MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 41,964: 1,990 1,589 6,583 26,539 22,793 35,112 30,965: 6,852 10,999
Old : 41,964: 1,990 1,589 6,583 26,539 22,793 35,112 30,965: 6,852 10,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,811: -758 63 560 1,846 1,080 1,648 1,702: 164 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.8 15.7 63.2 54.3 83.7 73.8: 16.3 26.2
Old : 100.0: 4.7 3.8 15.7 63.2 54.3 83.7 73.8: 16.3 26.2
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 : 68: 21 11 18 25 28 55 48:
Old : 68: 21 11 18 25 28 55 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 26.8 49.3 38.8 32.2 21.3 45.2 32.9
Old : 34.0 26.8 49.3 38.8 32.2 21.3 45.2 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 244,909: 48,685 53,403 53,946 117,791 103,662 220,422 211,011: 24,487 33,898
Old : 217,159: 39,544 61,628 44,797 113,106 79,869 197,446 186,294: 19,712 30,865
Other: 27,750: 17,550 184 740 4,685 23,793 22,975 24,717: 4,775 3,033
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,088: -3,698 2,369 394 4,404 -1,155 1,099 1,608: 988 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.8 22.0 48.1 42.3 90.0 86.2: 10.0 13.8
Old : 100.0: 18.2 28.4 20.6 52.1 36.8 90.9 85.8: 9.1 14.2
Other: 100.0: 63.2 0.7 2.7 16.9 85.7 82.8 89.1: 17.2 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 70 89 94 34 49 168 193:
Old : 248: 65 95 92 34 48 165 192:
Other: 86: 42 3 14 12 32 55 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 21.1 39.9 32.1 24.6 16.9 36.6 25.1
Old : 26.3 18.0 40.3 28.9 26.3 17.4 38.0 26.3
Other: 58.1 52.7 68.4 67.9 51.0 41.2 58.6 56.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 310,381: 79,661 51,710 67,390 138,014 132,387 285,065 251,487: 25,316 58,894
Old : 310,381: 79,661 51,710 67,390 138,014 132,387 285,065 251,487: 25,316 58,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 11,732: 6,030 -583 5,034 -2,300 5,728 8,764 10,180: 2,968 1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 16.7 21.7 44.5 42.7 91.8 81.0: 8.2 19.0
Old : 100.0: 25.7 16.7 21.7 44.5 42.7 91.8 81.0: 8.2 19.0
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 : 364: 94 90 86 88 155 231 292:
Old : 364: 94 90 86 88 155 231 292:
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 : 22.8 14.6 36.2 21.9 22.8 12.8 35.1 17.8
Old : 22.8 14.6 36.2 21.9 22.8 12.8 35.1 17.8
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 26, 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 : 13,732: 5,150 4,298 1,854 4,260 4,794 11,264 10,946: 2,468 2,786
Old : 13,732: 5,150 4,298 1,854 4,260 4,794 11,264 10,946: 2,468 2,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -384: 195 -87 -569 263 189 -111 -466: -273 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 31.3 13.5 31.0 34.9 82.0 79.7: 18.0 20.3
Old : 100.0: 37.5 31.3 13.5 31.0 34.9 82.0 79.7: 18.0 20.3
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 : 101: 32 31 17 21 30 64 69:
Old : 101: 32 31 17 21 30 64 69:
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 : 27.7 21.4 47.2 36.6 27.7 21.3 47.2 32.8
Old : 27.7 21.4 47.2 36.6 27.7 21.3 47.2 32.8
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 26, 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 : 42,982: 20,157 7,292 7,356 10,070 9,892 37,582 24,539: 5,400 18,443
Old : 42,982: 20,157 7,292 7,356 10,070 9,892 37,582 24,539: 5,400 18,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -1,078: -1,311 105 -323 73 -742 -1,561 -960: 483 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 17.0 17.1 23.4 23.0 87.4 57.1: 12.6 42.9
Old : 100.0: 46.9 17.0 17.1 23.4 23.0 87.4 57.1: 12.6 42.9
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 : 162: 40 38 39 47 57 113 117:
Old : 162: 40 38 39 47 57 113 117:
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 : 24.1 9.2 38.5 15.8 23.0 7.6 35.4 12.5
Old : 24.1 9.2 38.5 15.8 23.0 7.6 35.4 12.5
