MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 39,475: 2,448 1,420 5,640 25,624 22,630 33,712 29,689: 5,763 9,785
Old : 39,475: 2,448 1,420 5,640 25,624 22,630 33,712 29,689: 5,763 9,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 572: 199 299 -63 644 287 781 524: -208 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.6 14.3 64.9 57.3 85.4 75.2: 14.6 24.8
Old : 100.0: 6.2 3.6 14.3 64.9 57.3 85.4 75.2: 14.6 24.8
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 : 68: 21 9 16 27 30 54 49:
Old : 68: 21 9 16 27 30 54 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 28.1 51.5 41.6 32.6 23.7 49.3 35.7
Old : 33.1 28.1 51.5 41.6 32.6 23.7 49.3 35.7
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 25, 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 : 249,987: 51,061 44,879 50,901 123,255 117,179 225,218 212,960: 24,769 37,027
Old : 210,810: 32,346 50,100 42,853 116,210 85,282 191,410 178,235: 19,401 32,576
Other: 39,176: 24,740 804 2,023 7,044 31,898 33,808 34,725: 5,368 4,451
: : :
: : Changes in Commitments from: March 18, 2008 :
: 2,798: -557 -3,139 2,470 1,845 4,957 3,759 4,289: -961 -1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 18.0 20.4 49.3 46.9 90.1 85.2: 9.9 14.8
Old : 100.0: 15.3 23.8 20.3 55.1 40.5 90.8 84.5: 9.2 15.5
Other: 100.0: 63.2 2.1 5.2 18.0 81.4 86.3 88.6: 13.7 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 77 84 96 38 51 174 190:
Old : 236: 65 92 93 37 50 167 187:
Other: 95: 42 12 18 17 34 66 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 : 25.1 24.3 38.7 34.7 24.9 19.2 36.1 27.6
Old : 27.7 21.1 39.9 30.9 27.6 17.8 38.7 27.1
Other: 45.8 51.6 60.8 64.6 40.8 41.8 54.1 54.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 311,845: 92,766 48,671 54,837 139,960 145,634 287,563 249,142: 24,282 62,703
Old : 311,845: 92,766 48,671 54,837 139,960 145,634 287,563 249,142: 24,282 62,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -3,544: 5,475 -5,031 -6,331 -3,601 8,146 -4,456 -3,215: 912 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.6 17.6 44.9 46.7 92.2 79.9: 7.8 20.1
Old : 100.0: 29.7 15.6 17.6 44.9 46.7 92.2 79.9: 7.8 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 95 86 79 102 153 238 284:
Old : 356: 95 86 79 102 153 238 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 14.6 34.9 22.1 21.8 14.0 34.3 20.6
Old : 21.8 14.6 34.9 22.1 21.8 14.0 34.3 20.6
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 25, 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 : 13,985: 5,303 4,024 2,376 4,376 5,191 12,055 11,590: 1,931 2,395
Old : 13,985: 5,303 4,024 2,376 4,376 5,191 12,055 11,590: 1,931 2,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 138: -264 427 292 -32 525 -3 1,244: 141 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 28.8 17.0 31.3 37.1 86.2 82.9: 13.8 17.1
Old : 100.0: 37.9 28.8 17.0 31.3 37.1 86.2 82.9: 13.8 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 25 32 14 20 36 54 73:
Old : 99: 25 32 14 20 36 54 73:
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 : 30.5 23.3 54.6 37.5 30.2 21.1 52.0 32.9
Old : 30.5 23.3 54.6 37.5 30.2 21.1 52.0 32.9
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 25, 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 : 40,637: 20,628 9,575 5,314 10,354 9,457 36,296 24,346: 4,341 16,291
Old : 40,637: 20,628 9,575 5,314 10,354 9,457 36,296 24,346: 4,341 16,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,812: 77 -273 -580 -153 356 -656 -497: -1,157 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 23.6 13.1 25.5 23.3 89.3 59.9: 10.7 40.1
Old : 100.0: 50.8 23.6 13.1 25.5 23.3 89.3 59.9: 10.7 40.1
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 : 151: 43 40 34 37 49 96 110:
Old : 151: 43 40 34 37 49 96 110:
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 : 26.9 9.4 43.1 17.1 25.6 9.2 41.5 15.8
Old : 26.9 9.4 43.1 17.1 25.6 9.2 41.5 15.8
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 114,794: 32,242 25,423 7,980 44,728 62,486 84,950 95,889: 29,843 18,905
