MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 38,640: 2,674 1,353 5,620 24,561 21,726 32,856 28,699: 5,785 9,941
Old : 38,640: 2,674 1,353 5,620 24,561 21,726 32,856 28,699: 5,785 9,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -2,843: 268 -289 -508 -2,016 -1,847 -2,256 -2,645: -587 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.5 14.5 63.6 56.2 85.0 74.3: 15.0 25.7
Old : 100.0: 6.9 3.5 14.5 63.6 56.2 85.0 74.3: 15.0 25.7
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 : 62: 19 6 13 25 28 48 43:
Old : 62: 19 6 13 25 28 48 43:
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 : 33.8 27.3 50.5 41.6 29.8 23.4 44.7 34.9
Old : 33.8 27.3 50.5 41.6 29.8 23.4 44.7 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 249,380: 47,773 42,228 55,012 122,608 116,968 225,394 214,209: 23,987 35,172
Old : 204,077: 29,707 51,795 41,766 115,696 79,517 187,169 173,078: 16,908 30,998
Other: 45,304: 28,050 417 3,262 6,913 37,451 38,225 41,130: 7,079 4,173
: : :
: : Changes in Commitments from: April 1, 2008 :
: -2,928: -1,349 -3,786 389 -2,118 1,695 -3,079 -1,703: 150 -1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.9 22.1 49.2 46.9 90.4 85.9: 9.6 14.1
Old : 100.0: 14.6 25.4 20.5 56.7 39.0 91.7 84.8: 8.3 15.2
Other: 100.0: 61.9 0.9 7.2 15.3 82.7 84.4 90.8: 15.6 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 65 92 92 39 53 163 190:
Old : 232: 49 104 87 39 53 156 188:
Other: 106: 55 6 17 19 35 75 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 : 25.3 22.9 39.0 32.6 25.3 19.3 36.2 26.9
Old : 28.4 18.0 41.4 27.1 28.3 16.1 39.6 24.5
Other: 37.5 53.9 54.5 66.4 37.2 47.8 50.0 60.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 2,025: 215 299 80 885 1,162 1,180 1,541: 845 484
Old : 2,002: 218 299 72 879 1,160 1,169 1,531: 833 471
Other: 23: 0 3 5 6 2 11 10: 12 13
: : :
: : Changes in Commitments from: April 1, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.8 4.0 43.7 57.4 58.3 76.1: 41.7 23.9
Old : 100.0: 10.9 14.9 3.6 43.9 57.9 58.4 76.5: 41.6 23.5
Other: 100.0: 0.0 13.0 21.7 26.1 8.7 47.8 43.5: 52.2 56.5
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 7 2 7 4 12 13:
Old : 21: 5 7 2 7 4 12 13:
Other: 4: 0 1 1 1 2 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 57.4 53.4 70.1 37.5 57.0 46.9 64.8
Old : 42.2 57.9 53.5 70.4 37.6 57.6 47.1 65.5
Other: 47.8 43.5 47.8 43.5 26.1 21.7 26.1 21.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 318,600: 103,722 50,641 52,003 139,864 149,281 295,589 251,925: 23,012 66,675
Old : 318,600: 103,722 50,641 52,003 139,864 149,281 295,589 251,925: 23,012 66,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -2,120: 2,690 -1,540 -2,664 -696 -454 -670 -4,657: -1,450 2,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 15.9 16.3 43.9 46.9 92.8 79.1: 7.2 20.9
Old : 100.0: 32.6 15.9 16.3 43.9 46.9 92.8 79.1: 7.2 20.9
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 : 361: 100 86 78 89 153 223 290:
Old : 361: 100 86 78 89 153 223 290:
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 : 21.9 14.6 35.3 21.8 21.9 14.0 34.9 20.8
Old : 21.9 14.6 35.3 21.8 21.9 14.0 34.9 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 15,529: 4,361 3,705 2,855 5,754 6,520 12,970 13,080: 2,559 2,450
Old : 15,529: 4,361 3,705 2,855 5,754 6,520 12,970 13,080: 2,559 2,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -357: -263 -655 -88 -37 872 -388 129: 32 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 23.9 18.4 37.1 42.0 83.5 84.2: 16.5 15.8
Old : 100.0: 28.1 23.9 18.4 37.1 42.0 83.5 84.2: 16.5 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 : 106: 33 27 20 23 35 68 74:
Old : 106: 33 27 20 23 35 68 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 22.8 46.2 37.2 25.7 22.6 45.2 35.0
Old : 25.7 22.8 46.2 37.2 25.7 22.6 45.2 35.0
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, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 41,862: 19,659 10,319 6,365 11,348 8,753 37,372 25,436: 4,490 16,426
