MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 42,924: 3,036 938 6,886 26,692 24,586 36,614 32,411: 6,310 10,513
Old : 42,924: 3,036 938 6,886 26,692 24,586 36,614 32,411: 6,310 10,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 1,718: 187 -260 505 684 1,117 1,376 1,362: 342 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.2 16.0 62.2 57.3 85.3 75.5: 14.7 24.5
Old : 100.0: 7.1 2.2 16.0 62.2 57.3 85.3 75.5: 14.7 24.5
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 : 60: 18 6 11 25 27 47 40:
Old : 60: 18 6 11 25 27 47 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 28.9 50.4 43.9 29.2 23.9 41.9 36.0
Old : 34.1 28.9 50.4 43.9 29.2 23.9 41.9 36.0
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 22, 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 : 267,446: 49,918 37,760 65,544 126,098 129,874 241,560 233,178: 25,886 34,268
Old : 206,605: 31,292 57,108 41,677 117,013 78,913 189,981 177,699: 16,624 28,907
Other: 60,841: 38,466 491 4,027 9,086 50,961 51,579 55,479: 9,262 5,362
: : :
: : Changes in Commitments from: April 15, 2008 :
: 21,020: 2,037 -132 12,075 6,614 8,670 20,725 20,613: 294 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.1 24.5 47.1 48.6 90.3 87.2: 9.7 12.8
Old : 100.0: 15.1 27.6 20.2 56.6 38.2 92.0 86.0: 8.0 14.0
Other: 100.0: 63.2 0.8 6.6 14.9 83.8 84.8 91.2: 15.2 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 72 88 106 38 49 173 190:
Old : 228: 57 99 99 38 48 162 187:
Other: 121: 62 10 19 22 37 87 64:
:----------------------------------------------------------------------------------------------------
: 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 24.6 38.4 34.0 24.4 21.9 34.5 27.8
Old : 29.0 18.2 41.8 28.2 28.2 17.1 38.6 24.5
Other: 39.6 57.6 52.6 68.2 39.5 53.8 49.9 62.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 2,105: 174 277 205 741 1,062 1,120 1,544: 985 560
Old : 2,080: 179 277 190 735 1,060 1,104 1,527: 976 552
Other: 25: 0 5 10 6 2 16 17: 9 8
: : :
: : Changes in Commitments from: April 15, 2008 :
: 10: -118 0 73 -104 -89 -149 -16: 159 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.2 9.7 35.2 50.5 53.2 73.4: 46.8 26.6
Old : 100.0: 8.6 13.3 9.1 35.3 51.0 53.1 73.4: 46.9 26.6
Other: 100.0: 0.0 20.0 40.0 24.0 8.0 64.0 68.0: 36.0 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 7 3 7 3 13 11:
Old : 20: 4 7 3 7 3 13 11:
Other: 5: 0 1 2 1 2 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 34.2 54.5 46.2 68.0 33.3 54.5 42.2 63.2
Old : 34.1 55.1 46.3 68.2 33.4 55.0 42.4 63.9
Other: 64.0 68.0 64.0 68.0 24.0 28.0 24.0 28.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 340,291: 105,078 44,426 67,030 146,893 160,582 319,002 272,038: 21,289 68,253
Old : 340,291: 105,078 44,426 67,030 146,893 160,582 319,002 272,038: 21,289 68,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 11,062: -1,259 -2,998 8,965 4,399 4,734 12,104 10,701: -1,042 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 13.1 19.7 43.2 47.2 93.7 79.9: 6.3 20.1
Old : 100.0: 30.9 13.1 19.7 43.2 47.2 93.7 79.9: 6.3 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 : 359: 95 80 86 86 162 223 295:
Old : 359: 95 80 86 86 162 223 295:
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 : 21.6 14.8 34.5 21.2 21.2 14.0 33.8 20.2
Old : 21.6 14.8 34.5 21.2 21.2 14.0 33.8 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 15,042: 4,230 4,081 2,336 6,027 6,069 12,594 12,486: 2,449 2,557
Old : 15,042: 4,230 4,081 2,336 6,027 6,069 12,594 12,486: 2,449 2,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -267: -39 306 -304 240 -226 -103 -224: -164 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 27.1 15.5 40.1 40.3 83.7 83.0: 16.3 17.0
Old : 100.0: 28.1 27.1 15.5 40.1 40.3 83.7 83.0: 16.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 33 26 18 22 29 63 68:
Old : 99: 33 26 18 22 29 63 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 22.2 47.5 36.3 26.9 22.2 46.7 35.5
Old : 26.9 22.2 47.5 36.3 26.9 22.2 46.7 35.5
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 22, 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 : 40,298: 18,064 9,385 6,890 10,616 8,440 35,571 24,715: 4,727 15,583
