MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 38,902: 2,249 1,120 5,703 24,980 22,343 32,932 29,166: 5,971 9,737
Old : 38,902: 2,249 1,120 5,703 24,980 22,343 32,932 29,166: 5,971 9,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -455: -132 -108 -883 588 582 -427 -409: -28 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.9 14.7 64.2 57.4 84.7 75.0: 15.3 25.0
Old : 100.0: 5.8 2.9 14.7 64.2 57.4 84.7 75.0: 15.3 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 18 11 14 27 30 53 47:
Old : 67: 18 11 14 27 30 53 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 : 33.1 28.1 50.5 41.8 32.4 23.7 48.4 35.8
Old : 33.1 28.1 50.5 41.8 32.4 23.7 48.4 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 247,189: 51,618 48,018 48,431 121,409 112,222 221,459 208,671: 25,730 38,517
Old : 210,580: 34,127 53,113 41,278 114,935 82,014 190,340 176,405: 20,240 34,175
Other: 36,609: 22,972 385 1,673 6,474 30,208 31,119 32,266: 5,490 4,343
: : :
: : Changes in Commitments from: March 11, 2008 :
: 3,291: -3,206 -2,648 4,645 649 -1,155 2,088 842: 1,203 2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.4 19.6 49.1 45.4 89.6 84.4: 10.4 15.6
Old : 100.0: 16.2 25.2 19.6 54.6 38.9 90.4 83.8: 9.6 16.2
Other: 100.0: 62.7 1.1 4.6 17.7 82.5 85.0 88.1: 15.0 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 78 99 97 38 50 176 196:
Old : 246: 68 104 94 37 49 169 194:
Other: 97: 48 8 17 16 35 67 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 23.7 38.7 34.3 24.7 18.7 36.7 27.0
Old : 27.1 20.3 40.1 30.3 27.1 17.3 39.1 26.5
Other: 44.4 51.3 58.9 65.1 39.4 41.7 52.7 55.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 315,389: 87,291 53,702 61,168 143,561 137,488 292,019 252,358: 23,369 63,031
Old : 315,389: 87,291 53,702 61,168 143,561 137,488 292,019 252,358: 23,369 63,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -3,272: 5,414 -686 -5,818 -1,818 1,862 -2,222 -4,641: -1,050 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 17.0 19.4 45.5 43.6 92.6 80.0: 7.4 20.0
Old : 100.0: 27.7 17.0 19.4 45.5 43.6 92.6 80.0: 7.4 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 96 92 84 95 150 236 293:
Old : 365: 96 92 84 95 150 236 293:
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 14.0 34.9 21.5 22.1 13.4 34.6 19.6
Old : 22.1 14.0 34.9 21.5 22.1 13.4 34.6 19.6
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 18, 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 : 13,848: 5,566 3,596 2,084 4,408 4,666 12,058 10,346: 1,790 3,502
Old : 13,848: 5,566 3,596 2,084 4,408 4,666 12,058 10,346: 1,790 3,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 227: 106 -999 367 -11 -123 462 -755: -235 982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 26.0 15.0 31.8 33.7 87.1 74.7: 12.9 25.3
Old : 100.0: 40.2 26.0 15.0 31.8 33.7 87.1 74.7: 12.9 25.3
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 : 100: 31 28 14 18 34 56 70:
Old : 100: 31 28 14 18 34 56 70:
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 22.6 56.3 36.1 31.9 20.6 54.7 30.4
Old : 31.9 22.6 56.3 36.1 31.9 20.6 54.7 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 42,449: 20,551 9,848 5,894 10,507 9,101 36,952 24,843: 5,497 17,606
Old : 42,449: 20,551 9,848 5,894 10,507 9,101 36,952 24,843: 5,497 17,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 465: 744 218 409 -325 -338 828 290: -363 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 23.2 13.9 24.8 21.4 87.0 58.5: 13.0 41.5
Old : 100.0: 48.4 23.2 13.9 24.8 21.4 87.0 58.5: 13.0 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 : 155: 39 47 36 43 49 103 115:
Old : 155: 39 47 36 43 49 103 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 8.9 40.4 16.2 24.9 7.7 38.6 13.8
Old : 25.8 8.9 40.4 16.2 24.9 7.7 38.6 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 141,272: 48,051 22,980 10,696 49,697 85,249 108,444 118,926: 32,829 22,347
Old : 141,272: 48,051 22,980 10,696 49,697 85,249 108,444 118,926: 32,829 22,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 10,980: -7,053 1,742 4,934 16,453 2,254 14,334 8,930: -3,353 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 16.3 7.6 35.2 60.3 76.8 84.2: 23.2 15.8