Old : 41,862: 19,659 10,319 6,365 11,348 8,753 37,372 25,436: 4,490 16,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 375: -1,031 582 666 741 -1,028 376 220: -1 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 24.6 15.2 27.1 20.9 89.3 60.8: 10.7 39.2
Old : 100.0: 47.0 24.6 15.2 27.1 20.9 89.3 60.8: 10.7 39.2
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 : 156: 37 49 33 37 49 98 110:
Old : 156: 37 49 33 37 49 98 110:
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 : 24.6 9.7 40.2 17.0 24.6 8.6 37.7 15.3
Old : 24.6 9.7 40.2 17.0 24.6 8.6 37.7 15.3
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, April 8, 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 : 119,669: 41,127 30,647 7,501 42,900 61,544 91,528 99,693: 28,141 19,977
Old : 119,669: 41,127 30,647 7,501 42,900 61,544 91,528 99,693: 28,141 19,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,203: 8,351 3,737 -1,496 -3,456 -1,377 3,399 865: -2,196 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 25.6 6.3 35.8 51.4 76.5 83.3: 23.5 16.7
Old : 100.0: 34.4 25.6 6.3 35.8 51.4 76.5 83.3: 23.5 16.7
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 : 81: 24 21 10 25 26 54 52:
Old : 81: 24 21 10 25 26 54 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 33.6 39.4 47.2 24.8 29.1 36.8 42.6
Old : 26.9 33.6 39.4 47.2 24.8 29.1 36.8 42.6
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, April 8, 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 : 67,109: 23,877 21,124 6,093 16,917 30,402 46,887 57,620: 20,221 9,489
Old : 67,109: 23,877 21,124 6,093 16,917 30,402 46,887 57,620: 20,221 9,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -3,343: -5,232 361 -2,670 3,048 -666 -4,854 -2,975: 1,512 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 31.5 9.1 25.2 45.3 69.9 85.9: 30.1 14.1
Old : 100.0: 35.6 31.5 9.1 25.2 45.3 69.9 85.9: 30.1 14.1
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 : 44: 18 13 4 8 10 29 24:
Old : 44: 18 13 4 8 10 29 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 : 33.8 41.6 51.6 65.4 27.9 37.5 39.6 58.4
Old : 33.8 41.6 51.6 65.4 27.9 37.5 39.6 58.4
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, April 8, 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 : 138,435: 124,116 8,713 550 6,290 127,412 130,956 136,675: 7,479 1,760
Old : 138,435: 124,116 8,713 550 6,290 127,412 130,956 136,675: 7,479 1,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -1,733: -3,759 1,741 521 257 -4,157 -2,981 -1,895: 1,248 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 6.3 0.4 4.5 92.0 94.6 98.7: 5.4 1.3
Old : 100.0: 89.7 6.3 0.4 4.5 92.0 94.6 98.7: 5.4 1.3
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 : 105: 62 21 5 8 19 72 43:
Old : 105: 62 21 5 8 19 72 43:
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 : 53.1 64.2 65.9 79.6 53.1 64.2 65.8 79.2
Old : 53.1 64.2 65.9 79.6 53.1 64.2 65.8 79.2
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, April 8, 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 : 116,281: 32,807 43,818 8,868 57,176 39,116 98,850 91,802: 17,431 24,479
Old : 116,281: 32,807 43,818 8,868 57,176 39,116 98,850 91,802: 17,431 24,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -1,644: -2,984 9,202 -3,040 4,172 -8,607 -1,853 -2,445: 209 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 37.7 7.6 49.2 33.6 85.0 78.9: 15.0 21.1
Old : 100.0: 28.2 37.7 7.6 49.2 33.6 85.0 78.9: 15.0 21.1
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 : 70: 15 29 8 19 18 38 51:
Old : 70: 15 29 8 19 18 38 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 : 48.9 30.9 63.4 44.4 46.7 27.6 58.1 39.5
Old : 48.9 30.9 63.4 44.4 46.7 27.6 58.1 39.5
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, April 8, 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 : 233,143: 67,965 27,369 21,276 112,024 166,891 201,265 215,536: 31,878 17,607
