MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 37,477: 2,861 1,821 4,885 23,078 20,591 30,824 27,297: 6,654 10,180
Old : 37,477: 2,861 1,821 4,885 23,078 20,591 30,824 27,297: 6,654 10,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -3,945: -389 50 -698 -2,640 -2,214 -3,728 -2,863: -218 -1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 4.9 13.0 61.6 54.9 82.2 72.8: 17.8 27.2
Old : 100.0: 7.6 4.9 13.0 61.6 54.9 82.2 72.8: 17.8 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 15 14 17 24 27 52 45:
Old : 62: 15 14 17 24 27 52 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 26.3 50.9 39.3 35.4 20.7 49.2 32.8
Old : 35.6 26.3 50.9 39.3 35.4 20.7 49.2 32.8
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, February 5, 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 : 253,699: 53,130 53,293 59,733 117,782 102,116 230,646 215,142: 23,054 38,557
Old : 226,066: 44,017 62,732 48,423 113,569 80,097 206,009 191,252: 20,057 34,814
Other: 27,633: 19,721 1,169 703 4,213 22,019 24,637 23,891: 2,997 3,743
: : :
: : Changes in Commitments from: January 29, 2008 :
: 15,256: 6,709 2,119 5,053 3,582 6,055 15,344 13,227: -88 2,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 21.0 23.5 46.4 40.3 90.9 84.8: 9.1 15.2
Old : 100.0: 19.5 27.7 21.4 50.2 35.4 91.1 84.6: 8.9 15.4
Other: 100.0: 71.4 4.2 2.5 15.2 79.7 89.2 86.5: 10.8 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 69 90 87 37 49 173 177:
Old : 241: 65 94 85 37 49 171 176:
Other: 74: 29 11 11 8 29 42 46:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 20.7 37.7 31.8 22.6 14.8 34.3 22.0
Old : 25.1 17.6 37.9 28.9 24.6 16.0 35.7 23.6
Other: 58.4 53.5 74.0 66.5 49.4 39.2 62.5 52.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 296,418: 71,652 53,904 62,040 138,734 123,443 272,426 239,387: 23,992 57,032
Old : 296,418: 71,652 53,904 62,040 138,734 123,443 272,426 239,387: 23,992 57,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 3,297: 6,461 3,591 -5,375 1,129 4,337 2,214 2,553: 1,082 744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 18.2 20.9 46.8 41.6 91.9 80.8: 8.1 19.2
Old : 100.0: 24.2 18.2 20.9 46.8 41.6 91.9 80.8: 8.1 19.2
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 : 345: 83 95 86 87 136 216 285:
Old : 345: 83 95 86 87 136 216 285:
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 13.0 37.0 21.1 23.2 11.8 35.7 16.9
Old : 23.4 13.0 37.0 21.1 23.2 11.8 35.7 16.9
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, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 13,801: 4,570 4,469 3,044 3,898 3,373 11,512 10,886: 2,289 2,914
Old : 13,801: 4,570 4,469 3,044 3,898 3,373 11,512 10,886: 2,289 2,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,512: 335 -29 1,358 491 947 2,184 2,276: 328 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 32.4 22.1 28.2 24.4 83.4 78.9: 16.6 21.1
Old : 100.0: 33.1 32.4 22.1 28.2 24.4 83.4 78.9: 16.6 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 27 32 20 21 29 64 71:
Old : 100: 27 32 20 21 29 64 71:
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 22.9 44.9 34.0 26.3 19.3 42.8 27.2
Old : 26.3 22.9 44.9 34.0 26.3 19.3 42.8 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 43,939: 21,261 6,807 8,005 9,596 9,564 38,862 24,376: 5,077 19,563
Old : 43,939: 21,261 6,807 8,005 9,596 9,564 38,862 24,376: 5,077 19,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,106: 351 105 -372 -886 397 -907 130: -199 -1,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 15.5 18.2 21.8 21.8 88.4 55.5: 11.6 44.5
Old : 100.0: 48.4 15.5 18.2 21.8 21.8 88.4 55.5: 11.6 44.5
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 : 156: 40 39 38 45 55 109 113:
Old : 156: 40 39 38 45 55 109 113:
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 : 24.7 7.6 38.5 14.0 23.0 6.6 36.1 11.0
Old : 24.7 7.6 38.5 14.0 23.0 6.6 36.1 11.0