Old : 40,298: 18,064 9,385 6,890 10,616 8,440 35,571 24,715: 4,727 15,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -865: -1,033 -430 480 -297 21 -850 71: -14 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 23.3 17.1 26.3 20.9 88.3 61.3: 11.7 38.7
Old : 100.0: 44.8 23.3 17.1 26.3 20.9 88.3 61.3: 11.7 38.7
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 : 158: 44 39 33 43 55 107 110:
Old : 158: 44 39 33 43 55 107 110:
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 11.5 38.6 19.3 23.1 8.6 35.2 15.8
Old : 24.6 11.5 38.6 19.3 23.1 8.6 35.2 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, April 22, 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 : 120,469: 48,206 25,992 7,439 33,517 67,548 89,163 100,979: 31,306 19,490
Old : 120,469: 48,206 25,992 7,439 33,517 67,548 89,163 100,979: 31,306 19,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 1,843: 11,460 -1,040 -465 -12,438 4,128 -1,443 2,623: 3,287 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 21.6 6.2 27.8 56.1 74.0 83.8: 26.0 16.2
Old : 100.0: 40.0 21.6 6.2 27.8 56.1 74.0 83.8: 26.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 25 19 10 25 26 56 49:
Old : 80: 25 19 10 25 26 56 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 : 28.8 31.8 41.2 46.4 26.5 28.5 38.5 43.0
Old : 28.8 31.8 41.2 46.4 26.5 28.5 38.5 43.0
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 22, 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 : 69,982: 24,276 19,504 6,528 18,773 32,092 49,577 58,123: 20,405 11,859
Old : 69,982: 24,276 19,504 6,528 18,773 32,092 49,577 58,123: 20,405 11,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -1,337: -2,404 -67 177 518 -1,763 -1,709 -1,653: 372 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 27.9 9.3 26.8 45.9 70.8 83.1: 29.2 16.9
Old : 100.0: 34.7 27.9 9.3 26.8 45.9 70.8 83.1: 29.2 16.9
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 : 49: 21 12 5 8 12 31 27:
Old : 49: 21 12 5 8 12 31 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 : 34.7 38.2 49.3 61.7 27.1 34.6 37.0 53.0
Old : 34.7 38.2 49.3 61.7 27.1 34.6 37.0 53.0
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 22, 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 : 142,006: 128,069 7,212 480 6,678 132,157 135,227 139,849: 6,779 2,157
Old : 142,006: 128,069 7,212 480 6,678 132,157 135,227 139,849: 6,779 2,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 5,463: 5,399 -564 15 517 5,967 5,931 5,418: -468 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 5.1 0.3 4.7 93.1 95.2 98.5: 4.8 1.5
Old : 100.0: 90.2 5.1 0.3 4.7 93.1 95.2 98.5: 4.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 71 16 4 9 20 82 39:
Old : 111: 71 16 4 9 20 82 39:
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 : 47.1 61.7 61.6 77.6 47.1 61.6 61.6 76.6
Old : 47.1 61.7 61.6 77.6 47.1 61.6 61.6 76.6
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 22, 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 : 132,631: 35,895 29,219 10,545 68,729 68,326 115,169 108,091: 17,462 24,540
Old : 132,631: 35,895 29,219 10,545 68,729 68,326 115,169 108,091: 17,462 24,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 1,486: 5,707 -15,862 1,470 -7,603 18,377 -426 3,986: 1,912 -2,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 22.0 8.0 51.8 51.5 86.8 81.5: 13.2 18.5
Old : 100.0: 27.1 22.0 8.0 51.8 51.5 86.8 81.5: 13.2 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 22 26 10 22 24 49 55:
Old : 81: 22 26 10 22 24 49 55:
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 : 54.8 39.2 65.9 51.2 52.8 33.9 58.5 43.8
Old : 54.8 39.2 65.9 51.2 52.8 33.9 58.5 43.8
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 22, 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 : 226,835: 57,288 25,364 23,347 117,178 157,902 197,813 206,613: 29,022 20,222
Old : 226,835: 57,288 25,364 23,347 117,178 157,902 197,813 206,613: 29,022 20,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -4,773: -8,666 5,359 -446 6,651 -9,043 -2,461 -4,130: -2,313 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.2 10.3 51.7 69.6 87.2 91.1: 12.8 8.9