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 26, 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 : 131,509: 56,854 23,714 9,262 30,816 78,718 96,932 111,694: 34,577 19,814
Old : 131,509: 56,854 23,714 9,262 30,816 78,718 96,932 111,694: 34,577 19,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 17,346: 19,984 2,723 564 -2,063 17,098 18,484 20,385: -1,138 -3,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 18.0 7.0 23.4 59.9 73.7 84.9: 26.3 15.1
Old : 100.0: 43.2 18.0 7.0 23.4 59.9 73.7 84.9: 26.3 15.1
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 : 88: 32 18 10 26 29 64 51:
Old : 88: 32 18 10 26 29 64 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 : 20.3 37.3 32.9 55.4 19.3 33.3 30.5 48.8
Old : 20.3 37.3 32.9 55.4 19.3 33.3 30.5 48.8
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 26, 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 : 87,023: 32,070 23,372 3,593 26,495 49,041 62,157 76,006: 24,866 11,017
Old : 87,023: 32,070 23,372 3,593 26,495 49,041 62,157 76,006: 24,866 11,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 11,314: 8,103 725 219 664 9,921 8,986 10,864: 2,328 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 26.9 4.1 30.4 56.4 71.4 87.3: 28.6 12.7
Old : 100.0: 36.9 26.9 4.1 30.4 56.4 71.4 87.3: 28.6 12.7
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 : 60: 25 15 3 11 17 38 33:
Old : 60: 25 15 3 11 17 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 41.7 45.7 56.6 31.1 37.9 42.6 52.8
Old : 31.9 41.7 45.7 56.6 31.1 37.9 42.6 52.8
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 26, 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 : 177,325: 131,665 6,326 522 37,314 168,560 169,501 175,408: 7,824 1,917
Old : 177,325: 131,665 6,326 522 37,314 168,560 169,501 175,408: 7,824 1,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 10,891: 8,066 -760 -188 1,940 11,854 9,818 10,906: 1,073 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 3.6 0.3 21.0 95.1 95.6 98.9: 4.4 1.1
Old : 100.0: 74.3 3.6 0.3 21.0 95.1 95.6 98.9: 4.4 1.1
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 : 111: 68 17 3 12 21 81 40:
Old : 111: 68 17 3 12 21 81 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 : 40.6 78.2 62.4 88.2 40.2 68.4 53.2 76.4
Old : 40.6 78.2 62.4 88.2 40.2 68.4 53.2 76.4
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 26, 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 : 114,081: 30,686 24,136 12,910 50,157 49,491 93,753 86,538: 20,328 27,543
Old : 114,081: 30,686 24,136 12,910 50,157 49,491 93,753 86,538: 20,328 27,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 184: 4,750 -11,873 -130 -4,799 13,784 -180 1,781: 364 -1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 21.2 11.3 44.0 43.4 82.2 75.9: 17.8 24.1
Old : 100.0: 26.9 21.2 11.3 44.0 43.4 82.2 75.9: 17.8 24.1
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 : 72: 20 22 12 24 20 51 47:
Old : 72: 20 22 12 24 20 51 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 30.0 48.3 42.5 29.2 21.6 36.8 30.3
Old : 34.6 30.0 48.3 42.5 29.2 21.6 36.8 30.3
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 26, 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 : 290,014: 63,101 35,025 26,470 162,902 204,325 252,474 265,820: 37,540 24,194
Old : 290,014: 63,101 35,025 26,470 162,902 204,325 252,474 265,820: 37,540 24,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -721: -11,151 5,269 327 13,090 -7,080 2,266 -1,484: -2,987 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 12.1 9.1 56.2 70.5 87.1 91.7: 12.9 8.3
Old : 100.0: 21.8 12.1 9.1 56.2 70.5 87.1 91.7: 12.9 8.3
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 : 119: 42 30 19 32 31 83 71:
Old : 119: 42 30 19 32 31 83 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 : 38.0 46.5 50.9 61.4 27.2 41.9 38.3 48.9
Old : 38.0 46.5 50.9 61.4 27.2 41.9 38.3 48.9
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 26, 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 : 253,686: 75,534 39,126 25,825 97,306 137,016 198,665 201,967: 55,022 51,720
