MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 39,357: 2,380 1,229 6,586 24,393 21,760 33,359 29,575: 5,999 9,783
Old : 39,357: 2,380 1,229 6,586 24,393 21,760 33,359 29,575: 5,999 9,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,605: 201 -278 672 916 953 1,789 1,347: -184 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 3.1 16.7 62.0 55.3 84.8 75.1: 15.2 24.9
Old : 100.0: 6.0 3.1 16.7 62.0 55.3 84.8 75.1: 15.2 24.9
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 : 68: 21 11 16 25 29 53 49:
Old : 68: 21 11 16 25 29 53 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 : 33.5 27.3 50.0 40.2 31.2 22.5 46.5 34.3
Old : 33.5 27.3 50.0 40.2 31.2 22.5 46.5 34.3
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, March 11, 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 : 243,898: 54,824 50,666 43,786 120,760 113,377 219,371 207,829: 24,527 36,068
Old : 209,334: 37,446 54,657 38,489 114,996 84,602 190,931 177,748: 18,403 31,586
Other: 34,564: 21,615 245 1,061 5,765 28,775 28,440 30,081: 6,124 4,483
: : :
: : Changes in Commitments from: March 4, 2008 :
: -2,492: 5,299 -5,315 -5,087 -1,357 7,179 -1,146 -3,223: -1,346 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 20.8 18.0 49.5 46.5 89.9 85.2: 10.1 14.8
Old : 100.0: 17.9 26.1 18.4 54.9 40.4 91.2 84.9: 8.8 15.1
Other: 100.0: 62.5 0.7 3.1 16.7 83.3 82.3 87.0: 17.7 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 74 104 92 36 46 173 190:
Old : 246: 60 114 89 36 45 166 188:
Other: 93: 49 4 13 14 33 63 50:
:----------------------------------------------------------------------------------------------------
: 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 22.8 39.3 33.8 24.4 18.0 37.0 26.0
Old : 27.2 19.5 41.0 30.0 26.9 16.6 39.2 25.6
Other: 45.6 49.2 59.8 64.7 39.7 39.7 53.1 55.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 318,660: 81,877 54,388 66,985 145,379 135,626 294,241 256,999: 24,420 61,662
Old : 318,660: 81,877 54,388 66,985 145,379 135,626 294,241 256,999: 24,420 61,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,163: 2,472 -1,592 -3,040 136 2,859 -431 -1,773: 1,594 2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 17.1 21.0 45.6 42.6 92.3 80.6: 7.7 19.4
Old : 100.0: 25.7 17.1 21.0 45.6 42.6 92.3 80.6: 7.7 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 91 98 88 98 149 236 299:
Old : 367: 91 98 88 98 149 236 299:
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 : 22.5 14.0 35.3 21.6 22.5 13.1 35.1 18.2
Old : 22.5 14.0 35.3 21.6 22.5 13.1 35.1 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 13,621: 5,460 4,595 1,717 4,419 4,789 11,596 11,101: 2,025 2,520
Old : 13,621: 5,460 4,595 1,717 4,419 4,789 11,596 11,101: 2,025 2,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -506: 54 188 132 108 -354 294 -34: -801 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 33.7 12.6 32.4 35.2 85.1 81.5: 14.9 18.5
Old : 100.0: 40.1 33.7 12.6 32.4 35.2 85.1 81.5: 14.9 18.5
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 : 102: 27 34 11 20 33 55 72:
Old : 102: 27 34 11 20 33 55 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 : 32.5 21.9 54.8 37.8 32.5 21.9 54.8 35.3
Old : 32.5 21.9 54.8 37.8 32.5 21.9 54.8 35.3
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, March 11, 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 : 41,984: 19,807 9,630 5,485 10,832 9,439 36,124 24,554: 5,860 17,430
Old : 41,984: 19,807 9,630 5,485 10,832 9,439 36,124 24,554: 5,860 17,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -430: 41 1,266 -515 138 -728 -335 23: -95 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 22.9 13.1 25.8 22.5 86.0 58.5: 14.0 41.5
Old : 100.0: 47.2 22.9 13.1 25.8 22.5 86.0 58.5: 14.0 41.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 39 44 37 45 51 104 119:
Old : 156: 39 44 37 45 51 104 119:
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 : 23.2 7.9 37.9 14.9 22.5 7.4 35.8 13.6
Old : 23.2 7.9 37.9 14.9 22.5 7.4 35.8 13.6