Old : 100.0: 25.3 11.2 10.3 51.7 69.6 87.2 91.1: 12.8 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 : 105: 41 28 18 24 22 71 62:
Old : 105: 41 28 18 24 22 71 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 42.2 55.4 60.7 36.0 37.6 45.9 51.3
Old : 37.3 42.2 55.4 60.7 36.0 37.6 45.9 51.3
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 22, 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 : 232,112: 84,106 60,674 37,873 52,735 76,372 174,714 174,919: 57,398 57,193
Old : 232,112: 84,106 60,674 37,873 52,735 76,372 174,714 174,919: 57,398 57,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 12,827: 5,569 5,930 5,761 -2,939 -4,064 8,392 7,628: 4,435 5,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 26.1 16.3 22.7 32.9 75.3 75.4: 24.7 24.6
Old : 100.0: 36.2 26.1 16.3 22.7 32.9 75.3 75.4: 24.7 24.6
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 : 158: 52 63 39 31 35 111 109:
Old : 158: 52 63 39 31 35 111 109:
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 : 21.0 20.3 33.9 33.7 17.9 18.3 25.0 26.5
Old : 21.0 20.3 33.9 33.7 17.9 18.3 25.0 26.5
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 22, 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 : 23,365: 12,726 4,832 32 7,844 17,295 20,602 22,159: 2,763 1,206
Old : 23,365: 12,726 4,832 32 7,844 17,295 20,602 22,159: 2,763 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 1,111: 711 -589 15 32 1,319 758 745: 353 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 20.7 0.1 33.6 74.0 88.2 94.8: 11.8 5.2
Old : 100.0: 54.5 20.7 0.1 33.6 74.0 88.2 94.8: 11.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 15 4 1 7 11 23 15:
Old : 34: 15 4 1 7 11 23 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 : 38.9 62.9 65.4 87.8 38.9 62.9 61.7 80.8
Old : 38.9 62.9 65.4 87.8 38.9 62.9 61.7 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 :15,224,976: 998,204 444,520 5,481,305 7,536,991 8,332,485 14,016,499 14,258,310: 1,208,477 966,666
Old :15,224,976: 998,204 444,520 5,481,305 7,536,991 8,332,485 14,016,499 14,258,310: 1,208,477 966,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -538,413: -280,501 85,421 -217,835 -24,990 -285,397 -523,326 -417,811: -15,087 -120,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.9 36.0 49.5 54.7 92.1 93.7: 7.9 6.3
Old : 100.0: 6.6 2.9 36.0 49.5 54.7 92.1 93.7: 7.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 79 41 101 138 135 255 243:
Old : 266: 79 41 101 138 135 255 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 19.9 26.0 31.3 10.9 12.0 14.6 18.0
Old : 16.0 19.9 26.0 31.3 10.9 12.0 14.6 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 659,132: 62,977 74,440 67,770 402,575 391,776 533,323 533,987: 125,809 125,145
Old : 659,132: 62,977 74,440 67,770 402,575 391,776 533,323 533,987: 125,809 125,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -16,146: -2,001 -5,018 -11,926 -2,763 -5,908 -16,690 -22,851: 544 6,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.3 10.3 61.1 59.4 80.9 81.0: 19.1 19.0
Old : 100.0: 9.6 11.3 10.3 61.1 59.4 80.9 81.0: 19.1 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 : 212: 42 57 63 87 67 170 147:
Old : 212: 42 57 63 87 67 170 147:
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 : 19.0 21.6 26.5 31.8 18.7 21.3 25.8 31.5
Old : 19.0 21.6 26.5 31.8 18.7 21.3 25.8 31.5
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 22, 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 : 2,172,600: 333,284 521,755 141,491 1,322,739 1,316,472 1,797,515 1,979,718: 375,085 192,882
Old : 2,172,600: 333,284 521,755 141,491 1,322,739 1,316,472 1,797,515 1,979,718: 375,085 192,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -36,458: 3,968 4,333 -35,173 -7,889 -8,718 -39,094 -39,558: 2,635 3,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 24.0 6.5 60.9 60.6 82.7 91.1: 17.3 8.9
Old : 100.0: 15.3 24.0 6.5 60.9 60.6 82.7 91.1: 17.3 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 : 346: 84 111 73 102 97 227 240:
Old : 346: 84 111 73 102 97 227 240:
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 : 17.8 19.8 27.7 30.9 13.0 15.7 22.1 26.2