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, February 5, 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 : 114,374: 34,772 20,550 10,133 37,552 64,095 82,457 94,778: 31,917 19,596
Old : 114,374: 34,772 20,550 10,133 37,552 64,095 82,457 94,778: 31,917 19,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 3,983: 5,059 -1,426 318 -1,689 7,638 3,688 6,529: 294 -2,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.0 8.9 32.8 56.0 72.1 82.9: 27.9 17.1
Old : 100.0: 30.4 18.0 8.9 32.8 56.0 72.1 82.9: 27.9 17.1
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 : 79: 24 18 11 27 27 57 50:
Old : 79: 24 18 11 27 27 57 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 31.9 34.4 50.0 17.9 28.6 29.1 41.1
Old : 20.5 31.9 34.4 50.0 17.9 28.6 29.1 41.1
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, February 5, 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 : 72,201: 22,314 19,468 4,025 21,865 38,335 48,204 61,828: 23,997 10,373
Old : 72,201: 22,314 19,468 4,025 21,865 38,335 48,204 61,828: 23,997 10,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -6,337: -5,968 240 185 -450 -6,958 -6,233 -6,532: -104 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 27.0 5.6 30.3 53.1 66.8 85.6: 33.2 14.4
Old : 100.0: 30.9 27.0 5.6 30.3 53.1 66.8 85.6: 33.2 14.4
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 : 50: 22 10 3 12 14 35 26:
Old : 50: 22 10 3 12 14 35 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 : 31.2 43.3 41.4 60.7 30.2 39.8 37.6 55.3
Old : 31.2 43.3 41.4 60.7 30.2 39.8 37.6 55.3
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, February 5, 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 : 121,125: 79,122 7,059 1,041 33,096 109,270 113,259 117,370: 7,866 3,755
Old : 121,125: 79,122 7,059 1,041 33,096 109,270 113,259 117,370: 7,866 3,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 36,756: 27,931 -2,346 889 6,368 36,588 35,188 35,131: 1,568 1,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 5.8 0.9 27.3 90.2 93.5 96.9: 6.5 3.1
Old : 100.0: 65.3 5.8 0.9 27.3 90.2 93.5 96.9: 6.5 3.1
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 : 100: 57 19 3 9 19 67 40:
Old : 100: 57 19 3 9 19 67 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 73.2 61.4 83.6 37.5 59.2 49.9 67.7
Old : 44.5 73.2 61.4 83.6 37.5 59.2 49.9 67.7
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, February 5, 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 : 116,080: 31,597 37,252 14,934 51,049 37,283 97,580 89,469: 18,500 26,611
Old : 116,080: 31,597 37,252 14,934 51,049 37,283 97,580 89,469: 18,500 26,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 3,419: -8,264 5,155 2,162 8,129 -6,172 2,028 1,145: 1,391 2,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 32.1 12.9 44.0 32.1 84.1 77.1: 15.9 22.9
Old : 100.0: 27.2 32.1 12.9 44.0 32.1 84.1 77.1: 15.9 22.9
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 : 77: 18 30 14 22 18 49 53:
Old : 77: 18 30 14 22 18 49 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 : 29.4 24.1 44.7 38.1 26.5 14.1 36.0 24.5
Old : 29.4 24.1 44.7 38.1 26.5 14.1 36.0 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 283,689: 77,034 28,115 28,797 139,420 203,793 245,250 260,705: 38,439 22,984
Old : 283,689: 77,034 28,115 28,797 139,420 203,793 245,250 260,705: 38,439 22,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 20,783: 3,556 2,961 2,095 13,825 14,646 19,476 19,702: 1,307 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 9.9 10.2 49.1 71.8 86.5 91.9: 13.5 8.1
Old : 100.0: 27.2 9.9 10.2 49.1 71.8 86.5 91.9: 13.5 8.1
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 : 116: 47 25 18 31 28 85 64:
Old : 116: 47 25 18 31 28 85 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 46.4 46.6 62.5 23.4 42.2 33.1 50.0
Old : 34.0 46.4 46.6 62.5 23.4 42.2 33.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 237,690: 58,022 42,209 29,008 94,886 120,361 181,917 191,579: 55,773 46,111
