MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 40,153: 2,748 1,527 6,024 24,693 21,713 33,464 29,263: 6,688 10,890
Old : 40,153: 2,748 1,527 6,024 24,693 21,713 33,464 29,263: 6,688 10,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 840: -0 -260 499 175 282 674 521: 165 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 3.8 15.0 61.5 54.1 83.3 72.9: 16.7 27.1
Old : 100.0: 6.8 3.8 15.0 61.5 54.1 83.3 72.9: 16.7 27.1
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 : 66: 19 12 19 25 28 54 49:
Old : 66: 19 12 19 25 28 54 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 : 35.2 25.9 50.2 38.3 33.3 20.4 46.7 32.3
Old : 35.2 25.9 50.2 38.3 33.3 20.4 46.7 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 242,822: 52,383 51,035 53,552 113,387 104,816 219,323 209,403: 23,499 33,419
Old : 215,470: 42,502 58,654 44,647 108,813 81,695 195,962 184,996: 19,507 30,473
Other: 27,352: 18,146 646 639 4,575 23,121 23,360 24,407: 3,992 2,945
: : :
: : Changes in Commitments from: February 12, 2008 :
: -10,650: -3,667 -826 -5,267 -1,321 -1,147 -10,255 -7,240: -395 -3,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.0 22.1 46.7 43.2 90.3 86.2: 9.7 13.8
Old : 100.0: 19.7 27.2 20.7 50.5 37.9 90.9 85.9: 9.1 14.1
Other: 100.0: 66.3 2.4 2.3 16.7 84.5 85.4 89.2: 14.6 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 75 83 95 33 49 175 183:
Old : 245: 70 89 92 33 48 172 181:
Other: 81: 35 7 13 9 33 46 51:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 21.8 39.5 33.1 24.5 18.0 36.8 26.3
Old : 26.0 18.7 39.5 30.1 26.0 18.6 37.9 27.6
Other: 60.0 52.3 72.2 67.0 51.7 39.6 61.2 54.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 298,648: 73,630 52,293 62,356 140,314 126,659 276,301 241,308: 22,348 57,341
Old : 298,648: 73,630 52,293 62,356 140,314 126,659 276,301 241,308: 22,348 57,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 1,492: -389 -656 1,020 1,156 1,250 1,786 1,614: -294 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 17.5 20.9 47.0 42.4 92.5 80.8: 7.5 19.2
Old : 100.0: 24.7 17.5 20.9 47.0 42.4 92.5 80.8: 7.5 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 : 350: 83 96 83 88 145 219 287:
Old : 350: 83 96 83 88 145 219 287:
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 : 23.6 13.4 37.4 21.3 23.3 12.2 35.9 17.1
Old : 23.6 13.4 37.4 21.3 23.3 12.2 35.9 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 14,116: 4,955 4,385 2,423 3,998 4,605 11,375 11,412: 2,741 2,704
Old : 14,116: 4,955 4,385 2,423 3,998 4,605 11,375 11,412: 2,741 2,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -53: 198 55 -177 -74 144 -53 23: 0 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 31.1 17.2 28.3 32.6 80.6 80.8: 19.4 19.2
Old : 100.0: 35.1 31.1 17.2 28.3 32.6 80.6 80.8: 19.4 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 : 101: 26 38 21 20 27 65 71:
Old : 101: 26 38 21 20 27 65 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 : 27.2 20.9 45.1 35.9 27.2 20.2 45.1 31.3
Old : 27.2 20.9 45.1 35.9 27.2 20.2 45.1 31.3
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 19, 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 : 44,061: 21,468 7,187 7,679 9,997 10,634 39,143 25,499: 4,917 18,561
Old : 44,061: 21,468 7,187 7,679 9,997 10,634 39,143 25,499: 4,917 18,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 71: 442 317 -464 165 448 143 301: -72 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 16.3 17.4 22.7 24.1 88.8 57.9: 11.2 42.1
Old : 100.0: 48.7 16.3 17.4 22.7 24.1 88.8 57.9: 11.2 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 : 166: 42 36 38 50 60 117 117:
Old : 166: 42 36 38 50 60 117 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 9.2 39.5 15.4 23.5 7.3 36.3 12.2
Old : 25.7 9.2 39.5 15.4 23.5 7.3 36.3 12.2
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 19, 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 : 114,163: 36,871 20,992 8,698 32,879 61,620 78,448 91,310: 35,714 22,853
