 594 485 699 777: 153 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 4.3 13.3 63.8 55.1 84.9 72.7: 15.1 27.3
Old : 100.0: 7.8 4.3 13.3 63.8 55.1 84.9 72.7: 15.1 27.3
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 : 63: 18 9 16 28 30 55 46:
Old : 63: 18 9 16 28 30 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 27.2 51.0 37.8 35.2 20.5 48.4 30.6
Old : 35.5 27.2 51.0 37.8 35.2 20.5 48.4 30.6
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 22, 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 : 237,137: 41,440 50,276 53,198 118,389 94,406 213,028 197,880: 24,109 39,257
Old : 218,850: 36,601 59,672 42,979 117,674 78,992 197,255 181,644: 21,595 37,207
Other: 18,287: 14,514 278 544 715 15,414 15,773 16,236: 2,514 2,051
: : :
: : Changes in Commitments from: January 15, 2008 :
: -3,788: -450 -3,137 591 -2,921 1,434 -2,780 -1,113: -1,008 -2,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 21.2 22.4 49.9 39.8 89.8 83.4: 10.2 16.6
Old : 100.0: 16.7 27.3 19.6 53.8 36.1 90.1 83.0: 9.9 17.0
Other: 100.0: 79.4 1.5 3.0 3.9 84.3 86.3 88.8: 13.7 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 67 83 85 35 56 160 185:
Old : 240: 64 86 85 35 56 160 185:
Other: 67: 29 5 9 5 29 35 42:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 21.8 37.7 31.6 23.5 16.1 35.0 23.2
Old : 26.4 18.8 40.4 29.1 25.4 18.2 37.8 25.8
Other: 49.5 63.5 67.1 71.4 49.5 60.3 67.1 68.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 2,160: 72 579 332 1,088 709 1,492 1,620: 668 540
Old : 2,160: 72 579 332 1,088 709 1,492 1,620: 668 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -3: 8 18 -51 33 -2 -10 -35: 7 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 26.8 15.4 50.4 32.8 69.1 75.0: 30.9 25.0
Old : 100.0: 3.3 26.8 15.4 50.4 32.8 69.1 75.0: 30.9 25.0
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 : 21: 3 9 5 7 4 13 16:
Old : 21: 3 9 5 7 4 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 39.6 61.3 59.0 44.5 36.2 49.4 48.8
Old : 45.5 39.6 61.3 59.0 44.5 36.2 49.4 48.8
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 22, 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 : 282,759: 62,454 48,945 61,323 134,985 115,882 258,762 226,149: 23,997 56,610
Old : 282,759: 62,454 48,945 61,323 134,985 115,882 258,762 226,149: 23,997 56,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,199: 2,824 -1,072 -1,961 472 2,923 1,335 -110: -136 1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 17.3 21.7 47.7 41.0 91.5 80.0: 8.5 20.0
Old : 100.0: 22.1 17.3 21.7 47.7 41.0 91.5 80.0: 8.5 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 78 103 92 99 141 229 298:
Old : 352: 78 103 92 99 141 229 298:
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 : 23.4 12.2 36.9 20.1 23.1 10.6 35.2 16.3
Old : 23.4 12.2 36.9 20.1 23.1 10.6 35.2 16.3
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 22, 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 : 10,525: 4,173 4,584 1,077 3,425 2,099 8,675 7,760: 1,850 2,766
Old : 10,525: 4,173 4,584 1,077 3,425 2,099 8,675 7,760: 1,850 2,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 711: 217 -0 315 114 120 646 434: 66 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 43.5 10.2 32.5 19.9 82.4 73.7: 17.6 26.3
Old : 100.0: 39.6 43.5 10.2 32.5 19.9 82.4 73.7: 17.6 26.3
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 : 86: 25 29 11 16 26 49 58:
Old : 86: 25 29 11 16 26 49 58:
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 26.8 51.1 37.5 31.2 25.9 51.1 35.4
Old : 31.2 26.8 51.1 37.5 31.2 25.9 51.1 35.4
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 22, 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 : 43,015: 19,988 6,013 7,311 10,811 8,556 38,111 21,881: 4,904 21,134
Old : 43,015: 19,988 6,013 7,311 10,811 8,556 38,111 21,881: 4,904 21,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,035: 686 210 605 161 107 1,452 922: -418 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 14.0 17.0 25.1 19.9 88.6 50.9: 11.4 49.1
Old : 100.0: 46.5 14.0 17.0 25.1 19.9 88.6 50.9: 11.4 49.1
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 : 152: 41 33 32 46 57 104 108:
Old : 152: 41 33 32 46 57 104 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 7.0 38.9 12.6 23.5 5.2 37.0 8.8
Old : 24.6 7.0 38.9 12.6 23.5 5.2 37.0 8.8
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 22, 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 : 104,818: 27,494 17,008 10,230 35,778 54,584 73,503 81,823: 31,316 22,995
Old : 104,818: 27,494 17,008 10,230 35,778 54,584 73,503 81,823: 31,316 22,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 6,616: 1,865 1,821 752 4,673 1,486 7,290 4,059: -674 2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 16.2 9.8 34.1 52.1 70.1 78.1: 29.9 21.9
Old : 100.0: 26.2 16.2 9.8 34.1 52.1 70.1 78.1: 29.9 21.9
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 : 74: 22 17 13 28 23 56 47:
Old : 74: 22 17 13 28 23 56 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 : 19.5 30.7 31.8 45.9 17.3 27.3 28.8 38.2
Old : 19.5 30.7 31.8 45.9 17.3 27.3 28.8 38.2
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 22, 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 : 79,057: 28,663 13,466 3,680 21,014 53,644 53,357 70,789: 25,700 8,268
Old : 79,057: 28,663 13,466 3,680 21,014 53,644 53,357 70,789: 25,700 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 4,674: 3,451 -6,797 413 -984 13,270 2,880 6,886: 1,794 -2,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 17.0 4.7 26.6 67.9 67.5 89.5: 32.5 10.5
Old : 100.0: 36.3 17.0 4.7 26.6 67.9 67.5 89.5: 32.5 10.5
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 : 50: 23 9 4 12 13 36 25:
Old : 50: 23 9 4 12 13 36 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 : 29.3 50.9 42.0 67.0 29.2 50.0 39.4 64.4
Old : 29.3 50.9 42.0 67.0 29.2 50.0 39.4 64.4
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 with Delta-adjusted Options and Futures Combined, January 22, 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 : 81,705: 34,615 10,652 188 40,145 67,121 74,948 77,961: 6,757 3,744
Old : 81,705: 34,615 10,652 188 40,145 67,121 74,948 77,961: 6,757 3,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -503: -3,656 2,333 -61 2,219 -4,352 -1,498 -2,080: 995 1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 13.0 0.2 49.1 82.2 91.7 95.4: 8.3 4.6
Old : 100.0: 42.4 13.0 0.2 49.1 82.2 91.7 95.4: 8.3 4.6
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 : 82: 40 20 1 10 17 51 37:
Old : 82: 40 20 1 10 17 51 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 : 37.5 74.0 56.0 84.8 37.3 74.0 55.6 82.5
Old : 37.5 74.0 56.0 84.8 37.3 74.0 55.6 82.5
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 22, 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 : 111,927: 33,791 31,125 13,306 45,253 39,021 92,349 83,451: 19,578 28,476
Old : 111,927: 33,791 31,125 13,306 45,253 39,021 92,349 83,451: 19,578 28,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 11,131: -73 519 1,868 10,488 6,183 12,284 8,571: -1,152 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 27.8 11.9 40.4 34.9 82.5 74.6: 17.5 25.4
Old : 100.0: 30.2 27.8 11.9 40.4 34.9 82.5 74.6: 17.5 25.4
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 : 73: 16 31 12 19 20 42 56:
Old : 73: 16 31 12 19 20 42 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 22.9 46.0 36.4 26.5 14.2 38.2 23.7
Old : 28.1 22.9 46.0 36.4 26.5 14.2 38.2 23.7
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 22, 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 : 251,639: 63,773 27,765 27,427 121,243 174,341 212,443 229,534: 39,196 22,105
Old : 251,639: 63,773 27,765 27,427 121,243 174,341 212,443 229,534: 39,196 22,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -7,139: -1,605 -5,084 5,532 -11,557 -4,977 -7,630 -4,529: 491 -2,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.0 10.9 48.2 69.3 84.4 91.2: 15.6 8.8
Old : 100.0: 25.3 11.0 10.9 48.2 69.3 84.4 91.2: 15.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 42 25 19 29 29 78 66:
Old : 107: 42 25 19 29 29 78 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 47.2 49.0 64.6 26.5 42.8 35.6 49.2
Old : 35.8 47.2 49.0 64.6 26.5 42.8 35.6 49.2