Old : 114,794: 32,242 25,423 7,980 44,728 62,486 84,950 95,889: 29,843 18,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -26,479: -15,809 2,443 -2,716 -4,968 -22,763 -23,494 -23,037: -2,985 -3,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 22.1 7.0 39.0 54.4 74.0 83.5: 26.0 16.5
Old : 100.0: 28.1 22.1 7.0 39.0 54.4 74.0 83.5: 26.0 16.5
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 : 79: 23 18 10 26 26 52 51:
Old : 79: 23 18 10 26 26 52 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 : 26.4 31.3 38.3 46.0 24.0 25.9 35.0 40.6
Old : 26.4 31.3 38.3 46.0 24.0 25.9 35.0 40.6
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 25, 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 : 70,082: 29,157 19,000 8,048 11,883 34,505 49,088 61,552: 20,994 8,530
Old : 70,082: 29,157 19,000 8,048 11,883 34,505 49,088 61,552: 20,994 8,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 4,360: 5,695 4,911 1,795 -270 -993 7,220 5,713: -2,860 -1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 27.1 11.5 17.0 49.2 70.0 87.8: 30.0 12.2
Old : 100.0: 41.6 27.1 11.5 17.0 49.2 70.0 87.8: 30.0 12.2
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 : 46: 20 11 6 7 13 30 27:
Old : 46: 20 11 6 7 13 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 36.6 49.4 60.1 27.8 32.7 36.5 53.9
Old : 37.1 36.6 49.4 60.1 27.8 32.7 36.5 53.9
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 25, 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 : 120,316: 109,318 5,467 67 5,442 113,089 114,827 118,623: 5,489 1,693
Old : 120,316: 109,318 5,467 67 5,442 113,089 114,827 118,623: 5,489 1,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 16,245: 15,921 1,374 67 51 15,466 16,039 16,907: 206 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 4.5 0.1 4.5 94.0 95.4 98.6: 4.6 1.4
Old : 100.0: 90.9 4.5 0.1 4.5 94.0 95.4 98.6: 4.6 1.4
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 : 92: 53 15 2 6 21 60 37:
Old : 92: 53 15 2 6 21 60 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 : 53.7 65.4 67.8 81.0 53.7 65.4 67.7 81.0
Old : 53.7 65.4 67.8 81.0 53.7 65.4 67.7 81.0
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 25, 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 : 96,152: 44,608 20,662 12,089 23,081 42,717 79,778 75,468: 16,374 20,684
Old : 96,152: 44,608 20,662 12,089 23,081 42,717 79,778 75,468: 16,374 20,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -4,576: -6,823 2,968 1,189 2,790 -9,323 -2,844 -5,166: -1,732 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 21.5 12.6 24.0 44.4 83.0 78.5: 17.0 21.5
Old : 100.0: 46.4 21.5 12.6 24.0 44.4 83.0 78.5: 17.0 21.5
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 : 70: 20 21 8 20 22 43 48:
Old : 70: 20 21 8 20 22 43 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 : 30.1 30.6 47.6 44.0 27.2 26.3 40.9 37.3
Old : 30.1 30.6 47.6 44.0 27.2 26.3 40.9 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 255,641: 85,630 22,012 26,583 110,220 189,589 222,433 238,184: 33,207 17,456
Old : 255,641: 85,630 22,012 26,583 110,220 189,589 222,433 238,184: 33,207 17,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 1,641: 5,640 -3,195 -244 600 6,768 5,997 3,329: -4,356 -1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 8.6 10.4 43.1 74.2 87.0 93.2: 13.0 6.8
Old : 100.0: 33.5 8.6 10.4 43.1 74.2 87.0 93.2: 13.0 6.8
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 : 100: 42 20 16 25 24 74 53:
Old : 100: 42 20 16 25 24 74 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 : 33.4 43.3 51.0 62.0 33.4 42.8 45.5 58.1
Old : 33.4 43.3 51.0 62.0 33.4 42.8 45.5 58.1
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 25, 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 : 215,811: 92,803 47,120 35,577 40,106 86,256 168,486 168,953: 47,325 46,858
