MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 47,206: 4,786 1,267 8,882 27,019 26,028 40,686 36,178: 6,519 11,028
Old : 47,206: 4,786 1,267 8,882 27,019 26,028 40,686 36,178: 6,519 11,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,287: 615 47 358 101 518 1,074 923: 213 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.7 18.8 57.2 55.1 86.2 76.6: 13.8 23.4
Old : 100.0: 10.1 2.7 18.8 57.2 55.1 86.2 76.6: 13.8 23.4
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 : 67: 23 7 19 30 26 59 46:
Old : 67: 23 7 19 30 26 59 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 : 34.9 29.5 50.2 44.3 30.4 24.1 40.6 33.9
Old : 34.9 29.5 50.2 44.3 30.4 24.1 40.6 33.9
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, May 27, 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 : 286,963: 46,824 36,674 80,606 129,533 136,358 256,963 253,638: 30,000 33,325
Old : 210,938: 36,438 61,560 44,008 112,249 79,102 192,694 184,670: 18,244 26,268
Other: 76,025: 39,829 4,557 7,155 17,285 57,256 64,269 68,968: 11,756 7,057
: : :
: : Changes in Commitments from: May 20, 2008 :
: 6,091: 572 30 3,571 1,710 3,800 5,854 7,400: 238 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 12.8 28.1 45.1 47.5 89.5 88.4: 10.5 11.6
Old : 100.0: 17.3 29.2 20.9 53.2 37.5 91.4 87.5: 8.6 12.5
Other: 100.0: 52.4 6.0 9.4 22.7 75.3 84.5 90.7: 15.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 85 87 113 37 54 197 196:
Old : 243: 67 102 96 37 53 174 191:
Other: 144: 74 14 31 23 43 104 83:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 28.3 36.5 37.2 23.8 24.1 33.1 30.2
Old : 29.2 24.5 42.7 34.2 29.2 23.7 40.7 30.6
Other: 29.9 48.4 43.2 59.3 29.2 46.2 42.5 54.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 2,015: 574 445 85 521 945 1,180 1,475: 835 540
Old : 1,960: 574 451 78 515 943 1,167 1,472: 793 488
Other: 55: 6 0 1 6 2 13 3: 42 52
: : :
: : Changes in Commitments from: May 20, 2008 :
: 124: 0 93 69 -23 -34 46 128: 78 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 22.1 4.2 25.9 46.9 58.6 73.2: 41.4 26.8
Old : 100.0: 29.3 23.0 4.0 26.3 48.1 59.6 75.1: 40.4 24.9
Other: 100.0: 10.9 0.0 1.8 10.9 3.6 23.6 5.5: 76.4 94.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 11 2 6 3 16 14:
Old : 27: 8 11 2 6 3 16 14:
Other: 5: 2 0 1 1 2 3 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 : 31.2 51.3 46.0 63.2 31.2 51.2 45.8 61.5
Old : 31.8 52.6 46.7 64.9 31.8 52.6 46.7 63.2
Other: 23.6 5.5 23.6 5.5 21.8 3.6 21.8 3.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 373,650: 104,391 32,905 79,814 163,203 184,292 347,408 297,011: 26,241 76,638
Old : 373,650: 104,391 32,905 79,814 163,203 184,292 347,408 297,011: 26,241 76,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 11,730: -2,472 -5,458 8,180 5,425 6,148 11,134 8,871: 596 2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 8.8 21.4 43.7 49.3 93.0 79.5: 7.0 20.5
Old : 100.0: 27.9 8.8 21.4 43.7 49.3 93.0 79.5: 7.0 20.5
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 : 392: 120 77 106 101 177 270 319:
Old : 392: 120 77 106 101 177 270 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 15.0 32.7 21.4 19.7 14.3 30.6 19.4
Old : 20.3 15.0 32.7 21.4 19.7 14.3 30.6 19.4
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, May 27, 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 : 15,898: 4,610 4,427 2,918 6,096 6,638 13,623 13,983: 2,274 1,914
Old : 15,898: 4,610 4,427 2,918 6,096 6,638 13,623 13,983: 2,274 1,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 777: -330 -440 554 357 675 581 789: 196 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 27.8 18.4 38.3 41.8 85.7 88.0: 14.3 12.0
Old : 100.0: 29.0 27.8 18.4 38.3 41.8 85.7 88.0: 14.3 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 27 33 19 22 28 62 71:
Old : 100: 27 33 19 22 28 62 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 25.4 47.0 40.8 26.0 25.4 44.1 37.9
Old : 26.1 25.4 47.0 40.8 26.0 25.4 44.1 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 32,865: 10,498 4,291 8,352 9,733 6,991 28,583 19,634: 4,282 13,231
Old : 32,865: 10,498 4,291 8,352 9,733 6,991 28,583 19,634: 4,282 13,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -2,933: -1,237 -1,364 -720 -748 -451 -2,704 -2,535: -229 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 13.1 25.4 29.6 21.3 87.0 59.7: 13.0 40.3