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, March 11, 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 : 130,292: 55,104 21,239 5,762 33,244 82,995 94,110 109,996: 36,182 20,296
Old : 130,292: 55,104 21,239 5,762 33,244 82,995 94,110 109,996: 36,182 20,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -10,100: -11,131 -1,383 -4,001 5,960 -3,773 -9,172 -9,157: -929 -944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 16.3 4.4 25.5 63.7 72.2 84.4: 27.8 15.6
Old : 100.0: 42.3 16.3 4.4 25.5 63.7 72.2 84.4: 27.8 15.6
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 : 83: 30 14 10 27 29 63 48:
Old : 83: 30 14 10 27 29 63 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 : 20.0 31.6 32.1 51.8 18.7 30.0 29.9 45.7
Old : 20.0 31.6 32.1 51.8 18.7 30.0 29.9 45.7
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, March 11, 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 : 98,535: 25,050 30,297 4,624 42,567 52,018 72,241 86,939: 26,294 11,596
Old : 98,535: 25,050 30,297 4,624 42,567 52,018 72,241 86,939: 26,294 11,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 6,171: 381 5,630 -81 8,986 1,859 9,286 7,407: -3,114 -1,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 30.7 4.7 43.2 52.8 73.3 88.2: 26.7 11.8
Old : 100.0: 25.4 30.7 4.7 43.2 52.8 73.3 88.2: 26.7 11.8
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 : 56: 21 15 4 11 17 35 33:
Old : 56: 21 15 4 11 17 35 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 : 37.8 39.7 51.9 53.7 33.2 36.4 44.0 49.9
Old : 37.8 39.7 51.9 53.7 33.2 36.4 44.0 49.9
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, March 11, 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 : 126,573: 79,981 6,247 416 38,552 118,024 118,949 124,687: 7,624 1,886
Old : 126,573: 79,981 6,247 416 38,552 118,024 118,949 124,687: 7,624 1,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -43,943: -40,860 -1,706 -851 -3,227 -41,094 -44,938 -43,651: 995 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 4.9 0.3 30.5 93.2 94.0 98.5: 6.0 1.5
Old : 100.0: 63.2 4.9 0.3 30.5 93.2 94.0 98.5: 6.0 1.5
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 : 82: 43 16 4 12 19 56 38:
Old : 82: 43 16 4 12 19 56 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 77.1 59.8 88.6 36.1 75.6 57.7 82.4
Old : 37.8 77.1 59.8 88.6 36.1 75.6 57.7 82.4
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, March 11, 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 : 123,614: 46,378 21,613 9,000 50,267 68,469 105,645 99,082: 17,969 24,531
Old : 123,614: 46,378 21,613 9,000 50,267 68,469 105,645 99,082: 17,969 24,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 4,192: 8,158 2,207 -3,234 4,038 7,216 8,962 6,189: -4,770 -1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 17.5 7.3 40.7 55.4 85.5 80.2: 14.5 19.8
Old : 100.0: 37.5 17.5 7.3 40.7 55.4 85.5 80.2: 14.5 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 20 21 10 23 22 47 49:
Old : 70: 20 21 10 23 22 47 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 : 31.8 40.3 46.4 50.5 28.7 30.7 40.0 38.4
Old : 31.8 40.3 46.4 50.5 28.7 30.7 40.0 38.4
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, March 11, 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 : 284,417: 85,688 36,089 20,773 137,301 206,994 243,762 263,856: 40,656 20,562
Old : 284,417: 85,688 36,089 20,773 137,301 206,994 243,762 263,856: 40,656 20,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -39,701: -6,745 -3,181 -10,013 -16,301 -20,431 -33,059 -33,625: -6,642 -6,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 12.7 7.3 48.3 72.8 85.7 92.8: 14.3 7.2
Old : 100.0: 30.1 12.7 7.3 48.3 72.8 85.7 92.8: 14.3 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 : 111: 40 26 16 33 28 81 62:
Old : 111: 40 26 16 33 28 81 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 46.8 48.9 59.5 29.8 45.4 42.1 53.8
Old : 33.7 46.8 48.9 59.5 29.8 45.4 42.1 53.8
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, March 11, 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 : 278,036: 82,698 50,866 22,241 126,558 159,935 231,496 233,041: 46,540 44,995