Old : 253,686: 75,534 39,126 25,825 97,306 137,016 198,665 201,967: 55,022 51,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 15,144: 15,480 -2,280 4,176 -10,472 9,428 9,184 11,324: 5,960 3,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 15.4 10.2 38.4 54.0 78.3 79.6: 21.7 20.4
Old : 100.0: 29.8 15.4 10.2 38.4 54.0 78.3 79.6: 21.7 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 50 49 30 34 38 103 98:
Old : 147: 50 49 30 34 38 103 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 28.4 42.7 39.7 29.6 26.8 37.1 35.0
Old : 31.3 28.4 42.7 39.7 29.6 26.8 37.1 35.0
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 26, 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 : 25,565: 16,954 1,421 68 5,250 22,976 22,272 24,465: 3,293 1,100
Old : 25,565: 16,954 1,421 68 5,250 22,976 22,272 24,465: 3,293 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 902: 219 -187 0 454 1,143 673 956: 229 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 5.6 0.3 20.5 89.9 87.1 95.7: 12.9 4.3
Old : 100.0: 66.3 5.6 0.3 20.5 89.9 87.1 95.7: 12.9 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 : 42: 18 6 1 8 14 27 20:
Old : 42: 18 6 1 8 14 27 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 : 50.0 63.9 69.1 83.4 50.0 63.1 69.1 82.5
Old : 50.0 63.9 69.1 83.4 50.0 63.1 69.1 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 :20,427,456: 1,346,722 417,503 8,399,967 9,423,384 10,261,949 19,170,074 19,079,419: 1,257,382 1,348,036
Old :20,427,456: 1,346,722 417,503 8,399,967 9,423,384 10,261,949 19,170,074 19,079,419: 1,257,382 1,348,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -459,531: -54,600 13,983 -350,520 -60,940 -134,817 -466,060 -471,354: 6,529 11,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.0 41.1 46.1 50.2 93.8 93.4: 6.2 6.6
Old : 100.0: 6.6 2.0 41.1 46.1 50.2 93.8 93.4: 6.2 6.6
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 : 279: 65 52 110 143 141 267 256:
Old : 279: 65 52 110 143 141 267 256:
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 : 20.2 19.9 31.9 31.1 10.3 8.6 13.0 13.4
Old : 20.2 19.9 31.9 31.1 10.3 8.6 13.0 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 721,251: 84,113 90,344 72,297 432,946 423,487 589,356 586,129: 131,895 135,122
Old : 721,251: 84,113 90,344 72,297 432,946 423,487 589,356 586,129: 131,895 135,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 424: -3,239 944 3,152 -941 -1,062 -1,028 3,035: 1,452 -2,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.5 10.0 60.0 58.7 81.7 81.3: 18.3 18.7
Old : 100.0: 11.7 12.5 10.0 60.0 58.7 81.7 81.3: 18.3 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 57 55 68 86 66 182 150:
Old : 220: 57 55 68 86 66 182 150:
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 : 18.3 22.5 25.7 33.2 16.2 22.5 22.9 32.4
Old : 18.3 22.5 25.7 33.2 16.2 22.5 22.9 32.4
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 26, 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 : 2,517,813: 442,024 617,168 153,193 1,557,722 1,572,870 2,152,940 2,343,231: 364,873 174,582
Old : 2,517,813: 442,024 617,168 153,193 1,557,722 1,572,870 2,152,940 2,343,231: 364,873 174,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 7,616: -3,483 -21,263 24,238 2,778 24,070 23,533 27,045: -15,917 -19,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 24.5 6.1 61.9 62.5 85.5 93.1: 14.5 6.9
Old : 100.0: 17.6 24.5 6.1 61.9 62.5 85.5 93.1: 14.5 6.9
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 : 383: 86 135 84 114 110 257 272:
Old : 383: 86 135 84 114 110 257 272:
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 : 20.0 18.1 29.4 28.3 13.0 13.4 21.9 22.8
Old : 20.0 18.1 29.4 28.3 13.0 13.4 21.9 22.8
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 26, 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 : 107,998: 12,244 39,249 241 83,201 64,186 95,686 103,676: 12,312 4,322