Old : 215,811: 92,803 47,120 35,577 40,106 86,256 168,486 168,953: 47,325 46,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 4,091: 11,392 -5,596 4,641 -6,635 9,449 9,399 8,495: -5,307 -4,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 21.8 16.5 18.6 40.0 78.1 78.3: 21.9 21.7
Old : 100.0: 43.0 21.8 16.5 18.6 40.0 78.1 78.3: 21.9 21.7
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 : 152: 51 53 35 35 35 110 99:
Old : 152: 51 53 35 35 35 110 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 : 22.1 21.0 34.7 35.0 20.3 21.0 27.7 29.6
Old : 22.1 21.0 34.7 35.0 20.3 21.0 27.7 29.6
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 25, 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 : 18,330: 12,476 3,025 0 3,298 14,437 15,774 17,462: 2,556 868
Old : 18,330: 12,476 3,025 0 3,298 14,437 15,774 17,462: 2,556 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 576: -445 482 0 1,102 149 657 631: -81 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 16.5 0.0 18.0 78.8 86.1 95.3: 13.9 4.7
Old : 100.0: 68.1 16.5 0.0 18.0 78.8 86.1 95.3: 13.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 4 0 5 12 19 16:
Old : 33: 14 4 0 5 12 19 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 : 48.1 61.7 69.2 81.7 48.1 61.7 69.0 80.6
Old : 48.1 61.7 69.2 81.7 48.1 61.7 69.0 80.6
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 25, 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 :16,510,238: 1,365,529 401,452 6,327,375 7,833,968 8,700,050 15,526,872 15,428,877: 983,367 1,081,362
Old :16,510,238: 1,365,529 401,452 6,327,375 7,833,968 8,700,050 15,526,872 15,428,877: 983,367 1,081,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
:-1,314,716: 157,497 9,830 -822,645 -388,479 -451,467 -1,053,627 -1,264,283: -261,089 -50,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 2.4 38.3 47.4 52.7 94.0 93.5: 6.0 6.5
Old : 100.0: 8.3 2.4 38.3 47.4 52.7 94.0 93.5: 6.0 6.5
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 : 259: 75 31 101 135 129 247 236:
Old : 259: 75 31 101 135 129 247 236:
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 : 17.2 18.3 27.8 30.4 10.5 10.7 13.9 15.8
Old : 17.2 18.3 27.8 30.4 10.5 10.7 13.9 15.8
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 25, 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 : 658,554: 65,835 76,271 71,997 396,826 385,022 534,658 533,290: 123,896 125,263
Old : 658,554: 65,835 76,271 71,997 396,826 385,022 534,658 533,290: 123,896 125,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -226,801: -10,839 -15,532 -52,130 -93,771 -120,351 -156,741 -188,012: -70,061 -38,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.6 10.9 60.3 58.5 81.2 81.0: 18.8 19.0
Old : 100.0: 10.0 11.6 10.9 60.3 58.5 81.2 81.0: 18.8 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 47 50 58 83 66 163 141:
Old : 209: 47 50 58 83 66 163 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 20.4 26.2 31.1 17.9 20.4 25.3 31.1
Old : 18.3 20.4 26.2 31.1 17.9 20.4 25.3 31.1
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 25, 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 : 2,222,616: 305,778 529,076 110,342 1,371,754 1,340,152 1,787,874 1,979,570: 434,742 243,046
Old : 2,222,616: 305,778 529,076 110,342 1,371,754 1,340,152 1,787,874 1,979,570: 434,742 243,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
:-1,117,263: -147,128 -128,130 -224,014 -653,518 -521,499 -1,024,659 -873,643: -92,604 -243,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 23.8 5.0 61.7 60.3 80.4 89.1: 19.6 10.9
Old : 100.0: 13.8 23.8 5.0 61.7 60.3 80.4 89.1: 19.6 10.9
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 : 343: 70 117 72 102 106 219 248:
Old : 343: 70 117 72 102 106 219 248:
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 : 19.6 17.7 30.6 28.8 15.0 14.9 24.9 25.5
Old : 19.6 17.7 30.6 28.8 15.0 14.9 24.9 25.5
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 25, 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 : 93,695: 6,983 43,016 25 79,176 46,913 86,184 89,954: 7,511 3,741