Old : 114,163: 36,871 20,992 8,698 32,879 61,620 78,448 91,310: 35,714 22,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -4,678: -10,440 -1,461 90 6,485 -7,086 -3,864 -8,457: -814 3,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 18.4 7.6 28.8 54.0 68.7 80.0: 31.3 20.0
Old : 100.0: 32.3 18.4 7.6 28.8 54.0 68.7 80.0: 31.3 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 : 79: 24 18 8 29 24 59 44:
Old : 79: 24 18 8 29 24 59 44:
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 : 19.9 32.7 31.4 51.6 17.9 29.1 27.7 44.3
Old : 19.9 32.7 31.4 51.6 17.9 29.1 27.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 75,709: 23,966 22,647 3,374 25,830 39,120 53,171 65,142: 22,538 10,567
Old : 75,709: 23,966 22,647 3,374 25,830 39,120 53,171 65,142: 22,538 10,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 11,125: 6,376 8,698 278 5,700 798 12,355 9,774: -1,230 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 29.9 4.5 34.1 51.7 70.2 86.0: 29.8 14.0
Old : 100.0: 31.7 29.9 4.5 34.1 51.7 70.2 86.0: 29.8 14.0
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 : 53: 20 13 3 12 17 34 31:
Old : 53: 20 13 3 12 17 34 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 : 34.5 41.8 48.0 57.5 33.7 38.6 43.9 52.6
Old : 34.5 41.8 48.0 57.5 33.7 38.6 43.9 52.6
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 19, 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 : 166,434: 123,599 7,086 710 35,374 156,706 159,683 164,502: 6,751 1,932
Old : 166,434: 123,599 7,086 710 35,374 156,706 159,683 164,502: 6,751 1,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 14,414: 12,545 2,060 51 1,330 12,462 13,926 14,573: 488 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 4.3 0.4 21.3 94.2 95.9 98.8: 4.1 1.2
Old : 100.0: 74.3 4.3 0.4 21.3 94.2 95.9 98.8: 4.1 1.2
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 : 109: 65 20 5 9 19 77 41:
Old : 109: 65 20 5 9 19 77 41:
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 : 47.0 75.1 65.9 88.8 47.0 64.7 57.5 76.7
Old : 47.0 75.1 65.9 88.8 47.0 64.7 57.5 76.7
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 19, 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 : 113,898: 25,936 36,009 13,040 54,956 35,707 93,933 84,757: 19,965 29,141
Old : 113,898: 25,936 36,009 13,040 54,956 35,707 93,933 84,757: 19,965 29,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -922: -1,125 -3,188 1,400 -1,525 286 -1,249 -1,502: 327 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 31.6 11.4 48.3 31.4 82.5 74.4: 17.5 25.6
Old : 100.0: 22.8 31.6 11.4 48.3 31.4 82.5 74.4: 17.5 25.6
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 : 72: 15 28 11 23 18 44 51:
Old : 72: 15 28 11 23 18 44 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 22.8 52.5 35.6 32.5 15.2 40.5 25.3
Old : 36.0 22.8 52.5 35.6 32.5 15.2 40.5 25.3
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 19, 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 : 290,735: 74,252 29,755 26,144 149,812 211,405 250,208 267,304: 40,527 23,431
Old : 290,735: 74,252 29,755 26,144 149,812 211,405 250,208 267,304: 40,527 23,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 5,765: 6,498 -71 498 -3,170 8,429 3,827 8,857: 1,938 -3,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.2 9.0 51.5 72.7 86.1 91.9: 13.9 8.1
Old : 100.0: 25.5 10.2 9.0 51.5 72.7 86.1 91.9: 13.9 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 : 120: 43 28 20 31 33 83 72:
Old : 120: 43 28 20 31 33 83 72:
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 : 34.4 48.0 47.0 62.7 24.0 44.0 34.9 50.7
Old : 34.4 48.0 47.0 62.7 24.0 44.0 34.9 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 238,542: 60,053 41,405 21,649 107,779 127,588 189,481 190,643: 49,061 47,900
Old : 238,542: 60,053 41,405 21,649 107,779 127,588 189,481 190,643: 49,061 47,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 1,791: 6,195 665 -210 -2,552 1,244 3,433 1,699: -1,642 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.4 9.1 45.2 53.5 79.4 79.9: 20.6 20.1