Old : 107,998: 12,244 39,249 241 83,201 64,186 95,686 103,676: 12,312 4,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 13: 2,884 -173 241 -2,593 293 532 361: -519 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 36.3 0.2 77.0 59.4 88.6 96.0: 11.4 4.0
Old : 100.0: 11.3 36.3 0.2 77.0 59.4 88.6 96.0: 11.4 4.0
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 : 85: 9 18 2 43 27 53 46:
Old : 85: 9 18 2 43 27 53 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 : 26.2 37.8 45.9 62.0 26.2 37.8 45.2 60.1
Old : 26.2 37.8 45.9 62.0 26.2 37.8 45.2 60.1
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 26, 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 : 55,445: 13,949 12,350 2 33,318 37,482 47,269 49,834: 8,176 5,611
Old : 55,445: 13,949 12,350 2 33,318 37,482 47,269 49,834: 8,176 5,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -480: 171 809 -66 972 -630 1,077 113: -1,557 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 22.3 0.0 60.1 67.6 85.3 89.9: 14.7 10.1
Old : 100.0: 25.2 22.3 0.0 60.1 67.6 85.3 89.9: 14.7 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 12 12 1 24 18 37 30:
Old : 57: 12 12 1 24 18 37 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 : 49.2 42.5 60.1 63.4 49.2 40.5 60.0 61.4
Old : 49.2 42.5 60.1 63.4 49.2 40.5 60.0 61.4
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 26, 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 : 417,724: 102,604 177,729 16,343 272,874 193,719 391,821 387,791: 25,903 29,933
Old : 417,724: 102,604 177,729 16,343 272,874 193,719 391,821 387,791: 25,903 29,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -26,609: -4,356 -23,178 980 -18,950 6,150 -22,325 -16,047: -4,284 -10,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 42.5 3.9 65.3 46.4 93.8 92.8: 6.2 7.2
Old : 100.0: 24.6 42.5 3.9 65.3 46.4 93.8 92.8: 6.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 76 82 22 53 53 138 148:
Old : 252: 76 82 22 53 53 138 148:
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 : 31.5 24.0 49.6 37.4 27.5 23.8 44.7 36.0
Old : 31.5 24.0 49.6 37.4 27.5 23.8 44.7 36.0
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 26, 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 : 97,584: 57,209 20,619 931 9,311 65,651 67,451 87,201: 30,133 10,383
Old : 97,584: 57,209 20,619 931 9,311 65,651 67,451 87,201: 30,133 10,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 836: -1,283 2,253 194 1,289 -1,097 200 1,349: 636 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 21.1 1.0 9.5 67.3 69.1 89.4: 30.9 10.6
Old : 100.0: 58.6 21.1 1.0 9.5 67.3 69.1 89.4: 30.9 10.6
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 : 62: 32 10 3 11 16 45 27:
Old : 62: 32 10 3 11 16 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 : 22.1 39.0 35.2 62.2 22.1 39.0 35.2 61.1
Old : 22.1 39.0 35.2 62.2 22.1 39.0 35.2 61.1
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 26, 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 : 46,090: 997 15,348 956 29,522 25,097 31,475 41,401: 14,615 4,689
Old : 46,090: 997 15,348 956 29,522 25,097 31,475 41,401: 14,615 4,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 860: 0 -538 10 1,102 483 1,112 -45: -253 904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 33.3 2.1 64.1 54.5 68.3 89.8: 31.7 10.2
Old : 100.0: 2.2 33.3 2.1 64.1 54.5 68.3 89.8: 31.7 10.2
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 : 66: 2 26 4 19 28 25 54:
Old : 66: 2 26 4 19 28 25 54:
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 : 50.5 22.3 59.9 37.4 47.7 21.2 53.7 34.8
Old : 50.5 22.3 59.9 37.4 47.7 21.2 53.7 34.8
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 26, 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 : 680,070: 91,381 289,253 16,267 560,566 299,925 668,214 605,444: 11,856 74,626
Old : 680,070: 91,381 289,253 16,267 560,566 299,925 668,214 605,444: 11,856 74,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 11,432: 4,201 11,131 1,883 5,075 1,440 11,159 14,454: 274 -3,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 42.5 2.4 82.4 44.1 98.3 89.0: 1.7 11.0