Old : 100.0: 34.0 16.3 7.6 35.2 60.3 76.8 84.2: 23.2 15.8
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 : 85: 31 13 14 28 30 66 51:
Old : 85: 31 13 14 28 30 66 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 : 19.2 32.0 31.1 50.8 14.4 25.2 23.6 38.9
Old : 19.2 32.0 31.1 50.8 14.4 25.2 23.6 38.9
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 18, 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 : 65,722: 23,462 14,090 6,252 12,153 35,497 41,868 55,840: 23,854 9,882
Old : 65,722: 23,462 14,090 6,252 12,153 35,497 41,868 55,840: 23,854 9,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -32,813: -1,588 -16,207 1,628 -30,413 -16,520 -30,373 -31,100: -2,440 -1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 21.4 9.5 18.5 54.0 63.7 85.0: 36.3 15.0
Old : 100.0: 35.7 21.4 9.5 18.5 54.0 63.7 85.0: 36.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 22 9 6 6 10 31 22:
Old : 44: 22 9 6 6 10 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 43.9 42.1 64.6 22.8 40.5 32.7 59.4
Old : 30.1 43.9 42.1 64.6 22.8 40.5 32.7 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 104,071: 93,397 4,093 0 5,391 97,623 98,788 101,716: 5,283 2,355
Old : 104,071: 93,397 4,093 0 5,391 97,623 98,788 101,716: 5,283 2,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -22,502: 13,416 -2,154 -416 -33,161 -20,401 -20,161 -22,971: -2,341 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 3.9 0.0 5.2 93.8 94.9 97.7: 5.1 2.3
Old : 100.0: 89.7 3.9 0.0 5.2 93.8 94.9 97.7: 5.1 2.3
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 : 83: 50 11 0 6 18 56 29:
Old : 83: 50 11 0 6 18 56 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 : 50.5 71.2 65.5 85.2 50.5 71.2 65.5 85.2
Old : 50.5 71.2 65.5 85.2 50.5 71.2 65.5 85.2
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 18, 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 : 100,728: 51,431 17,695 10,900 20,291 52,040 82,622 80,635: 18,106 20,093
Old : 100,728: 51,431 17,695 10,900 20,291 52,040 82,622 80,635: 18,106 20,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -22,885: 5,053 -3,919 1,901 -29,976 -16,429 -23,022 -18,447: 137 -4,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 17.6 10.8 20.1 51.7 82.0 80.1: 18.0 19.9
Old : 100.0: 51.1 17.6 10.8 20.1 51.7 82.0 80.1: 18.0 19.9
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 : 73: 26 19 8 18 22 47 46:
Old : 73: 26 19 8 18 22 47 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 : 27.0 33.7 42.8 47.8 26.8 30.9 37.5 42.5
Old : 27.0 33.7 42.8 47.8 26.8 30.9 37.5 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 254,000: 79,990 25,207 26,827 109,619 182,821 216,437 234,855: 37,563 19,144
Old : 254,000: 79,990 25,207 26,827 109,619 182,821 216,437 234,855: 37,563 19,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -30,418: -5,698 -10,881 6,054 -27,681 -24,173 -27,325 -29,000: -3,092 -1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 9.9 10.6 43.2 72.0 85.2 92.5: 14.8 7.5
Old : 100.0: 31.5 9.9 10.6 43.2 72.0 85.2 92.5: 14.8 7.5
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 : 103: 42 22 14 27 23 75 53:
Old : 103: 42 22 14 27 23 75 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 : 32.1 42.8 49.3 60.8 32.1 42.4 43.6 56.5
Old : 32.1 42.8 49.3 60.8 32.1 42.4 43.6 56.5
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 18, 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 : 211,719: 81,410 52,715 30,936 46,741 76,808 159,087 160,459: 52,632 51,261
Old : 211,719: 81,410 52,715 30,936 46,741 76,808 159,087 160,459: 52,632 51,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -66,317: -1,287 1,850 8,695 -79,817 -83,127 -72,409 -72,583: 6,093 6,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 24.9 14.6 22.1 36.3 75.1 75.8: 24.9 24.2
Old : 100.0: 38.5 24.9 14.6 22.1 36.3 75.1 75.8: 24.9 24.2
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 : 151: 48 56 34 35 33 107 99:
Old : 151: 48 56 34 35 33 107 99:
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 17.8 34.7 29.8 19.1 16.9 27.2 25.9
Old : 22.8 17.8 34.7 29.8 19.1 16.9 27.2 25.9
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 18, 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 : 17,754: 12,921 2,543 0 2,196 14,288 15,117 16,831: 2,637 923
Old : 17,754: 12,921 2,543 0 2,196 14,288 15,117 16,831: 2,637 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -7,978: -458 1,560 -21 -7,357 -9,435 -7,836 -7,896: -142 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 14.3 0.0 12.4 80.5 85.1 94.8: 14.9 5.2
Old : 100.0: 72.8 14.3 0.0 12.4 80.5 85.1 94.8: 14.9 5.2
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 : 30: 14 2 0 5 11 19 13:
Old : 30: 14 2 0 5 11 19 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 : 53.2 71.1 71.8 87.7 53.2 71.1 70.2 87.7
Old : 53.2 71.1 71.8 87.7 53.2 71.1 70.2 87.7
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 18, 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 :17,824,955: 1,208,032 391,622 7,150,020 8,222,447 9,151,517 16,580,499 16,693,159: 1,244,456 1,131,795
Old :17,824,955: 1,208,032 391,622 7,150,020 8,222,447 9,151,517 16,580,499 16,693,159: 1,244,456 1,131,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
:-2,826,672: -208,585 -60,704 -1,042,057 -1,405,073 -1,674,155 -2,655,715 -2,776,915: -170,957 -49,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.2 40.1 46.1 51.3 93.0 93.7: 7.0 6.3
Old : 100.0: 6.8 2.2 40.1 46.1 51.3 93.0 93.7: 7.0 6.3
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 : 266: 73 36 105 133 131 253 243:
Old : 266: 73 36 105 133 131 253 243:
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 18.5 28.6 29.9 10.6 9.2 13.6 14.0
Old : 18.3 18.5 28.6 29.9 10.6 9.2 13.6 14.0
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 18, 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 : 885,355: 76,674 91,803 124,127 490,597 505,373 691,398 721,303: 193,956 164,052
Old : 885,355: 76,674 91,803 124,127 490,597 505,373 691,398 721,303: 193,956 164,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 129,025: 2,479 439 24,893 55,272 63,777 82,643 89,108: 46,382 39,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.4 14.0 55.4 57.1 78.1 81.5: 21.9 18.5
Old : 100.0: 8.7 10.4 14.0 55.4 57.1 78.1 81.5: 21.9 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 : 224: 58 56 80 90 73 191 167:
Old : 224: 58 56 80 90 73 191 167:
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 : 14.2 19.5 20.9 29.2 13.3 17.1 19.1 25.2
Old : 14.2 19.5 20.9 29.2 13.3 17.1 19.1 25.2
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 18, 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 : 3,339,879: 452,906 657,206 334,356 2,025,272 1,861,652 2,812,533 2,853,213: 527,346 486,666
Old : 3,339,879: 452,906 657,206 334,356 2,025,272 1,861,652 2,812,533 2,853,213: 527,346 486,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 616,365: 52,148 -9,695 114,011 263,093 272,057 429,251 376,373: 187,114 239,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 19.7 10.0 60.6 55.7 84.2 85.4: 15.8 14.6
Old : 100.0: 13.6 19.7 10.0 60.6 55.7 84.2 85.4: 15.8 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 92 145 118 119 121 283 312:
Old : 397: 92 145 118 119 121 283 312:
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 : 18.9 15.7 27.0 24.9 11.8 11.1 18.7 17.9
Old : 18.9 15.7 27.0 24.9 11.8 11.1 18.7 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 $500) :
: : :
All : 10,556: 252 1,657 236 7,885 6,513 8,373 8,406: 2,183 2,150
Old : 10,556: 252 1,657 236 7,885 6,513 8,373 8,406: 2,183 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 15.7 2.2 74.7 61.7 79.3 79.6: 20.7 20.4
Old : 100.0: 2.4 15.7 2.2 74.7 61.7 79.3 79.6: 20.7 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 : 20: 1 2 2 11 10 13 13:
Old : 20: 1 2 2 11 10 13 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 : 57.0 52.6 68.9 75.3 51.9 52.6 63.3 71.0
Old : 57.0 52.6 68.9 75.3 51.9 52.6 63.3 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 141,012: 15,350 43,414 1,265 105,728 80,518 122,343 125,197: 18,669 15,815