Old : 233,143: 67,965 27,369 21,276 112,024 166,891 201,265 215,536: 31,878 17,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -13,086: -5,777 2,550 -5,474 -19 -9,040 -11,270 -11,964: -1,816 -1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 11.7 9.1 48.0 71.6 86.3 92.4: 13.7 7.6
Old : 100.0: 29.2 11.7 9.1 48.0 71.6 86.3 92.4: 13.7 7.6
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 : 103: 37 26 18 27 23 74 57:
Old : 103: 37 26 18 27 23 74 57:
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 : 31.1 43.0 47.1 61.9 30.1 41.8 41.2 58.3
Old : 31.1 43.0 47.1 61.9 30.1 41.8 41.2 58.3
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, April 8, 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 : 213,870: 87,508 53,243 28,967 48,686 82,032 165,161 164,241: 48,709 49,629
Old : 213,870: 87,508 53,243 28,967 48,686 82,032 165,161 164,241: 48,709 49,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -9,148: 6,386 4,502 -11,140 -233 -7 -4,987 -6,644: -4,162 -2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 24.9 13.5 22.8 38.4 77.2 76.8: 22.8 23.2
Old : 100.0: 40.9 24.9 13.5 22.8 38.4 77.2 76.8: 22.8 23.2
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 : 139: 48 48 31 29 33 97 92:
Old : 139: 48 48 31 29 33 97 92:
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 : 21.1 22.1 34.0 35.6 20.5 22.1 30.0 32.0
Old : 21.1 22.1 34.0 35.6 20.5 22.1 30.0 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 20,951: 12,412 4,040 17 5,647 15,570 18,076 19,627: 2,875 1,324
Old : 20,951: 12,412 4,040 17 5,647 15,570 18,076 19,627: 2,875 1,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,161: 812 -106 17 355 1,376 1,184 1,287: -23 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 19.3 0.1 27.0 74.3 86.3 93.7: 13.7 6.3
Old : 100.0: 59.2 19.3 0.1 27.0 74.3 86.3 93.7: 13.7 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 : 33: 14 4 1 5 11 20 15:
Old : 33: 14 4 1 5 11 20 15:
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 : 44.9 63.5 69.1 84.9 44.9 63.5 67.2 81.3
Old : 44.9 63.5 69.1 84.9 44.9 63.5 67.2 81.3
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, April 8, 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 :16,303,740: 1,287,514 375,213 6,138,747 7,748,213 8,715,873 15,174,475 15,229,833: 1,129,265 1,073,906
Old :16,303,740: 1,287,514 375,213 6,138,747 7,748,213 8,715,873 15,174,475 15,229,833: 1,129,265 1,073,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 18,942: 62,674 -72,922 77,263 -32,118 -47,991 107,819 -43,650: -88,877 62,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.3 37.7 47.5 53.5 93.1 93.4: 6.9 6.6
Old : 100.0: 7.9 2.3 37.7 47.5 53.5 93.1 93.4: 6.9 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 : 259: 83 37 103 127 126 243 237:
Old : 259: 83 37 103 127 126 243 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 18.9 26.8 31.0 10.3 11.9 14.1 17.7
Old : 16.0 18.9 26.8 31.0 10.3 11.9 14.1 17.7
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, April 8, 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 : 670,956: 62,916 74,766 75,084 406,337 398,322 544,337 548,173: 126,619 122,783
Old : 670,956: 62,916 74,766 75,084 406,337 398,322 544,337 548,173: 126,619 122,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -1,275: -4,718 252 5,489 -139 2,743 632 8,484: -1,907 -9,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.1 11.2 60.6 59.4 81.1 81.7: 18.9 18.3
Old : 100.0: 9.4 11.1 11.2 60.6 59.4 81.1 81.7: 18.9 18.3
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 : 216: 49 54 68 84 66 173 149:
Old : 216: 49 54 68 84 66 173 149:
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 : 18.7 21.5 26.2 32.3 18.4 21.5 25.5 31.9
Old : 18.7 21.5 26.2 32.3 18.4 21.5 25.5 31.9
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, April 8, 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 : 2,259,868: 293,214 515,401 161,896 1,432,713 1,389,701 1,887,822 2,066,998: 372,046 192,871