Old : 278,036: 82,698 50,866 22,241 126,558 159,935 231,496 233,041: 46,540 44,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 352: 6,341 11,633 -11,332 14,786 7,991 9,795 8,292: -9,443 -7,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 18.3 8.0 45.5 57.5 83.3 83.8: 16.7 16.2
Old : 100.0: 29.7 18.3 8.0 45.5 57.5 83.3 83.8: 16.7 16.2
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 : 140: 44 49 30 35 40 98 100:
Old : 140: 44 49 30 35 40 98 100:
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 28.7 47.9 39.4 26.5 20.6 34.8 28.3
Old : 34.6 28.7 47.9 39.4 26.5 20.6 34.8 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 25,732: 13,379 983 21 9,553 23,723 22,953 24,727: 2,779 1,005
Old : 25,732: 13,379 983 21 9,553 23,723 22,953 24,727: 2,779 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,191: -1,609 -374 -47 2,907 1,598 1,251 1,177: -60 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 3.8 0.1 37.1 92.2 89.2 96.1: 10.8 3.9
Old : 100.0: 52.0 3.8 0.1 37.1 92.2 89.2 96.1: 10.8 3.9
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 : 41: 17 4 2 10 17 27 23:
Old : 41: 17 4 2 10 17 27 23:
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 : 51.9 65.1 67.7 84.0 51.3 62.4 65.2 73.8
Old : 51.9 65.1 67.7 84.0 51.3 62.4 65.2 73.8
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, March 11, 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 :20,651,627: 1,416,617 452,325 8,192,077 9,627,520 10,825,672 19,236,214 19,470,075: 1,415,413 1,181,552
Old :20,651,627: 1,416,617 452,325 8,192,077 9,627,520 10,825,672 19,236,214 19,470,075: 1,415,413 1,181,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -757,952: 50,711 60,208 -665,553 -214,432 -140,359 -829,274 -745,704: 71,321 -12,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.2 39.7 46.6 52.4 93.1 94.3: 6.9 5.7
Old : 100.0: 6.9 2.2 39.7 46.6 52.4 93.1 94.3: 6.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 75 54 114 141 139 274 261:
Old : 288: 75 54 114 141 139 274 261:
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 : 18.8 18.8 30.4 30.9 10.1 8.9 13.4 13.8
Old : 18.8 18.8 30.4 30.9 10.1 8.9 13.4 13.8
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, March 11, 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 : 756,330: 74,195 91,364 99,235 435,325 441,596 608,755 632,195: 147,575 124,135
Old : 756,330: 74,195 91,364 99,235 435,325 441,596 608,755 632,195: 147,575 124,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 14,160: -14,112 2,593 11,424 10,656 6,877 7,968 20,894: 6,192 -6,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.1 13.1 57.6 58.4 80.5 83.6: 19.5 16.4
Old : 100.0: 9.8 12.1 13.1 57.6 58.4 80.5 83.6: 19.5 16.4
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 : 222: 52 59 75 87 69 184 160:
Old : 222: 52 59 75 87 69 184 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 20.5 24.0 30.7 15.3 19.5 21.6 28.8
Old : 16.3 20.5 24.0 30.7 15.3 19.5 21.6 28.8
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, March 11, 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 : 2,723,514: 400,758 666,901 220,345 1,762,179 1,589,595 2,383,282 2,476,840: 340,233 246,674
Old : 2,723,514: 400,758 666,901 220,345 1,762,179 1,589,595 2,383,282 2,476,840: 340,233 246,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 124,113: -24,697 16,432 48,533 114,393 53,899 138,229 118,863: -14,116 5,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 24.5 8.1 64.7 58.4 87.5 90.9: 12.5 9.1
Old : 100.0: 14.7 24.5 8.1 64.7 58.4 87.5 90.9: 12.5 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 86 147 90 115 111 253 296:
Old : 396: 86 147 90 115 111 253 296:
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 : 19.7 14.4 29.4 23.1 13.3 10.6 21.7 18.6
Old : 19.7 14.4 29.4 23.1 13.3 10.6 21.7 18.6
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, March 11, 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 : 115,859: 13,105 43,314 0 90,638 68,455 103,743 111,769: 12,116 4,090