Old : 141,012: 15,350 43,414 1,265 105,728 80,518 122,343 125,197: 18,669 15,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 25,153: 2,245 100 1,265 15,090 12,063 18,600 13,428: 6,552 11,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 30.8 0.9 75.0 57.1 86.8 88.8: 13.2 11.2
Old : 100.0: 10.9 30.8 0.9 75.0 57.1 86.8 88.8: 13.2 11.2
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 : 93: 10 18 3 52 34 63 54:
Old : 93: 10 18 3 52 34 63 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 : 25.3 32.6 42.2 53.6 22.5 28.8 37.1 48.1
Old : 25.3 32.6 42.2 53.6 22.5 28.8 37.1 48.1
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, March 18, 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 : 70,963: 13,831 15,499 354 36,679 42,807 50,864 58,660: 20,099 12,302
Old : 70,963: 13,831 15,499 354 36,679 42,807 50,864 58,660: 20,099 12,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 9,318: -582 32 354 -832 3,949 -1,060 4,335: 10,379 4,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.8 0.5 51.7 60.3 71.7 82.7: 28.3 17.3
Old : 100.0: 19.5 21.8 0.5 51.7 60.3 71.7 82.7: 28.3 17.3
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 : 50: 8 10 3 23 27 34 37:
Old : 50: 8 10 3 23 27 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 39.0 52.3 56.5 39.8 37.0 50.8 52.4
Old : 39.9 39.0 52.3 56.5 39.8 37.0 50.8 52.4
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, March 18, 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 : 586,357: 115,668 197,248 25,991 382,620 275,960 524,280 499,200: 62,078 87,158
Old : 586,357: 115,668 197,248 25,991 382,620 275,960 524,280 499,200: 62,078 87,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 139,549: -5,833 20,868 12,283 104,473 66,611 110,923 99,762: 28,625 39,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 33.6 4.4 65.3 47.1 89.4 85.1: 10.6 14.9
Old : 100.0: 19.7 33.6 4.4 65.3 47.1 89.4 85.1: 10.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 59 74 40 65 65 146 157:
Old : 227: 59 74 40 65 65 146 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 22.3 51.1 36.3 25.6 19.5 38.5 28.8
Old : 30.8 22.3 51.1 36.3 25.6 19.5 38.5 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 74,653: 40,300 4,989 1,269 6,003 56,149 47,572 62,407: 27,082 12,246
Old : 74,653: 40,300 4,989 1,269 6,003 56,149 47,572 62,407: 27,082 12,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -20,099: -7,580 -11,435 469 -11,599 -11,330 -18,710 -22,296: -1,388 2,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 6.7 1.7 8.0 75.2 63.7 83.6: 36.3 16.4
Old : 100.0: 54.0 6.7 1.7 8.0 75.2 63.7 83.6: 36.3 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 : 49: 24 8 3 7 15 34 23:
Old : 49: 24 8 3 7 15 34 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 : 23.8 52.2 36.5 66.1 23.8 50.4 36.5 64.2
Old : 23.8 52.2 36.5 66.1 23.8 50.4 36.5 64.2
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 18, 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 : 60,525: 1,165 16,648 2,859 38,281 34,278 42,305 53,785: 18,220 6,740
Old : 60,525: 1,165 16,648 2,859 38,281 34,278 42,305 53,785: 18,220 6,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 10,036: 8 -2,091 1,673 7,082 7,260 8,763 6,841: 1,273 3,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 27.5 4.7 63.2 56.6 69.9 88.9: 30.1 11.1
Old : 100.0: 1.9 27.5 4.7 63.2 56.6 69.9 88.9: 30.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 8 26 14 25 35 40 68:
Old : 77: 8 26 14 25 35 40 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 19.8 55.4 33.3 34.0 15.6 40.9 25.6
Old : 44.8 19.8 55.4 33.3 34.0 15.6 40.9 25.6
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 18, 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 : 900,737: 70,130 292,584 37,756 769,253 464,978 877,140 795,318: 23,598 105,420
Old : 900,737: 70,130 292,584 37,756 769,253 464,978 877,140 795,318: 23,598 105,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 150,348: -1,495 -16,753 20,706 123,751 128,661 142,962 132,613: 7,386 17,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 32.5 4.2 85.4 51.6 97.4 88.3: 2.6 11.7