Old : 17.8 19.8 27.7 30.9 13.0 15.7 22.1 26.2
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 22, 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 : 87,785: 7,313 42,413 0 71,666 40,098 78,979 82,511: 8,806 5,274
Old : 87,785: 7,313 42,413 0 71,666 40,098 78,979 82,511: 8,806 5,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -2,495: 818 -765 -169 -1,388 -1,506 -739 -2,440: -1,756 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 48.3 0.0 81.6 45.7 90.0 94.0: 10.0 6.0
Old : 100.0: 8.3 48.3 0.0 81.6 45.7 90.0 94.0: 10.0 6.0
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: 10 19 0 43 27 53 46:
Old : 87: 10 19 0 43 27 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 42.1 47.6 60.6 26.7 41.3 44.8 59.7
Old : 28.3 42.1 47.6 60.6 26.7 41.3 44.8 59.7
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 22, 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 : 32,254: 4,538 7,648 16 22,090 13,607 26,644 21,271: 5,610 10,983
Old : 32,254: 4,538 7,648 16 22,090 13,607 26,644 21,271: 5,610 10,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 851: 998 -992 15 -116 -44 897 -1,020: -46 1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 23.7 0.0 68.5 42.2 82.6 65.9: 17.4 34.1
Old : 100.0: 14.1 23.7 0.0 68.5 42.2 82.6 65.9: 17.4 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 : 50: 10 8 1 23 21 33 30:
Old : 50: 10 8 1 23 21 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 27.8 57.9 42.9 43.8 27.7 56.7 41.3
Old : 43.8 27.8 57.9 42.9 43.8 27.7 56.7 41.3
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 22, 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 : 326,186: 64,678 130,363 13,382 194,703 161,927 272,763 305,672: 53,424 20,514
Old : 326,186: 64,678 130,363 13,382 194,703 161,927 272,763 305,672: 53,424 20,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 5,409: -618 -21,284 4,719 -3,352 21,315 749 4,750: 4,661 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 40.0 4.1 59.7 49.6 83.6 93.7: 16.4 6.3
Old : 100.0: 19.8 40.0 4.1 59.7 49.6 83.6 93.7: 16.4 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 : 216: 45 74 23 55 58 116 139:
Old : 216: 45 74 23 55 58 116 139:
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 : 34.2 25.1 45.2 37.3 33.6 24.5 44.6 36.2
Old : 34.2 25.1 45.2 37.3 33.6 24.5 44.6 36.2
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 22, 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 : 104,280: 71,027 12,783 1,684 2,567 81,053 75,277 95,520: 29,003 8,760
Old : 104,280: 71,027 12,783 1,684 2,567 81,053 75,277 95,520: 29,003 8,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 11,485: 13,239 -498 -22 -5,002 12,433 8,215 11,913: 3,270 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 12.3 1.6 2.5 77.7 72.2 91.6: 27.8 8.4
Old : 100.0: 68.1 12.3 1.6 2.5 77.7 72.2 91.6: 27.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 31 10 3 8 19 41 30:
Old : 63: 31 10 3 8 19 41 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 53.0 48.4 66.5 35.7 53.0 48.4 66.5
Old : 35.7 53.0 48.4 66.5 35.7 53.0 48.4 66.5
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 22, 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 : 39,011: 1,134 14,749 1,067 23,359 19,797 25,561 35,613: 13,451 3,398
Old : 39,011: 1,134 14,749 1,067 23,359 19,797 25,561 35,613: 13,451 3,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 2,010: 389 402 139 1,073 1,859 1,601 2,400: 408 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 37.8 2.7 59.9 50.7 65.5 91.3: 34.5 8.7
Old : 100.0: 2.9 37.8 2.7 59.9 50.7 65.5 91.3: 34.5 8.7
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 : 61: 5 23 6 18 22 25 49:
Old : 61: 5 23 6 18 22 25 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 : 41.6 31.2 53.2 44.0 39.0 26.3 48.5 38.4
Old : 41.6 31.2 53.2 44.0 39.0 26.3 48.5 38.4
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 22, 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 : 669,299: 64,081 266,931 12,500 580,471 317,279 657,052 596,710: 12,247 72,589