Old : 93,695: 6,983 43,016 25 79,176 46,913 86,184 89,954: 7,511 3,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -47,317: -8,367 -398 -1,240 -26,552 -33,605 -36,159 -35,243: -11,158 -12,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 45.9 0.0 84.5 50.1 92.0 96.0: 8.0 4.0
Old : 100.0: 7.5 45.9 0.0 84.5 50.1 92.0 96.0: 8.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 9 19 1 40 29 50 48:
Old : 87: 9 19 1 40 29 50 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 : 28.4 40.2 49.7 60.5 26.6 39.7 47.6 60.1
Old : 28.4 40.2 49.7 60.5 26.6 39.7 47.6 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 27,787: 3,183 6,706 0 18,145 12,651 21,328 19,357: 6,459 8,430
Old : 27,787: 3,183 6,706 0 18,145 12,651 21,328 19,357: 6,459 8,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -43,176: -10,648 -8,793 -354 -18,534 -30,156 -29,536 -39,303: -13,640 -3,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 24.1 0.0 65.3 45.5 76.8 69.7: 23.2 30.3
Old : 100.0: 11.5 24.1 0.0 65.3 45.5 76.8 69.7: 23.2 30.3
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 : 38: 7 6 0 18 18 25 24:
Old : 38: 7 6 0 18 18 25 24:
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 : 49.5 31.1 61.7 48.9 49.5 30.2 60.4 48.0
Old : 49.5 31.1 61.7 48.9 49.5 30.2 60.4 48.0
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 25, 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 : 314,759: 83,248 159,279 5,328 183,421 129,305 271,997 293,912: 42,761 20,846
Old : 314,759: 83,248 159,279 5,328 183,421 129,305 271,997 293,912: 42,761 20,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -271,599: -32,420 -37,969 -20,663 -199,199 -146,655 -252,282 -205,287: -19,316 -66,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 50.6 1.7 58.3 41.1 86.4 93.4: 13.6 6.6
Old : 100.0: 26.4 50.6 1.7 58.3 41.1 86.4 93.4: 13.6 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 55 65 19 46 55 111 129:
Old : 206: 55 65 19 46 55 111 129:
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 : 33.0 28.5 44.1 41.3 33.0 28.4 43.7 41.0
Old : 33.0 28.5 44.1 41.3 33.0 28.4 43.7 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 74,215: 39,991 4,592 1,888 8,883 58,804 50,762 65,284: 23,453 8,931
Old : 74,215: 39,991 4,592 1,888 8,883 58,804 50,762 65,284: 23,453 8,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -438: -309 -397 619 2,880 2,655 3,190 2,877: -3,629 -3,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 6.2 2.5 12.0 79.2 68.4 88.0: 31.6 12.0
Old : 100.0: 53.9 6.2 2.5 12.0 79.2 68.4 88.0: 31.6 12.0
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 : 51: 26 6 3 8 16 34 25:
Old : 51: 26 6 3 8 16 34 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 : 24.8 48.6 37.8 66.7 24.8 46.9 36.8 64.9
Old : 24.8 48.6 37.8 66.7 24.8 46.9 36.8 64.9
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 25, 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 : 33,644: 2,085 13,374 1,048 19,382 16,085 22,516 30,507: 11,128 3,137
Old : 33,644: 2,085 13,374 1,048 19,382 16,085 22,516 30,507: 11,128 3,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -26,881: 920 -3,274 -1,811 -18,899 -18,193 -19,790 -23,278: -7,091 -3,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 39.8 3.1 57.6 47.8 66.9 90.7: 33.1 9.3
Old : 100.0: 6.2 39.8 3.1 57.6 47.8 66.9 90.7: 33.1 9.3
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 : 58: 6 23 6 15 21 23 48:
Old : 58: 6 23 6 15 21 23 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 : 48.4 28.6 58.2 42.5 45.1 21.4 51.4 35.3
Old : 48.4 28.6 58.2 42.5 45.1 21.4 51.4 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 645,134: 65,119 279,660 10,509 559,222 290,688 634,850 580,858: 10,284 64,276
Old : 645,134: 65,119 279,660 10,509 559,222 290,688 634,850 580,858: 10,284 64,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -255,604: -5,011 -12,924 -27,247 -210,031 -174,290 -242,289 -214,460: -13,314 -41,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 43.3 1.6 86.7 45.1 98.4 90.0: 1.6 10.0