Old : 100.0: 7.8 32.5 4.2 85.4 51.6 97.4 88.3: 2.6 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 : 305: 45 139 64 77 89 159 255:
Old : 305: 45 139 64 77 89 159 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 20.0 71.4 30.2 42.2 13.2 53.5 18.3
Old : 49.0 20.0 71.4 30.2 42.2 13.2 53.5 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 74,861: 12,995 43,524 929 50,547 22,008 64,471 66,461: 10,390 8,400
Old : 74,861: 12,995 43,524 929 50,547 22,008 64,471 66,461: 10,390 8,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -27,545: 12 6,348 -7,241 -17,599 -25,731 -24,828 -26,624: -2,717 -921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 58.1 1.2 67.5 29.4 86.1 88.8: 13.9 11.2
Old : 100.0: 17.4 58.1 1.2 67.5 29.4 86.1 88.8: 13.9 11.2
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 : 74: 15 24 3 15 24 32 49:
Old : 74: 15 24 3 15 24 32 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 : 51.3 53.8 68.7 63.3 51.3 53.7 68.7 63.3
Old : 51.3 53.8 68.7 63.3 51.3 53.7 68.7 63.3
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 18, 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 : 45,171: 18,038 627 0 16,248 24,922 34,286 25,549: 10,885 19,622
Old : 45,171: 18,038 627 0 16,248 24,922 34,286 25,549: 10,885 19,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -47,907: 2,692 -6,986 -2,205 -21,676 -42,535 -21,189 -51,726: -26,718 3,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 1.4 0.0 36.0 55.2 75.9 56.6: 24.1 43.4
Old : 100.0: 39.9 1.4 0.0 36.0 55.2 75.9 56.6: 24.1 43.4
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 : 47: 15 2 0 18 14 33 16:
Old : 47: 15 2 0 18 14 33 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 38.7 52.1 49.9 38.9 38.7 51.7 49.9
Old : 38.9 38.7 52.1 49.9 38.9 38.7 51.7 49.9
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 18, 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 : 16,993: 1,618 9,754 486 11,496 4,105 13,600 14,345: 3,393 2,648
Old : 16,993: 1,618 9,754 486 11,496 4,105 13,600 14,345: 3,393 2,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 1,450: -356 -22 168 53 -38 -135 108: 1,585 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 57.4 2.9 67.7 24.2 80.0 84.4: 20.0 15.6
Old : 100.0: 9.5 57.4 2.9 67.7 24.2 80.0 84.4: 20.0 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 : 22: 4 6 1 8 7 12 14:
Old : 22: 4 6 1 8 7 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 56.9 72.9 77.1 54.0 56.5 64.3 71.5
Old : 60.8 56.9 72.9 77.1 54.0 56.5 64.3 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 19,115: 6,677 139 22 10,034 18,103 16,733 18,264: 2,382 851
Old : 19,115: 6,677 139 22 10,034 18,103 16,733 18,264: 2,382 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -329: 329 0 22 -637 -99 -286 -77: -43 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 0.7 0.1 52.5 94.7 87.5 95.5: 12.5 4.5
Old : 100.0: 34.9 0.7 0.1 52.5 94.7 87.5 95.5: 12.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 1 1 5 5 16 7:
Old : 20: 11 1 1 5 5 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 93.7 78.9 95.5 65.6 92.8 77.2 93.0
Old : 67.2 93.7 78.9 95.5 65.6 92.8 77.2 93.0
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, March 18, 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 : 21,859: 1,607 4,094 139 14,794 11,191 16,540 15,424: 5,319 6,435
Old : 21,859: 1,607 4,094 139 14,794 11,191 16,540 15,424: 5,319 6,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -10,475: -2,485 -1,703 -1,768 -5,962 -416 -10,215 -3,887: -260 -6,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 18.7 0.6 67.7 51.2 75.7 70.6: 24.3 29.4
Old : 100.0: 7.4 18.7 0.6 67.7 51.2 75.7 70.6: 24.3 29.4
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 : 35: 5 7 3 14 17 21 25:
Old : 35: 5 7 3 14 17 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 36.7 62.5 54.9 45.4 34.6 56.6 52.2
Old : 45.8 36.7 62.5 54.9 45.4 34.6 56.6 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2008