Old : 100.0: 31.9 13.1 25.4 29.6 21.3 87.0 59.7: 13.0 40.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 39 31 32 30 48 91 96:
Old : 142: 39 31 32 30 48 91 96:
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 : 28.2 17.7 38.5 27.1 21.0 9.5 29.6 14.5
Old : 28.2 17.7 38.5 27.1 21.0 9.5 29.6 14.5
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, May 27, 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 : 142,472: 73,961 18,635 6,935 24,032 95,645 104,928 121,215: 37,544 21,257
Old : 142,472: 73,961 18,635 6,935 24,032 95,645 104,928 121,215: 37,544 21,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 12,182: 16,288 -2,446 38 -4,189 14,773 12,136 12,365: 45 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 13.1 4.9 16.9 67.1 73.6 85.1: 26.4 14.9
Old : 100.0: 51.9 13.1 4.9 16.9 67.1 73.6 85.1: 26.4 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 41 12 9 24 27 70 43:
Old : 91: 41 12 9 24 27 70 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 : 26.4 31.4 36.2 50.6 25.5 30.5 35.3 48.1
Old : 26.4 31.4 36.2 50.6 25.5 30.5 35.3 48.1
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, May 27, 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 : 79,280: 18,642 27,359 5,510 34,445 33,163 58,597 66,032: 20,683 13,248
Old : 79,280: 18,642 27,359 5,510 34,445 33,163 58,597 66,032: 20,683 13,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 6,687: -154 4,842 56 6,842 1,755 6,745 6,654: -57 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 34.5 6.9 43.4 41.8 73.9 83.3: 26.1 16.7
Old : 100.0: 23.5 34.5 6.9 43.4 41.8 73.9 83.3: 26.1 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 : 52: 16 16 4 8 16 27 33:
Old : 52: 16 16 4 8 16 27 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 32.8 56.1 54.3 36.1 31.9 44.3 46.4
Old : 43.2 32.8 56.1 54.3 36.1 31.9 44.3 46.4
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, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 120,338: 100,428 5,672 482 12,118 112,378 113,028 118,532: 7,310 1,806
Old : 120,338: 100,428 5,672 482 12,118 112,378 113,028 118,532: 7,310 1,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 3,803: 2,889 -1,268 -241 -2,425 8,482 223 6,973: 3,580 -3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 4.7 0.4 10.1 93.4 93.9 98.5: 6.1 1.5
Old : 100.0: 83.5 4.7 0.4 10.1 93.4 93.9 98.5: 6.1 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 : 106: 67 13 3 11 20 81 35:
Old : 106: 67 13 3 11 20 81 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 66.1 54.3 81.3 40.8 64.9 54.3 80.2
Old : 40.8 66.1 54.3 81.3 40.8 64.9 54.3 80.2
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, May 27, 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 : 178,404: 23,073 46,081 8,902 129,846 96,875 161,821 151,858: 16,583 26,546
Old : 178,404: 23,073 46,081 8,902 129,846 96,875 161,821 151,858: 16,583 26,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 3,053: -79 -401 -209 3,862 4,103 3,573 3,493: -520 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 25.8 5.0 72.8 54.3 90.7 85.1: 9.3 14.9
Old : 100.0: 12.9 25.8 5.0 72.8 54.3 90.7 85.1: 9.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 16 30 10 22 23 44 57:
Old : 77: 16 30 10 22 23 44 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 : 64.0 41.6 72.1 53.7 64.0 38.0 70.4 47.9
Old : 64.0 41.6 72.1 53.7 64.0 38.0 70.4 47.9
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, May 27, 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 : 223,881: 59,307 29,572 22,564 110,759 151,956 192,630 204,091: 31,251 19,789
Old : 223,881: 59,307 29,572 22,564 110,759 151,956 192,630 204,091: 31,251 19,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 6,600: -2,554 4,485 -95 8,895 1,728 6,246 6,118: 353 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 13.2 10.1 49.5 67.9 86.0 91.2: 14.0 8.8
Old : 100.0: 26.5 13.2 10.1 49.5 67.9 86.0 91.2: 14.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 37 28 18 28 26 72 65:
Old : 107: 37 28 18 28 26 72 65:
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 : 35.4 41.2 53.1 57.0 31.1 37.1 39.3 46.2
Old : 35.4 41.2 53.1 57.0 31.1 37.1 39.3 46.2
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, May 27, 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 : 264,672: 64,998 64,935 32,668 117,240 119,320 214,907 216,923: 49,765 47,748