Old : 237,690: 58,022 42,209 29,008 94,886 120,361 181,917 191,579: 55,773 46,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 15,089: -2,831 7,828 2,180 9,912 -388 9,261 9,620: 5,828 5,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 17.8 12.2 39.9 50.6 76.5 80.6: 23.5 19.4
Old : 100.0: 24.4 17.8 12.2 39.9 50.6 76.5 80.6: 23.5 19.4
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 : 142: 47 44 32 36 37 100 97:
Old : 142: 47 44 32 36 37 100 97:
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 : 27.5 27.8 40.7 38.8 25.9 25.6 33.3 34.4
Old : 27.5 27.8 40.7 38.8 25.9 25.6 33.3 34.4
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, February 5, 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 : 23,061: 16,150 1,361 87 3,859 20,565 20,096 22,013: 2,965 1,048
Old : 23,061: 16,150 1,361 87 3,859 20,565 20,096 22,013: 2,965 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,207: 2,721 -1,346 0 -920 3,617 1,801 2,271: 406 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 5.9 0.4 16.7 89.2 87.1 95.5: 12.9 4.5
Old : 100.0: 70.0 5.9 0.4 16.7 89.2 87.1 95.5: 12.9 4.5
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 : 39: 16 4 1 8 15 24 20:
Old : 39: 16 4 1 8 15 24 20:
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 : 49.0 66.7 67.2 82.9 49.0 66.4 67.2 82.1
Old : 49.0 66.7 67.2 82.9 49.0 66.4 67.2 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 47,550: 5,370 0 4,360 32,560 37,071 42,290 41,431: 5,260 6,119
Old : 47,550: 5,370 0 4,360 32,560 37,071 42,290 41,431: 5,260 6,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 9.2 68.5 78.0 88.9 87.1: 11.1 12.9
Old : 100.0: 11.3 0.0 9.2 68.5 78.0 88.9 87.1: 11.1 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 12 13 14 15:
Old : 21: 2 0 2 12 13 14 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 : 56.9 64.7 78.4 78.1 47.9 51.9 65.0 62.2
Old : 56.9 64.7 78.4 78.1 47.9 51.9 65.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 :22,394,325: 1,327,767 445,684 9,917,174 9,890,984 10,728,059 21,135,925 21,090,917: 1,258,400 1,303,408
Old :22,394,325: 1,327,767 445,684 9,917,174 9,890,984 10,728,059 21,135,925 21,090,917: 1,258,400 1,303,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 83,530: 103,205 -11,017 82,211 126,680 103,145 312,095 174,338: -228,565 -90,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.0 44.3 44.2 47.9 94.4 94.2: 5.6 5.8
Old : 100.0: 5.9 2.0 44.3 44.2 47.9 94.4 94.2: 5.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 67 46 105 150 144 270 255:
Old : 281: 67 46 105 150 144 270 255:
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 : 22.6 21.2 33.2 31.9 9.9 8.1 12.7 12.6
Old : 22.6 21.2 33.2 31.9 9.9 8.1 12.7 12.6
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, February 5, 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 : 765,298: 80,016 86,909 103,691 452,306 444,482 636,013 635,083: 129,284 130,215
Old : 765,298: 80,016 86,909 103,691 452,306 444,482 636,013 635,083: 129,284 130,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 16,856: 7,581 3,178 6,128 3,763 -2,581 17,473 6,725: -616 10,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.4 13.5 59.1 58.1 83.1 83.0: 16.9 17.0
Old : 100.0: 10.5 11.4 13.5 59.1 58.1 83.1 83.0: 16.9 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 : 231: 70 50 78 84 63 188 158:
Old : 231: 70 50 78 84 63 188 158:
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 : 16.1 23.4 23.6 33.2 15.0 23.4 21.3 32.3
Old : 16.1 23.4 23.6 33.2 15.0 23.4 21.3 32.3
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, February 5, 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 : 2,695,912: 498,611 583,580 181,191 1,602,038 1,639,539 2,281,840 2,404,310: 414,071 291,602
Old : 2,695,912: 498,611 583,580 181,191 1,602,038 1,639,539 2,281,840 2,404,310: 414,071 291,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 117,317: 39,357 40,829 15,534 23,622 42,598 78,512 98,961: 38,805 18,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 21.6 6.7 59.4 60.8 84.6 89.2: 15.4 10.8