Old : 100.0: 10.1 43.3 1.6 86.7 45.1 98.4 90.0: 1.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 30 132 36 59 77 114 220:
Old : 273: 30 132 36 59 77 114 220:
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 : 66.5 19.2 80.6 29.3 63.2 18.5 77.1 27.5
Old : 66.5 19.2 80.6 29.3 63.2 18.5 77.1 27.5
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 25, 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 : 73,396: 13,750 43,323 934 49,845 22,682 64,529 66,939: 8,867 6,457
Old : 73,396: 13,750 43,323 934 49,845 22,682 64,529 66,939: 8,867 6,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,465: 755 -201 5 -702 674 58 478: -1,523 -1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 59.0 1.3 67.9 30.9 87.9 91.2: 12.1 8.8
Old : 100.0: 18.7 59.0 1.3 67.9 30.9 87.9 91.2: 12.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 21 19 5 14 22 39 42:
Old : 74: 21 19 5 14 22 39 42:
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 : 52.8 57.2 68.7 69.0 52.8 57.2 68.7 69.0
Old : 52.8 57.2 68.7 69.0 52.8 57.2 68.7 69.0
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 25, 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 : 45,723: 20,289 3,037 0 15,795 24,735 36,084 27,772: 9,639 17,951
Old : 45,723: 20,289 3,037 0 15,795 24,735 36,084 27,772: 9,639 17,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 552: 2,251 2,410 0 -453 -187 1,798 2,223: -1,246 -1,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 6.6 0.0 34.5 54.1 78.9 60.7: 21.1 39.3
Old : 100.0: 44.4 6.6 0.0 34.5 54.1 78.9 60.7: 21.1 39.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 6 0 15 12 25 18:
Old : 42: 10 6 0 15 12 25 18:
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 : 46.9 39.5 62.8 51.3 46.9 39.5 62.6 51.3
Old : 46.9 39.5 62.8 51.3 46.9 39.5 62.6 51.3
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 25, 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 : 15,441: 2,173 9,913 187 11,597 3,914 13,957 14,014: 1,484 1,427
Old : 15,441: 2,173 9,913 187 11,597 3,914 13,957 14,014: 1,484 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,552: 555 159 -299 101 -191 357 -331: -1,909 -1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 64.2 1.2 75.1 25.3 90.4 90.8: 9.6 9.2
Old : 100.0: 14.1 64.2 1.2 75.1 25.3 90.4 90.8: 9.6 9.2
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 : 23: 6 7 1 6 5 13 12:
Old : 23: 6 7 1 6 5 13 12:
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 : 71.1 61.5 82.5 83.9 63.7 61.5 75.1 78.4
Old : 71.1 61.5 82.5 83.9 63.7 61.5 75.1 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 17,290: 6,248 262 0 9,273 16,261 15,521 16,523: 1,769 767
Old : 17,290: 6,248 262 0 9,273 16,261 15,521 16,523: 1,769 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,825: -429 123 -22 -761 -1,842 -1,212 -1,741: -613 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 1.5 0.0 53.6 94.0 89.8 95.6: 10.2 4.4
Old : 100.0: 36.1 1.5 0.0 53.6 94.0 89.8 95.6: 10.2 4.4
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: 10 2 0 5 5 15 7:
Old : 20: 10 2 0 5 5 15 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 : 69.3 93.0 81.4 95.6 67.5 91.9 79.5 92.8
Old : 69.3 93.0 81.4 95.6 67.5 91.9 79.5 92.8
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 25, 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 : 21,279: 1,807 3,044 139 15,682 11,520 17,628 14,703: 3,651 6,576
Old : 21,279: 1,807 3,044 139 15,682 11,520 17,628 14,703: 3,651 6,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -580: 200 -1,050 0 888 329 1,088 -721: -1,668 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.3 0.7 73.7 54.1 82.8 69.1: 17.2 30.9
Old : 100.0: 8.5 14.3 0.7 73.7 54.1 82.8 69.1: 17.2 30.9
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 : 36: 6 6 3 14 17 22 24:
Old : 36: 6 6 3 14 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 34.8 66.3 54.4 46.1 33.6 60.8 49.3
Old : 46.1 34.8 66.3 54.4 46.1 33.6 60.8 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2008