Old : 669,299: 64,081 266,931 12,500 580,471 317,279 657,052 596,710: 12,247 72,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -1,269: -40 -6,143 201 2,224 3,042 2,385 -2,900: -3,654 1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 39.9 1.9 86.7 47.4 98.2 89.2: 1.8 10.8
Old : 100.0: 9.6 39.9 1.9 86.7 47.4 98.2 89.2: 1.8 10.8
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 : 274: 34 125 38 63 83 122 221:
Old : 274: 34 125 38 63 83 122 221:
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 : 63.8 20.9 79.3 30.5 59.3 19.1 74.3 27.5
Old : 63.8 20.9 79.3 30.5 59.3 19.1 74.3 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, April 22, 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 : 78,139: 10,951 41,900 266 58,160 29,335 69,378 71,501: 8,761 6,638
Old : 78,139: 10,951 41,900 266 58,160 29,335 69,378 71,501: 8,761 6,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 4,544: 1,630 3,119 66 2,950 1,451 4,646 4,636: -103 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 53.6 0.3 74.4 37.5 88.8 91.5: 11.2 8.5
Old : 100.0: 14.0 53.6 0.3 74.4 37.5 88.8 91.5: 11.2 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 : 74: 17 20 2 16 24 35 44:
Old : 74: 17 20 2 16 24 35 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 45.0 68.8 59.8 53.2 45.0 67.5 58.1
Old : 53.2 45.0 68.8 59.8 53.2 45.0 67.5 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 54,363: 14,739 2,969 594 16,237 34,186 31,570 37,749: 22,793 16,614
Old : 54,363: 14,739 2,969 594 16,237 34,186 31,570 37,749: 22,793 16,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 4,177: -155 1,782 70 -1,950 732 -2,035 2,584: 6,212 1,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 5.5 1.1 29.9 62.9 58.1 69.4: 41.9 30.6
Old : 100.0: 27.1 5.5 1.1 29.9 62.9 58.1 69.4: 41.9 30.6
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 : 52: 16 7 2 14 16 30 25:
Old : 52: 16 7 2 14 16 30 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 : 27.0 37.2 39.3 50.0 27.0 36.6 36.2 48.1
Old : 27.0 37.2 39.3 50.0 27.0 36.6 36.2 48.1
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 22, 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 : 16,512: 2,215 10,479 280 12,390 4,348 14,885 15,107: 1,627 1,405
Old : 16,512: 2,215 10,479 280 12,390 4,348 14,885 15,107: 1,627 1,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 361: 714 -192 0 -186 724 528 532: -167 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 63.5 1.7 75.0 26.3 90.1 91.5: 9.9 8.5
Old : 100.0: 13.4 63.5 1.7 75.0 26.3 90.1 91.5: 9.9 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 : 24: 5 6 2 8 7 14 14:
Old : 24: 5 6 2 8 7 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 67.0 79.4 82.0 60.0 65.5 71.7 76.5
Old : 67.7 67.0 79.4 82.0 60.0 65.5 71.7 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 17,213: 6,891 139 0 9,140 16,505 16,031 16,644: 1,182 569
Old : 17,213: 6,891 139 0 9,140 16,505 16,031 16,644: 1,182 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -977: 191 -21 -253 -436 -358 -498 -632: -479 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 0.8 0.0 53.1 95.9 93.1 96.7: 6.9 3.3
Old : 100.0: 40.0 0.8 0.0 53.1 95.9 93.1 96.7: 6.9 3.3
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 : 21: 11 1 0 6 5 17 6:
Old : 21: 11 1 0 6 5 17 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 95.2 82.1 96.7 66.9 94.8 80.9 94.8
Old : 68.1 95.2 82.1 96.7 66.9 94.8 80.9 94.8
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, April 22, 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 : 24,736: 3,369 3,455 39 17,731 13,797 21,139 17,291: 3,597 7,445
Old : 24,736: 3,369 3,455 39 17,731 13,797 21,139 17,291: 3,597 7,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 2,280: 3 300 0 2,928 538 2,931 838: -651 1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.0 0.2 71.7 55.8 85.5 69.9: 14.5 30.1
Old : 100.0: 13.6 14.0 0.2 71.7 55.8 85.5 69.9: 14.5 30.1
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 : 36: 7 4 2 14 19 22 24:
Old : 36: 7 4 2 14 19 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 : 50.7 37.5 67.2 55.7 50.4 34.2 63.4 49.8
Old : 50.7 37.5 67.2 55.7 50.4 34.2 63.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 25, 2008