Old : 100.0: 18.5 21.6 6.7 59.4 60.8 84.6 89.2: 15.4 10.8
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 : 374: 91 125 83 116 103 253 265:
Old : 374: 91 125 83 116 103 253 265:
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 19.2 28.7 27.8 13.1 15.7 22.7 23.3
Old : 18.8 19.2 28.7 27.8 13.1 15.7 22.7 23.3
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, February 5, 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 : 107,540: 10,750 39,676 0 85,609 63,324 96,359 103,000: 11,181 4,540
Old : 107,540: 10,750 39,676 0 85,609 63,324 96,359 103,000: 11,181 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,506: -1,298 2,318 -1 3,802 399 2,503 2,716: 3 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 36.9 0.0 79.6 58.9 89.6 95.8: 10.4 4.2
Old : 100.0: 10.0 36.9 0.0 79.6 58.9 89.6 95.8: 10.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 9 19 0 40 28 49 47:
Old : 85: 9 19 0 40 28 49 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 : 23.3 38.7 42.1 63.4 23.3 38.7 41.6 62.1
Old : 23.3 38.7 42.1 63.4 23.3 38.7 41.6 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 46,536: 11,494 9,591 116 28,115 30,369 39,726 40,076: 6,810 6,460
Old : 46,536: 11,494 9,591 116 28,115 30,369 39,726 40,076: 6,810 6,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -67: 1,048 -2,035 -464 -234 1,382 350 -1,118: -417 1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.6 0.3 60.4 65.3 85.4 86.1: 14.6 13.9
Old : 100.0: 24.7 20.6 0.3 60.4 65.3 85.4 86.1: 14.6 13.9
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 : 57: 15 8 2 25 18 40 28:
Old : 57: 15 8 2 25 18 40 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 40.9 58.4 61.7 46.1 38.9 58.4 57.6
Old : 46.1 40.9 58.4 61.7 46.1 38.9 58.4 57.6
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, February 5, 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 : 391,807: 91,465 168,240 14,757 248,552 174,501 354,774 357,497: 37,033 34,310
Old : 391,807: 91,465 168,240 14,757 248,552 174,501 354,774 357,497: 37,033 34,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 23,305: -6,862 13,607 4,548 25,586 1,233 23,272 19,389: 33 3,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 42.9 3.8 63.4 44.5 90.5 91.2: 9.5 8.8
Old : 100.0: 23.3 42.9 3.8 63.4 44.5 90.5 91.2: 9.5 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 : 245: 66 82 29 55 57 133 157:
Old : 245: 66 82 29 55 57 133 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 25.1 46.7 38.5 25.5 24.9 41.3 36.2
Old : 30.2 25.1 46.7 38.5 25.5 24.9 41.3 36.2
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, February 5, 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 : 75,917: 45,264 12,604 773 5,230 51,234 51,267 64,611: 24,649 11,306
Old : 75,917: 45,264 12,604 773 5,230 51,234 51,267 64,611: 24,649 11,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 8,239: 16,459 -124 -49 -7,427 8,601 8,984 8,428: -745 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 16.6 1.0 6.9 67.5 67.5 85.1: 32.5 14.9
Old : 100.0: 59.6 16.6 1.0 6.9 67.5 67.5 85.1: 32.5 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 : 50: 27 8 3 7 13 36 22:
Old : 50: 27 8 3 7 13 36 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 43.5 40.9 63.1 26.8 43.5 40.9 61.3
Old : 26.8 43.5 40.9 63.1 26.8 43.5 40.9 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 44,498: 1,321 15,605 861 27,393 23,590 29,575 40,056: 14,923 4,442
Old : 44,498: 1,321 15,605 861 27,393 23,590 29,575 40,056: 14,923 4,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 1,021: 419 1,806 -8 -233 217 177 2,015: 843 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 35.1 1.9 61.6 53.0 66.5 90.0: 33.5 10.0
Old : 100.0: 3.0 35.1 1.9 61.6 53.0 66.5 90.0: 33.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 21 4 18 26 24 49:
Old : 62: 4 21 4 18 26 24 49:
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 25.0 57.6 42.1 47.8 24.2 54.8 40.5
Old : 50.6 25.0 57.6 42.1 47.8 24.2 54.8 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 647,881: 62,434 254,179 20,492 545,197 294,764 628,124 569,434: 19,757 78,447
Old : 647,881: 62,434 254,179 20,492 545,197 294,764 628,124 569,434: 19,757 78,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 12,437: -2,151 22,133 377 15,225 -14,765 13,451 7,745: -1,014 4,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 39.2 3.2 84.2 45.5 97.0 87.9: 3.0 12.1
Old : 100.0: 9.6 39.2 3.2 84.2 45.5 97.0 87.9: 3.0 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 : 294: 42 132 54 64 84 137 239:
Old : 294: 42 132 54 64 84 137 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 16.8 71.8 23.7 54.0 15.4 67.7 21.9
Old : 57.0 16.8 71.8 23.7 54.0 15.4 67.7 21.9
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, February 5, 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 : 80,174: 11,944 33,745 774 55,341 36,374 68,059 70,893: 12,115 9,281
Old : 80,174: 11,944 33,745 774 55,341 36,374 68,059 70,893: 12,115 9,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 130: 267 -2,981 15 1,344 3,973 1,627 1,008: -1,497 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 42.1 1.0 69.0 45.4 84.9 88.4: 15.1 11.6
Old : 100.0: 14.9 42.1 1.0 69.0 45.4 84.9 88.4: 15.1 11.6
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 : 85: 20 24 6 19 26 42 53:
Old : 85: 20 24 6 19 26 42 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 : 49.4 37.4 66.3 51.1 49.4 36.7 65.2 49.8
Old : 49.4 37.4 66.3 51.1 49.4 36.7 65.2 49.8
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, February 5, 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 : 81,267: 15,630 6,814 171 33,057 62,421 48,858 69,406: 32,409 11,861
Old : 81,267: 15,630 6,814 171 33,057 62,421 48,858 69,406: 32,409 11,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,291: -1,517 -309 100 1,499 2,813 82 2,604: 2,209 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 8.4 0.2 40.7 76.8 60.1 85.4: 39.9 14.6
Old : 100.0: 19.2 8.4 0.2 40.7 76.8 60.1 85.4: 39.9 14.6
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 : 56: 16 7 1 19 19 35 27:
Old : 56: 16 7 1 19 19 35 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 : 28.7 51.2 40.2 69.3 23.5 51.2 35.0 66.6
Old : 28.7 51.2 40.2 69.3 23.5 51.2 35.0 66.6
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, February 5, 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 : 21,114: 5,741 343 1 14,149 20,424 19,891 20,768: 1,223 346
Old : 21,114: 5,741 343 1 14,149 20,424 19,891 20,768: 1,223 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -262: -25 -295 0 -134 28 -159 -267: -103 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 1.6 0.0 67.0 96.7 94.2 98.4: 5.8 1.6
Old : 100.0: 27.2 1.6 0.0 67.0 96.7 94.2 98.4: 5.8 1.6
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 : 22: 9 3 1 7 5 16 9:
Old : 22: 9 3 1 7 5 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 96.2 85.5 98.4 69.0 96.0 84.6 97.0
Old : 69.8 96.2 85.5 98.4 69.0 96.0 84.6 97.0
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, February 5, 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 : 29,138: 6,870 3,915 2,254 14,516 10,690 23,640 16,859: 5,498 12,279
Old : 29,138: 6,870 3,915 2,254 14,516 10,690 23,640 16,859: 5,498 12,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,596: 521 0 -500 127 -494 148 -994: -1,744 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 13.4 7.7 49.8 36.7 81.1 57.9: 18.9 42.1
Old : 100.0: 23.6 13.4 7.7 49.8 36.7 81.1 57.9: 18.9 42.1
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 17 19 26 27:
Old : 37: 8 4 5 17 19 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 23.8 57.6 40.4 34.0 21.4 49.7 34.2
Old : 38.0 23.8 57.6 40.4 34.0 21.4 49.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2008