Old : 2,259,868: 293,214 515,401 161,896 1,432,713 1,389,701 1,887,822 2,066,998: 372,046 192,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -2,089: -4,729 -16,846 21,510 1,351 2,780 18,132 7,445: -20,221 -9,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 22.8 7.2 63.4 61.5 83.5 91.5: 16.5 8.5
Old : 100.0: 13.0 22.8 7.2 63.4 61.5 83.5 91.5: 16.5 8.5
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 : 353: 77 122 79 106 99 236 247:
Old : 353: 77 122 79 106 99 236 247:
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 : 19.8 19.3 30.1 31.2 15.6 16.6 25.0 27.6
Old : 19.8 19.3 30.1 31.2 15.6 16.6 25.0 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 91,278: 6,579 42,589 0 74,228 41,665 80,807 84,254: 10,472 7,025
Old : 91,278: 6,579 42,589 0 74,228 41,665 80,807 84,254: 10,472 7,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -5,816: 760 38 -77 -2,215 -1,516 -1,532 -1,555: -4,284 -4,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 46.7 0.0 81.3 45.6 88.5 92.3: 11.5 7.7
Old : 100.0: 7.2 46.7 0.0 81.3 45.6 88.5 92.3: 11.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 10 20 0 44 25 54 45:
Old : 88: 10 20 0 44 25 54 45:
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 : 28.0 40.5 47.1 60.5 25.6 40.0 44.2 60.1
Old : 28.0 40.5 47.1 60.5 25.6 40.0 44.2 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 30,943: 4,307 7,517 14 21,197 12,860 25,518 20,391: 5,425 10,552
Old : 30,943: 4,307 7,517 14 21,197 12,860 25,518 20,391: 5,425 10,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 432: 897 274 -8 -234 70 655 336: -224 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 24.3 0.0 68.5 41.6 82.5 65.9: 17.5 34.1
Old : 100.0: 13.9 24.3 0.0 68.5 41.6 82.5 65.9: 17.5 34.1
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 : 49: 11 8 2 21 20 33 29:
Old : 49: 11 8 2 21 20 33 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 : 43.9 25.0 58.6 40.9 43.9 25.0 57.4 38.4
Old : 43.9 25.0 58.6 40.9 43.9 25.0 57.4 38.4
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, April 8, 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 : 320,920: 68,916 150,292 8,060 189,369 140,901 266,345 299,253: 54,575 21,667
Old : 320,920: 68,916 150,292 8,060 189,369 140,901 266,345 299,253: 54,575 21,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 3,347: -9,059 3,257 1,671 9,720 1,267 2,332 6,195: 1,015 -2,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 46.8 2.5 59.0 43.9 83.0 93.2: 17.0 6.8
Old : 100.0: 21.5 46.8 2.5 59.0 43.9 83.0 93.2: 17.0 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 : 221: 57 72 21 53 54 123 134:
Old : 221: 57 72 21 53 54 123 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 26.3 45.7 38.2 33.3 26.3 45.0 37.6
Old : 33.7 26.3 45.7 38.2 33.3 26.3 45.0 37.6
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, April 8, 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 : 90,959: 60,058 8,536 1,222 4,528 72,927 65,809 82,685: 25,150 8,273
Old : 90,959: 60,058 8,536 1,222 4,528 72,927 65,809 82,685: 25,150 8,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 15,773: 19,212 4,458 -563 -5,978 13,033 12,670 16,927: 3,102 -1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 9.4 1.3 5.0 80.2 72.4 90.9: 27.6 9.1
Old : 100.0: 66.0 9.4 1.3 5.0 80.2 72.4 90.9: 27.6 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 28 7 2 7 19 36 27:
Old : 57: 28 7 2 7 19 36 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 : 34.6 48.8 46.3 65.8 34.6 48.8 46.3 65.8
Old : 34.6 48.8 46.3 65.8 34.6 48.8 46.3 65.8
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, April 8, 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 : 34,614: 702 12,990 1,126 20,530 16,951 22,358 31,067: 12,256 3,547
Old : 34,614: 702 12,990 1,126 20,530 16,951 22,358 31,067: 12,256 3,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 765: 0 217 36 737 452 773 705: -8 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 37.5 3.3 59.3 49.0 64.6 89.8: 35.4 10.2
Old : 100.0: 2.0 37.5 3.3 59.3 49.0 64.6 89.8: 35.4 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 5 23 6 17 18 24 45:
Old : 57: 5 23 6 17 18 24 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 28.8 55.4 42.5 43.1 21.8 49.1 35.5
Old : 47.3 28.8 55.4 42.5 43.1 21.8 49.1 35.5
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, April 8, 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 : 659,699: 66,346 266,848 13,743 568,804 312,877 648,893 593,468: 10,806 66,231
Old : 659,699: 66,346 266,848 13,743 568,804 312,877 648,893 593,468: 10,806 66,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 7,211: -1,278 -1,093 1,647 9,590 10,013 9,959 10,568: -2,748 -3,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 40.4 2.1 86.2 47.4 98.4 90.0: 1.6 10.0
Old : 100.0: 10.1 40.4 2.1 86.2 47.4 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 : 285: 37 133 39 62 81 128 224:
Old : 285: 37 133 39 62 81 128 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 19.3 79.3 29.4 61.0 18.1 75.0 27.1
Old : 64.8 19.3 79.3 29.4 61.0 18.1 75.0 27.1
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, April 8, 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 : 72,116: 10,256 39,700 202 52,685 25,785 63,143 65,687: 8,973 6,429
Old : 72,116: 10,256 39,700 202 52,685 25,785 63,143 65,687: 8,973 6,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -755: 87 -1,854 -644 -119 1,923 -676 -575: -79 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 55.1 0.3 73.1 35.8 87.6 91.1: 12.4 8.9
Old : 100.0: 14.2 55.1 0.3 73.1 35.8 87.6 91.1: 12.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 14 19 2 14 23 30 42:
Old : 68: 14 19 2 14 23 30 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 : 56.7 51.2 71.7 65.2 56.7 51.2 70.8 65.2
Old : 56.7 51.2 71.7 65.2 56.7 51.2 70.8 65.2
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, April 8, 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 : 49,146: 18,734 4,243 283 16,028 27,768 35,045 32,294: 14,101 16,852
Old : 49,146: 18,734 4,243 283 16,028 27,768 35,045 32,294: 14,101 16,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,832: -317 1,331 180 909 2,082 772 3,593: 1,060 -1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 8.6 0.6 32.6 56.5 71.3 65.7: 28.7 34.3
Old : 100.0: 38.1 8.6 0.6 32.6 56.5 71.3 65.7: 28.7 34.3
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 : 53: 16 6 2 17 16 34 23:
Old : 53: 16 6 2 17 16 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 : 37.5 37.7 51.6 51.3 36.0 37.7 47.9 50.1
Old : 37.5 37.7 51.6 51.3 36.0 37.7 47.9 50.1
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, April 8, 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 : 16,417: 1,878 11,308 280 12,708 3,469 14,866 15,057: 1,551 1,360
Old : 16,417: 1,878 11,308 280 12,708 3,469 14,866 15,057: 1,551 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -290: 29 539 0 -121 -839 -92 -300: -198 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 68.9 1.7 77.4 21.1 90.6 91.7: 9.4 8.3
Old : 100.0: 11.4 68.9 1.7 77.4 21.1 90.6 91.7: 9.4 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 7 2 7 5 13 13:
Old : 23: 5 7 2 7 5 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 : 71.8 69.6 82.5 84.7 65.2 69.4 75.9 79.9
Old : 71.8 69.6 82.5 84.7 65.2 69.4 75.9 79.9
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, April 8, 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 : 22,782: 3,364 3,164 39 14,323 13,435 17,726 16,638: 5,056 6,144
Old : 22,782: 3,364 3,164 39 14,323 13,435 17,726 16,638: 5,056 6,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,343: 1,402 182 0 43 255 1,445 437: -102 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.9 0.2 62.9 59.0 77.8 73.0: 22.2 27.0
Old : 100.0: 14.8 13.9 0.2 62.9 59.0 77.8 73.0: 22.2 27.0
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 : 36: 7 4 2 13 19 21 24:
Old : 36: 7 4 2 13 19 21 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 : 43.1 35.7 62.3 55.7 41.5 34.3 55.5 50.4
Old : 43.1 35.7 62.3 55.7 41.5 34.3 55.5 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 11,2008