Old : 115,859: 13,105 43,314 0 90,638 68,455 103,743 111,769: 12,116 4,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 5,132: 1,055 3,218 0 4,510 2,168 5,565 5,386: -433 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 37.4 0.0 78.2 59.1 89.5 96.5: 10.5 3.5
Old : 100.0: 11.3 37.4 0.0 78.2 59.1 89.5 96.5: 10.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 9 19 0 45 34 54 53:
Old : 89: 9 19 0 45 34 54 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 34.4 44.2 58.1 26.1 34.4 43.7 57.4
Old : 26.1 34.4 44.2 58.1 26.1 34.4 43.7 57.4
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, March 11, 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 : 61,645: 14,413 15,467 0 37,512 38,858 51,925 54,325: 9,720 7,319
Old : 61,645: 14,413 15,467 0 37,512 38,858 51,925 54,325: 9,720 7,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,504: -367 127 0 697 -76 330 51: 1,174 1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 25.1 0.0 60.9 63.0 84.2 88.1: 15.8 11.9
Old : 100.0: 23.4 25.1 0.0 60.9 63.0 84.2 88.1: 15.8 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 10 15 0 23 20 33 35:
Old : 57: 10 15 0 23 20 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 43.5 60.1 64.0 49.6 39.5 59.4 58.1
Old : 49.6 43.5 60.1 64.0 49.6 39.5 59.4 58.1
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, March 11, 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 : 446,809: 121,501 176,380 13,708 278,147 209,349 413,356 399,437: 33,452 47,371
Old : 446,809: 121,501 176,380 13,708 278,147 209,349 413,356 399,437: 33,452 47,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -9,178: 11,129 -22,247 -2,922 -26,984 5,093 -18,777 -20,076: 9,599 10,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 39.5 3.1 62.3 46.9 92.5 89.4: 7.5 10.6
Old : 100.0: 27.2 39.5 3.1 62.3 46.9 92.5 89.4: 7.5 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 : 238: 61 83 28 53 55 130 150:
Old : 238: 61 83 28 53 55 130 150:
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 : 29.7 21.1 47.2 34.0 25.9 20.9 42.4 33.1
Old : 29.7 21.1 47.2 34.0 25.9 20.9 42.4 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 94,752: 47,880 16,424 800 17,602 67,479 66,282 84,703: 28,470 10,049
Old : 94,752: 47,880 16,424 800 17,602 67,479 66,282 84,703: 28,470 10,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,105: -7,928 -2,290 -168 11,475 4,545 3,379 2,087: -2,274 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 17.3 0.8 18.6 71.2 70.0 89.4: 30.0 10.6
Old : 100.0: 50.5 17.3 0.8 18.6 71.2 70.0 89.4: 30.0 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 : 57: 26 11 4 13 19 42 31:
Old : 57: 26 11 4 13 19 42 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 : 22.0 41.3 34.3 63.0 21.1 38.0 30.5 58.2
Old : 22.0 41.3 34.3 63.0 21.1 38.0 30.5 58.2
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, March 11, 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 : 50,489: 1,157 18,739 1,187 31,199 27,018 33,543 46,944: 16,947 3,546
Old : 50,489: 1,157 18,739 1,187 31,199 27,018 33,543 46,944: 16,947 3,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 2,326: 159 1,794 -43 779 685 895 2,436: 1,431 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 37.1 2.4 61.8 53.5 66.4 93.0: 33.6 7.0
Old : 100.0: 2.3 37.1 2.4 61.8 53.5 66.4 93.0: 33.6 7.0
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 : 72: 6 27 10 19 30 30 62:
Old : 72: 6 27 10 19 30 30 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 23.5 58.8 36.9 43.5 22.5 53.2 35.9
Old : 46.7 23.5 58.8 36.9 43.5 22.5 53.2 35.9
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, March 11, 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 : 750,389: 71,625 309,337 17,051 645,502 336,317 734,177 662,705: 16,212 87,684
Old : 750,389: 71,625 309,337 17,051 645,502 336,317 734,177 662,705: 16,212 87,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 38,241: -14,700 3,366 692 50,494 29,054 36,485 33,112: 1,756 5,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 41.2 2.3 86.0 44.8 97.8 88.3: 2.2 11.7