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 22, 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 : 217,907: 63,926 38,007 23,992 71,042 108,172 158,959 170,171: 58,948 47,737
Old : 217,907: 63,926 38,007 23,992 71,042 108,172 158,959 170,171: 58,948 47,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 11,925: -16,737 4,587 3,676 21,991 -1,171 8,930 7,092: 2,995 4,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 17.4 11.0 32.6 49.6 72.9 78.1: 27.1 21.9
Old : 100.0: 29.3 17.4 11.0 32.6 49.6 72.9 78.1: 27.1 21.9
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 : 145: 49 48 27 35 35 98 96:
Old : 145: 49 48 27 35 35 98 96:
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 : 21.2 25.1 32.5 36.9 20.1 24.2 28.0 34.3
Old : 21.2 25.1 32.5 36.9 20.1 24.2 28.0 34.3
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 22, 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 : 21,818: 14,406 2,951 108 4,692 17,513 19,206 20,572: 2,612 1,246
Old : 21,818: 14,406 2,951 108 4,692 17,513 19,206 20,572: 2,612 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -649: -2,563 1,731 0 2,234 -3,007 -329 -1,276: -320 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 13.5 0.5 21.5 80.3 88.0 94.3: 12.0 5.7
Old : 100.0: 66.0 13.5 0.5 21.5 80.3 88.0 94.3: 12.0 5.7
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 : 37: 13 7 1 10 12 24 19:
Old : 37: 13 7 1 10 12 24 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 : 50.8 58.8 69.7 82.3 50.8 58.6 69.7 80.1
Old : 50.8 58.8 69.7 82.3 50.8 58.6 69.7 80.1
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 22, 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 :23,454,530: 1,374,258 490,658 10,365,859 10,205,559 10,915,896 21,945,675 21,772,413: 1,508,855 1,682,117
Old :23,454,530: 1,374,258 490,658 10,365,859 10,205,559 10,915,896 21,945,675 21,772,413: 1,508,855 1,682,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,819,436: 107,444 11,069 1,197,128 456,629 447,799 1,761,201 1,655,996: 58,235 163,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.1 44.2 43.5 46.5 93.6 92.8: 6.4 7.2
Old : 100.0: 5.9 2.1 44.2 43.5 46.5 93.6 92.8: 6.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 68 57 120 138 135 273 261:
Old : 286: 68 57 120 138 135 273 261:
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 : 24.4 21.2 35.3 31.8 9.9 6.9 12.5 11.4
Old : 24.4 21.2 35.3 31.8 9.9 6.9 12.5 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 776,346: 75,526 82,555 105,177 447,659 449,989 628,362 637,720: 147,984 138,626
Old : 776,346: 75,526 82,555 105,177 447,659 449,989 628,362 637,720: 147,984 138,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 68,275: 4,678 5,564 20,903 23,248 23,097 48,828 49,563: 19,446 18,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.6 13.5 57.7 58.0 80.9 82.1: 19.1 17.9
Old : 100.0: 9.7 10.6 13.5 57.7 58.0 80.9 82.1: 19.1 17.9
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 : 212: 61 40 62 86 62 170 141:
Old : 212: 61 40 62 86 62 170 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 23.8 23.9 34.1 15.4 23.8 22.3 32.6
Old : 16.5 23.8 23.9 34.1 15.4 23.8 22.3 32.6
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 22, 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 : 2,689,710: 525,696 473,690 172,878 1,513,528 1,718,909 2,212,101 2,365,477: 477,609 324,233
Old : 2,689,710: 525,696 473,690 172,878 1,513,528 1,718,909 2,212,101 2,365,477: 477,609 324,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 364,505: 99,353 -28,496 -7,169 134,383 257,212 226,567 221,547: 137,939 142,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.6 6.4 56.3 63.9 82.2 87.9: 17.8 12.1
Old : 100.0: 19.5 17.6 6.4 56.3 63.9 82.2 87.9: 17.8 12.1
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 : 368: 100 103 75 117 105 256 244:
Old : 368: 100 103 75 117 105 256 244:
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 : 18.8 20.7 28.6 31.3 14.0 19.1 23.5 28.7
Old : 18.8 20.7 28.6 31.3 14.0 19.1 23.5 28.7
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 22, 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 : 105,999: 14,820 36,377 57 80,276 65,201 95,153 101,635: 10,846 4,364