Old : 100.0: 13.4 42.5 2.4 82.4 44.1 98.3 89.0: 1.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 40 140 46 62 83 136 235:
Old : 296: 40 140 46 62 83 136 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 17.4 70.2 25.0 52.9 17.3 67.5 24.2
Old : 55.0 17.4 70.2 25.0 52.9 17.3 67.5 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 80,472: 11,982 34,513 1,074 57,105 37,958 70,160 73,544: 10,312 6,928
Old : 80,472: 11,982 34,513 1,074 57,105 37,958 70,160 73,544: 10,312 6,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 830: 519 1,530 353 958 840 1,830 2,723: -1,000 -1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 42.9 1.3 71.0 47.2 87.2 91.4: 12.8 8.6
Old : 100.0: 14.9 42.9 1.3 71.0 47.2 87.2 91.4: 12.8 8.6
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: 23 21 6 17 27 42 52:
Old : 85: 23 21 6 17 27 42 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 : 49.7 39.2 66.9 53.2 49.7 38.1 66.6 51.1
Old : 49.7 39.2 66.9 53.2 49.7 38.1 66.6 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 85,300: 15,389 9,057 55 34,079 65,442 49,523 74,554: 35,777 10,746
Old : 85,300: 15,389 9,057 55 34,079 65,442 49,523 74,554: 35,777 10,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 31: 294 1,437 -200 190 857 284 2,094: -253 -2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 10.6 0.1 40.0 76.7 58.1 87.4: 41.9 12.6
Old : 100.0: 18.0 10.6 0.1 40.0 76.7 58.1 87.4: 41.9 12.6
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 : 60: 15 7 1 23 20 38 28:
Old : 60: 15 7 1 23 20 38 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 : 27.6 53.5 38.1 71.6 22.9 53.5 33.4 69.2
Old : 27.6 53.5 38.1 71.6 22.9 53.5 33.4 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 14,636: 2,272 8,224 169 9,493 4,249 11,934 12,642: 2,702 1,994
Old : 14,636: 2,272 8,224 169 9,493 4,249 11,934 12,642: 2,702 1,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 295: -351 345 0 462 66 111 411: 184 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 56.2 1.2 64.9 29.0 81.5 86.4: 18.5 13.6
Old : 100.0: 15.5 56.2 1.2 64.9 29.0 81.5 86.4: 18.5 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 6 1 6 5 12 11:
Old : 21: 5 6 1 6 5 12 11:
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 : 62.5 65.5 74.4 81.1 55.7 65.5 67.6 75.4
Old : 62.5 65.5 74.4 81.1 55.7 65.5 67.6 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 20,656: 5,925 142 0 13,056 19,988 18,981 20,130: 1,675 526
Old : 20,656: 5,925 142 0 13,056 19,988 18,981 20,130: 1,675 526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -436: 356 -268 0 -843 -304 -487 -572: 51 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 0.7 0.0 63.2 96.8 91.9 97.5: 8.1 2.5
Old : 100.0: 28.7 0.7 0.0 63.2 96.8 91.9 97.5: 8.1 2.5
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 : 22: 12 1 0 6 5 18 6:
Old : 22: 12 1 0 6 5 18 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 96.2 82.5 97.5 66.1 96.0 81.6 96.0
Old : 66.9 96.2 82.5 97.5 66.1 96.0 81.6 96.0
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 26, 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 : 32,201: 8,242 5,169 1,457 15,906 11,135 25,605 17,761: 6,596 14,440
Old : 32,201: 8,242 5,169 1,457 15,906 11,135 25,605 17,761: 6,596 14,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,673: 1,355 900 -797 1,073 185 1,631 288: 1,042 2,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 16.1 4.5 49.4 34.6 79.5 55.2: 20.5 44.8
Old : 100.0: 25.6 16.1 4.5 49.4 34.6 79.5 55.2: 20.5 44.8
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 : 40: 8 7 4 18 19 27 29:
Old : 40: 8 7 4 18 19 27 29:
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 : 36.3 22.3 56.2 37.3 36.3 19.5 50.9 30.2
Old : 36.3 22.3 56.2 37.3 36.3 19.5 50.9 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 29, 2008