Old : 100.0: 9.5 41.2 2.3 86.0 44.8 97.8 88.3: 2.2 11.7
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 : 312: 51 141 53 66 83 145 250:
Old : 312: 51 141 53 66 83 145 250:
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 : 57.4 18.9 73.7 27.2 51.8 17.2 67.7 23.7
Old : 57.4 18.9 73.7 27.2 51.8 17.2 67.7 23.7
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, March 11, 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 : 102,406: 12,983 37,176 8,170 68,146 47,739 89,299 93,085: 13,107 9,321
Old : 102,406: 12,983 37,176 8,170 68,146 47,739 89,299 93,085: 13,107 9,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 18,905: 315 2,254 6,696 8,919 7,724 15,930 16,674: 2,975 2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 36.3 8.0 66.5 46.6 87.2 90.9: 12.8 9.1
Old : 100.0: 12.7 36.3 8.0 66.5 46.6 87.2 90.9: 12.8 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 : 86: 23 22 13 20 30 51 59:
Old : 86: 23 22 13 20 30 51 59:
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 : 42.8 32.1 60.5 46.0 39.5 30.5 54.5 42.6
Old : 42.8 32.1 60.5 46.0 39.5 30.5 54.5 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 93,078: 15,346 7,613 2,205 37,924 67,457 55,475 77,275: 37,603 15,803
Old : 93,078: 15,346 7,613 2,205 37,924 67,457 55,475 77,275: 37,603 15,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 6,478: -55 -500 1,375 3,180 2,019 4,500 2,894: 1,978 3,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 8.2 2.4 40.7 72.5 59.6 83.0: 40.4 17.0
Old : 100.0: 16.5 8.2 2.4 40.7 72.5 59.6 83.0: 40.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 16 5 4 24 22 40 31:
Old : 58: 16 5 4 24 22 40 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 : 28.6 45.4 40.5 63.4 22.3 45.4 34.3 60.5
Old : 28.6 45.4 40.5 63.4 22.3 45.4 34.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 15,543: 1,974 9,776 318 11,443 4,143 13,735 14,237: 1,808 1,306
Old : 15,543: 1,974 9,776 318 11,443 4,143 13,735 14,237: 1,808 1,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 188: -176 893 181 1,250 155 1,255 1,229: -1,067 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 62.9 2.0 73.6 26.7 88.4 91.6: 11.6 8.4
Old : 100.0: 12.7 62.9 2.0 73.6 26.7 88.4 91.6: 11.6 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 : 24: 5 7 1 8 6 14 13:
Old : 24: 5 7 1 8 6 14 13:
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 : 66.3 62.4 77.5 83.5 58.8 61.8 70.1 77.1
Old : 66.3 62.4 77.5 83.5 58.8 61.8 70.1 77.1
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, March 11, 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 : 19,444: 6,348 139 0 10,671 18,202 17,019 18,341: 2,425 1,103
Old : 19,444: 6,348 139 0 10,671 18,202 17,019 18,341: 2,425 1,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -321: 103 0 -33 -981 -802 -911 -835: 590 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 0.7 0.0 54.9 93.6 87.5 94.3: 12.5 5.7
Old : 100.0: 32.6 0.7 0.0 54.9 93.6 87.5 94.3: 12.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.7 92.6 76.4 94.3 63.7 92.5 75.4 93.2
Old : 64.7 92.6 76.4 94.3 63.7 92.5 75.4 93.2
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, March 11, 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 : 32,334: 4,092 5,797 1,907 20,756 11,607 26,755 19,311: 5,579 13,023
Old : 32,334: 4,092 5,797 1,907 20,756 11,607 26,755 19,311: 5,579 13,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -1,295: -4,259 174 255 3,792 476 -212 905: -1,083 -2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 17.9 5.9 64.2 35.9 82.7 59.7: 17.3 40.3
Old : 100.0: 12.7 17.9 5.9 64.2 35.9 82.7 59.7: 17.3 40.3
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 : 39: 7 7 4 18 18 26 28:
Old : 39: 7 7 4 18 18 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 : 40.3 24.3 59.2 40.3 39.4 20.2 54.0 32.8
Old : 40.3 24.3 59.2 40.3 39.4 20.2 54.0 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 14, 2008