Old : 105,999: 14,820 36,377 57 80,276 65,201 95,153 101,635: 10,846 4,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 208: -226 229 -229 2,174 317 1,719 317: -1,511 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 34.3 0.1 75.7 61.5 89.8 95.9: 10.2 4.1
Old : 100.0: 14.0 34.3 0.1 75.7 61.5 89.8 95.9: 10.2 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 : 90: 12 18 1 44 29 57 47:
Old : 90: 12 18 1 44 29 57 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 : 24.2 39.6 43.3 65.5 23.9 39.4 41.8 64.2
Old : 24.2 39.6 43.3 65.5 23.9 39.4 41.8 64.2
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 22, 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 : 44,607: 9,977 12,291 68 26,251 26,172 36,296 38,531: 8,311 6,076
Old : 44,607: 9,977 12,291 68 26,251 26,172 36,296 38,531: 8,311 6,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 2,907: 3,972 -605 -73 -176 4,001 3,723 3,323: -816 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 27.6 0.2 58.8 58.7 81.4 86.4: 18.6 13.6
Old : 100.0: 22.4 27.6 0.2 58.8 58.7 81.4 86.4: 18.6 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 : 58: 12 12 1 24 18 36 31:
Old : 58: 12 12 1 24 18 36 31:
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 : 43.9 37.2 55.3 54.0 43.9 35.0 55.3 50.8
Old : 43.9 37.2 55.3 54.0 43.9 35.0 55.3 50.8
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 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 380,327: 110,450 140,909 13,574 189,125 169,010 313,149 323,494: 67,178 56,834
Old : 380,327: 110,450 140,909 13,574 189,125 169,010 313,149 323,494: 67,178 56,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 14,628: 21,975 -34,400 -4,227 -37,800 19,385 -20,051 -19,242: 34,679 33,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 37.0 3.6 49.7 44.4 82.3 85.1: 17.7 14.9
Old : 100.0: 29.0 37.0 3.6 49.7 44.4 82.3 85.1: 17.7 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 78 62 27 57 50 146 128:
Old : 231: 78 62 27 57 50 146 128:
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 : 21.5 22.7 35.6 36.4 19.0 22.6 30.2 33.8
Old : 21.5 22.7 35.6 36.4 19.0 22.6 30.2 33.8
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 22, 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 : 69,984: 23,715 18,235 650 19,825 37,258 44,190 56,143: 25,794 13,841
Old : 69,984: 23,715 18,235 650 19,825 37,258 44,190 56,143: 25,794 13,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -13,602: -16,808 2,982 -62 6,221 -20,882 -10,649 -17,963: -2,953 4,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 26.1 0.9 28.3 53.2 63.1 80.2: 36.9 19.8
Old : 100.0: 33.9 26.1 0.9 28.3 53.2 63.1 80.2: 36.9 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 18 14 2 9 11 28 26:
Old : 48: 18 14 2 9 11 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 44.4 41.0 61.7 24.3 44.4 37.4 59.1
Old : 27.3 44.4 41.0 61.7 24.3 44.4 37.4 59.1
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 22, 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 : 43,255: 1,293 14,924 955 26,875 23,028 29,123 38,907: 14,132 4,348
Old : 43,255: 1,293 14,924 955 26,875 23,028 29,123 38,907: 14,132 4,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,564: -171 325 152 33 618 14 1,094: 1,550 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 34.5 2.2 62.1 53.2 67.3 89.9: 32.7 10.1
Old : 100.0: 3.0 34.5 2.2 62.1 53.2 67.3 89.9: 32.7 10.1
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 : 62: 2 22 3 19 26 24 48:
Old : 62: 2 22 3 19 26 24 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 : 50.6 24.5 58.1 40.8 47.6 23.4 55.2 39.2
Old : 50.6 24.5 58.1 40.8 47.6 23.4 55.2 39.2
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 22, 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 : 667,534: 68,677 251,726 21,881 553,048 342,921 643,605 616,529: 23,929 51,006
Old : 667,534: 68,677 251,726 21,881 553,048 342,921 643,605 616,529: 23,929 51,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -7,131: 1,433 -11,093 3,210 -13,197 20,748 -8,554 12,865: 1,423 -19,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 37.7 3.3 82.8 51.4 96.4 92.4: 3.6 7.6