Old : 100.0: 25.2 17.4 9.1 45.2 53.5 79.4 79.9: 20.6 20.1
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 : 136: 42 45 27 34 37 90 95:
Old : 136: 42 45 27 34 37 90 95:
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 : 38.5 29.4 48.4 40.2 35.4 27.7 41.2 36.1
Old : 38.5 29.4 48.4 40.2 35.4 27.7 41.2 36.1
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 19, 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 : 24,663: 16,735 1,608 68 4,796 21,833 21,599 23,509: 3,064 1,154
Old : 24,663: 16,735 1,608 68 4,796 21,833 21,599 23,509: 3,064 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 589: -559 293 -19 1,159 194 581 468: 8 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 6.5 0.3 19.4 88.5 87.6 95.3: 12.4 4.7
Old : 100.0: 67.9 6.5 0.3 19.4 88.5 87.6 95.3: 12.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 7 1 10 14 26 21:
Old : 41: 15 7 1 10 14 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 63.7 69.2 83.1 49.1 63.2 69.2 82.1
Old : 49.1 63.7 69.2 83.1 49.1 63.2 69.2 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 19, 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 : 48,181: 8,931 0 40 33,750 40,064 42,721 40,104: 5,460 8,077
Old : 48,181: 8,931 0 40 33,750 40,064 42,721 40,104: 5,460 8,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 800: 3,957 0 -3,956 1,229 1,793 1,230 -2,163: -430 2,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.0 0.1 70.0 83.2 88.7 83.2: 11.3 16.8
Old : 100.0: 18.5 0.0 0.1 70.0 83.2 88.7 83.2: 11.3 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 1 14 13 16 14:
Old : 22: 2 0 1 14 13 16 14:
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 : 57.6 63.4 76.9 75.4 53.5 54.9 69.1 64.4
Old : 57.6 63.4 76.9 75.4 53.5 54.9 69.1 64.4
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 19, 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 :20,886,987: 1,401,323 403,520 8,750,487 9,484,325 10,396,766 19,636,134 19,550,773: 1,250,853 1,336,214
Old :20,886,987: 1,401,323 403,520 8,750,487 9,484,325 10,396,766 19,636,134 19,550,773: 1,250,853 1,336,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
:-1,079,181: 228,707 -45,485 -800,207 -336,488 -242,261 -907,988 -1,087,953: -171,193 8,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.9 41.9 45.4 49.8 94.0 93.6: 6.0 6.4
Old : 100.0: 6.7 1.9 41.9 45.4 49.8 94.0 93.6: 6.0 6.4
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 : 283: 73 44 109 148 143 271 258:
Old : 283: 73 44 109 148 143 271 258:
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 : 21.4 20.7 32.1 31.4 10.6 8.3 13.4 13.3
Old : 21.4 20.7 32.1 31.4 10.6 8.3 13.4 13.3
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 19, 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 : 720,827: 87,353 89,401 69,145 433,887 424,549 590,384 583,094: 130,443 137,733
Old : 720,827: 87,353 89,401 69,145 433,887 424,549 590,384 583,094: 130,443 137,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -37,461: 2,046 -2,207 -27,941 -10,146 -9,999 -36,041 -40,146: -1,421 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.4 9.6 60.2 58.9 81.9 80.9: 18.1 19.1
Old : 100.0: 12.1 12.4 9.6 60.2 58.9 81.9 80.9: 18.1 19.1
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 : 212: 51 51 56 85 65 168 141:
Old : 212: 51 51 56 85 65 168 141:
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 : 18.6 23.4 25.8 33.9 16.4 23.4 23.0 33.0
Old : 18.6 23.4 25.8 33.9 16.4 23.4 23.0 33.0
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 19, 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 : 2,510,197: 445,507 638,431 128,955 1,554,944 1,548,800 2,129,407 2,316,186: 380,790 194,011