Old : 100.0: 10.3 37.7 3.3 82.8 51.4 96.4 92.4: 3.6 7.6
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 : 293: 54 121 48 63 81 136 231:
Old : 293: 54 121 48 63 81 136 231:
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 : 57.3 21.0 72.2 28.6 55.6 20.9 69.5 28.3
Old : 57.3 21.0 72.2 28.6 55.6 20.9 69.5 28.3
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 22, 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 : 76,312: 11,855 36,121 1,060 49,688 30,771 62,603 67,952: 13,709 8,360
Old : 76,312: 11,855 36,121 1,060 49,688 30,771 62,603 67,952: 13,709 8,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 7,627: -477 2,456 827 5,811 5,636 6,161 8,919: 1,467 -1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 47.3 1.4 65.1 40.3 82.0 89.0: 18.0 11.0
Old : 100.0: 15.5 47.3 1.4 65.1 40.3 82.0 89.0: 18.0 11.0
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 : 82: 18 27 7 15 24 38 53:
Old : 82: 18 27 7 15 24 38 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 : 45.3 40.7 63.9 54.3 45.3 40.7 62.1 54.1
Old : 45.3 40.7 63.9 54.3 45.3 40.7 62.1 54.1
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 22, 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 : 74,089: 18,674 2,488 82 28,232 55,359 46,988 57,929: 27,101 16,160
Old : 74,089: 18,674 2,488 82 28,232 55,359 46,988 57,929: 27,101 16,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 9,487: 4,908 -5,753 -22 5,062 11,521 9,948 5,746: -461 3,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.4 0.1 38.1 74.7 63.4 78.2: 36.6 21.8
Old : 100.0: 25.2 3.4 0.1 38.1 74.7 63.4 78.2: 36.6 21.8
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 : 58: 22 6 2 18 17 40 25:
Old : 58: 22 6 2 18 17 40 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 : 27.4 50.4 41.4 66.3 24.0 50.4 36.4 63.7
Old : 27.4 50.4 41.4 66.3 24.0 50.4 36.4 63.7
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 with Delta-adjusted Options and Futures Combined, January 22, 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 : 13,213: 3,017 8,470 78 7,646 3,692 10,741 12,240: 2,472 973
Old : 13,213: 3,017 8,470 78 7,646 3,692 10,741 12,240: 2,472 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,436: -532 1,341 -143 2,193 52 1,518 1,250: -82 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 64.1 0.6 57.9 27.9 81.3 92.6: 18.7 7.4
Old : 100.0: 22.8 64.1 0.6 57.9 27.9 81.3 92.6: 18.7 7.4
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: 6 5 2 4 6 11 12:
Old : 20: 6 5 2 4 6 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 : 67.1 69.9 77.8 85.2 58.0 66.9 68.7 78.5
Old : 67.1 69.9 77.8 85.2 58.0 66.9 68.7 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 21,093: 5,360 355 0 14,172 20,276 19,532 20,631: 1,561 462
Old : 21,093: 5,360 355 0 14,172 20,276 19,532 20,631: 1,561 462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -1,533: -322 -470 0 122 75 -200 -395: -1,333 -1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 1.7 0.0 67.2 96.1 92.6 97.8: 7.4 2.2
Old : 100.0: 25.4 1.7 0.0 67.2 96.1 92.6 97.8: 7.4 2.2
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 : 20: 8 2 0 7 5 15 7:
Old : 20: 8 2 0 7 5 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 95.9 86.0 97.8 69.3 95.9 85.2 96.6
Old : 70.0 95.9 86.0 97.8 69.3 95.9 85.2 96.6
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 22, 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 : 31,853: 8,897 3,715 1,947 13,086 11,507 23,930 17,169: 7,923 14,684
Old : 31,853: 8,897 3,715 1,947 13,086 11,507 23,930 17,169: 7,923 14,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 4,385: 3,667 -170 -1,397 -308 457 1,962 -1,110: 2,423 5,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 11.7 6.1 41.1 36.1 75.1 53.9: 24.9 46.1
Old : 100.0: 27.9 11.7 6.1 41.1 36.1 75.1 53.9: 24.9 46.1
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 : 37: 8 4 5 16 18 26 25:
Old : 37: 8 4 5 16 18 26 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 : 38.2 24.8 53.9 39.9 36.7 21.4 50.5 33.3
Old : 38.2 24.8 53.9 39.9 36.7 21.4 50.5 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2008