Old : 2,510,197: 445,507 638,431 128,955 1,554,944 1,548,800 2,129,407 2,316,186: 380,790 194,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -169,897: -17,060 47,613 -54,327 -1,508 -67,931 -72,896 -74,645: -97,001 -95,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 25.4 5.1 61.9 61.7 84.8 92.3: 15.2 7.7
Old : 100.0: 17.7 25.4 5.1 61.9 61.7 84.8 92.3: 15.2 7.7
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 : 378: 89 126 69 120 107 250 261:
Old : 378: 89 126 69 120 107 250 261:
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 : 19.4 18.3 28.9 27.2 12.8 13.9 22.1 22.0
Old : 19.4 18.3 28.9 27.2 12.8 13.9 22.1 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 107,985: 9,360 39,422 0 85,794 63,893 95,154 103,315: 12,831 4,670
Old : 107,985: 9,360 39,422 0 85,794 63,893 95,154 103,315: 12,831 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 398: -1,622 -235 0 849 375 -773 140: 1,171 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 36.5 0.0 79.4 59.2 88.1 95.7: 11.9 4.3
Old : 100.0: 8.7 36.5 0.0 79.4 59.2 88.1 95.7: 11.9 4.3
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 : 85: 8 18 0 42 28 50 46:
Old : 85: 8 18 0 42 28 50 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 : 25.3 38.0 44.9 62.3 25.3 38.0 44.2 61.8
Old : 25.3 38.0 44.9 62.3 25.3 38.0 44.2 61.8
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 19, 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 : 55,925: 13,778 11,541 68 32,346 38,112 46,192 49,721: 9,733 6,204
Old : 55,925: 13,778 11,541 68 32,346 38,112 46,192 49,721: 9,733 6,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 5,510: 2,189 895 -44 1,620 4,091 3,764 4,942: 1,746 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 20.6 0.1 57.8 68.1 82.6 88.9: 17.4 11.1
Old : 100.0: 24.6 20.6 0.1 57.8 68.1 82.6 88.9: 17.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 13 11 1 23 18 36 30:
Old : 56: 13 11 1 23 18 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 41.4 57.8 62.2 47.0 39.5 57.7 59.5
Old : 47.0 41.4 57.8 62.2 47.0 39.5 57.7 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 444,333: 106,959 200,907 15,363 291,824 187,568 414,146 403,838: 30,186 40,495
Old : 444,333: 106,959 200,907 15,363 291,824 187,568 414,146 403,838: 30,186 40,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 29,840: 12,565 24,396 -764 28,014 9,050 39,816 32,681: -9,976 -2,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 45.2 3.5 65.7 42.2 93.2 90.9: 6.8 9.1
Old : 100.0: 24.1 45.2 3.5 65.7 42.2 93.2 90.9: 6.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 62 88 22 55 51 126 152:
Old : 243: 62 88 22 55 51 126 152:
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 : 34.7 23.3 51.5 36.2 31.0 23.1 47.1 34.9
Old : 34.7 23.3 51.5 36.2 31.0 23.1 47.1 34.9
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 19, 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 : 96,748: 58,492 18,366 737 8,022 66,749 67,251 85,852: 29,496 10,896
Old : 96,748: 58,492 18,366 737 8,022 66,749 67,251 85,852: 29,496 10,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 7,692: 5,044 527 19 1,888 5,688 6,952 6,235: 740 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 19.0 0.8 8.3 69.0 69.5 88.7: 30.5 11.3
Old : 100.0: 60.5 19.0 0.8 8.3 69.0 69.5 88.7: 30.5 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 33 9 3 10 17 45 27:
Old : 62: 33 9 3 10 17 45 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 : 21.2 42.4 35.7 64.3 21.2 42.4 35.7 63.1
Old : 21.2 42.4 35.7 64.3 21.2 42.4 35.7 63.1
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, February 19, 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 : 45,231: 997 15,886 946 28,420 24,614 30,363 41,446: 14,868 3,785
Old : 45,231: 997 15,886 946 28,420 24,614 30,363 41,446: 14,868 3,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -5: -276 170 40 -28 502 -265 712: 260 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 35.1 2.1 62.8 54.4 67.1 91.6: 32.9 8.4
Old : 100.0: 2.2 35.1 2.1 62.8 54.4 67.1 91.6: 32.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 2 24 3 19 26 24 50:
Old : 62: 2 24 3 19 26 24 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 : 51.1 26.3 58.4 42.7 48.3 25.2 53.8 39.3
Old : 51.1 26.3 58.4 42.7 48.3 25.2 53.8 39.3
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 19, 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 : 668,637: 87,180 278,121 14,384 555,491 298,485 657,055 590,990: 11,582 77,647
Old : 668,637: 87,180 278,121 14,384 555,491 298,485 657,055 590,990: 11,582 77,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 3,474: 11,478 8,606 -4,306 8,834 376 16,006 4,677: -12,532 -1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 41.6 2.2 83.1 44.6 98.3 88.4: 1.7 11.6
Old : 100.0: 13.0 41.6 2.2 83.1 44.6 98.3 88.4: 1.7 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 : 287: 37 135 38 61 83 123 231:
Old : 287: 37 135 38 61 83 123 231:
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 : 56.1 17.0 71.7 24.5 53.0 16.0 68.7 22.6
Old : 56.1 17.0 71.7 24.5 53.0 16.0 68.7 22.6
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 19, 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 : 79,643: 11,463 32,983 721 56,146 37,118 68,331 70,822: 11,312 8,821
Old : 79,643: 11,463 32,983 721 56,146 37,118 68,331 70,822: 11,312 8,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -4,229: -813 -791 -2 -889 -1,687 -1,704 -2,479: -2,525 -1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 41.4 0.9 70.5 46.6 85.8 88.9: 14.2 11.1
Old : 100.0: 14.4 41.4 0.9 70.5 46.6 85.8 88.9: 14.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 21 22 5 18 27 41 52:
Old : 84: 21 22 5 18 27 41 52:
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 : 50.2 38.5 67.6 51.7 50.2 37.4 66.8 49.4
Old : 50.2 38.5 67.6 51.7 50.2 37.4 66.8 49.4
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 19, 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 : 85,269: 15,095 7,620 255 33,889 64,585 49,239 72,460: 36,030 12,809
Old : 85,269: 15,095 7,620 255 33,889 64,585 49,239 72,460: 36,030 12,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 1,006: -2,105 241 200 -1,090 -283 -2,995 158: 4,001 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.9 0.3 39.7 75.7 57.7 85.0: 42.3 15.0
Old : 100.0: 17.7 8.9 0.3 39.7 75.7 57.7 85.0: 42.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 14 7 1 20 18 34 26:
Old : 55: 14 7 1 20 18 34 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 50.8 37.4 69.4 22.2 50.8 32.2 66.6
Old : 27.3 50.8 37.4 69.4 22.2 50.8 32.2 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 19, 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 : 21,092: 5,569 410 0 13,899 20,292 19,468 20,702: 1,624 390
Old : 21,092: 5,569 410 0 13,899 20,292 19,468 20,702: 1,624 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -1,093: -454 128 -5 -244 -538 -703 -415: -390 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 1.9 0.0 65.9 96.2 92.3 98.2: 7.7 1.8
Old : 100.0: 26.4 1.9 0.0 65.9 96.2 92.3 98.2: 7.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 2 0 6 6 16 8:
Old : 22: 10 2 0 6 6 16 8:
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 : 69.5 95.2 84.5 98.2 68.7 95.2 83.7 96.7
Old : 69.5 95.2 84.5 98.2 68.7 95.2 83.7 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 29,528: 6,887 4,269 2,254 14,833 10,950 23,974 17,473: 5,554 12,055
Old : 29,528: 6,887 4,269 2,254 14,833 10,950 23,974 17,473: 5,554 12,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -39: 6 54 0 229 -44 235 10: -274 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.5 7.6 50.2 37.1 81.2 59.2: 18.8 40.8
Old : 100.0: 23.3 14.5 7.6 50.2 37.1 81.2 59.2: 18.8 40.8
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 : 38: 8 5 5 17 19 26 28:
Old : 38: 8 5 5 17 19 26 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 : 37.6 24.2 57.9 40.6 33.9 21.9 49.8 34.9
Old : 37.6 24.2 57.9 40.6 33.9 21.9 49.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2008