Old : 264,672: 64,998 64,935 32,668 117,240 119,320 214,907 216,923: 49,765 47,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 10,521: -5,844 4,880 377 14,461 5,635 8,993 10,892: 1,528 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 24.5 12.3 44.3 45.1 81.2 82.0: 18.8 18.0
Old : 100.0: 24.6 24.5 12.3 44.3 45.1 81.2 82.0: 18.8 18.0
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 : 162: 56 56 41 33 38 116 108:
Old : 162: 56 56 41 33 38 116 108:
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 31.8 43.1 43.5 32.3 31.1 38.0 38.3
Old : 33.7 31.8 43.1 43.5 32.3 31.1 38.0 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 32,124: 12,903 7,939 19 16,861 22,857 29,783 30,815: 2,341 1,309
Old : 32,124: 12,903 7,939 19 16,861 22,857 29,783 30,815: 2,341 1,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,203: 629 206 19 534 1,021 1,182 1,246: 21 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 24.7 0.1 52.5 71.2 92.7 95.9: 7.3 4.1
Old : 100.0: 40.2 24.7 0.1 52.5 71.2 92.7 95.9: 7.3 4.1
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 : 42: 15 7 1 8 16 24 23:
Old : 42: 15 7 1 8 16 24 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 : 55.7 58.5 76.8 85.3 50.5 58.5 69.2 80.6
Old : 55.7 58.5 76.8 85.3 50.5 58.5 69.2 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 :16,234,215: 885,043 496,443 5,933,184 8,287,227 8,799,439 15,105,455 15,229,067: 1,128,761 1,005,148
Old :16,234,215: 885,043 496,443 5,933,184 8,287,227 8,799,439 15,105,455 15,229,067: 1,128,761 1,005,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -91,593: -44,288 22,985 -101,716 103,592 -46,277 -42,411 -125,008: -49,181 33,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 3.1 36.5 51.0 54.2 93.0 93.8: 7.0 6.2
Old : 100.0: 5.5 3.1 36.5 51.0 54.2 93.0 93.8: 7.0 6.2
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 : 275: 86 40 103 140 137 263 247:
Old : 275: 86 40 103 140 137 263 247:
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 : 17.9 19.8 28.2 32.0 12.3 11.5 16.3 17.2
Old : 17.9 19.8 28.2 32.0 12.3 11.5 16.3 17.2
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, May 27, 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 : 677,166: 62,694 84,986 79,159 402,678 388,334 544,530 552,479: 132,636 124,687
Old : 677,166: 62,694 84,986 79,159 402,678 388,334 544,530 552,479: 132,636 124,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 11,590: -3,055 3,294 8,127 4,725 -1,535 9,798 9,887: 1,792 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.6 11.7 59.5 57.3 80.4 81.6: 19.6 18.4
Old : 100.0: 9.3 12.6 11.7 59.5 57.3 80.4 81.6: 19.6 18.4
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 : 203: 43 50 57 80 68 157 142:
Old : 203: 43 50 57 80 68 157 142:
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 : 18.5 22.1 26.1 32.2 17.6 21.5 24.9 31.3
Old : 18.5 22.1 26.1 32.2 17.6 21.5 24.9 31.3
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, May 27, 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 : 2,451,693: 419,062 637,627 163,808 1,491,520 1,442,084 2,074,391 2,243,520: 377,303 208,174
Old : 2,451,693: 419,062 637,627 163,808 1,491,520 1,442,084 2,074,391 2,243,520: 377,303 208,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 71,324: 32,021 27,135 7,714 39,280 68,345 79,014 103,194: -7,690 -31,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 26.0 6.7 60.8 58.8 84.6 91.5: 15.4 8.5
Old : 100.0: 17.1 26.0 6.7 60.8 58.8 84.6 91.5: 15.4 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 : 367: 93 123 81 104 99 239 261:
Old : 367: 93 123 81 104 99 239 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 20.7 27.6 31.6 14.0 13.5 23.6 24.4
Old : 17.7 20.7 27.6 31.6 14.0 13.5 23.6 24.4
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, May 27, 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 : 94,131: 11,312 42,104 64 70,779 47,843 82,155 90,011: 11,976 4,121
Old : 94,131: 11,312 42,104 64 70,779 47,843 82,155 90,011: 11,976 4,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 3,672: 2,671 826 0 644 3,809 3,315 4,635: 357 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 44.7 0.1 75.2 50.8 87.3 95.6: 12.7 4.4
Old : 100.0: 12.0 44.7 0.1 75.2 50.8 87.3 95.6: 12.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 15 17 1 39 28 55 45:
Old : 88: 15 17 1 39 28 55 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 : 29.4 40.3 47.3 58.6 27.9 39.2 45.4 57.5
Old : 29.4 40.3 47.3 58.6 27.9 39.2 45.4 57.5
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, May 27, 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 : 37,860: 4,842 9,536 46 25,555 19,619 30,443 29,201: 7,417 8,659
Old : 37,860: 4,842 9,536 46 25,555 19,619 30,443 29,201: 7,417 8,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 474: -1,172 872 -26 1,746 2,405 548 3,251: -74 -2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 25.2 0.1 67.5 51.8 80.4 77.1: 19.6 22.9
Old : 100.0: 12.8 25.2 0.1 67.5 51.8 80.4 77.1: 19.6 22.9
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 : 53: 7 13 2 24 18 33 31:
Old : 53: 7 13 2 24 18 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 33.4 55.8 51.5 37.2 32.6 55.8 49.0
Old : 37.2 33.4 55.8 51.5 37.2 32.6 55.8 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 389,072: 118,392 132,505 10,866 216,494 224,024 345,752 367,395: 43,319 21,677
Old : 389,072: 118,392 132,505 10,866 216,494 224,024 345,752 367,395: 43,319 21,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 9,539: 35,381 -14,976 -3,637 -7,983 27,929 23,761 9,317: -14,222 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 34.1 2.8 55.6 57.6 88.9 94.4: 11.1 5.6
Old : 100.0: 30.4 34.1 2.8 55.6 57.6 88.9 94.4: 11.1 5.6
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 : 226: 75 63 29 48 51 137 129:
Old : 226: 75 63 29 48 51 137 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 32.0 44.1 48.9 32.0 31.8 43.3 46.3
Old : 32.6 32.0 44.1 48.9 32.0 31.8 43.3 46.3
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, May 27, 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 : 111,450: 67,919 11,362 1,828 8,929 87,302 78,676 100,492: 32,774 10,959
Old : 111,450: 67,919 11,362 1,828 8,929 87,302 78,676 100,492: 32,774 10,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -3,115: -4,534 -515 -514 329 -1,978 -4,719 -3,007: 1,604 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 10.2 1.6 8.0 78.3 70.6 90.2: 29.4 9.8
Old : 100.0: 60.9 10.2 1.6 8.0 78.3 70.6 90.2: 29.4 9.8
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 : 63: 35 9 3 8 18 45 28:
Old : 63: 35 9 3 8 18 45 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 55.2 40.3 70.1 25.9 55.1 40.2 69.9
Old : 26.0 55.2 40.3 70.1 25.9 55.1 40.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 42,081: 7,400 13,525 1,493 18,060 22,506 26,953 37,524: 15,128 4,557
Old : 42,081: 7,400 13,525 1,493 18,060 22,506 26,953 37,524: 15,128 4,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 182: 730 -339 -8 -452 564 270 217: -87 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 32.1 3.5 42.9 53.5 64.1 89.2: 35.9 10.8
Old : 100.0: 17.6 32.1 3.5 42.9 53.5 64.1 89.2: 35.9 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 : 57: 7 19 6 14 23 23 46:
Old : 57: 7 19 6 14 23 23 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 : 41.3 30.9 53.8 46.1 36.5 30.9 47.9 43.5
Old : 41.3 30.9 53.8 46.1 36.5 30.9 47.9 43.5
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, May 27, 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 : 735,503: 75,206 296,216 15,559 631,233 340,430 721,997 652,204: 13,505 83,298
Old : 735,503: 75,206 296,216 15,559 631,233 340,430 721,997 652,204: 13,505 83,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 13,632: 9,145 -4,998 1,593 2,834 16,153 13,572 12,747: 60 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 40.3 2.1 85.8 46.3 98.2 88.7: 1.8 11.3
Old : 100.0: 10.2 40.3 2.1 85.8 46.3 98.2 88.7: 1.8 11.3
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 : 276: 38 120 36 65 88 130 217:
Old : 276: 38 120 36 65 88 130 217:
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 18.5 74.5 27.3 52.8 16.9 69.2 24.7
Old : 56.7 18.5 74.5 27.3 52.8 16.9 69.2 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 90,761: 11,546 51,365 395 69,549 30,783 81,490 82,542: 9,271 8,219
Old : 90,761: 11,546 51,365 395 69,549 30,783 81,490 82,542: 9,271 8,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 227: 44 68 -331 1,237 249 950 -14: -723 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 56.6 0.4 76.6 33.9 89.8 90.9: 10.2 9.1
Old : 100.0: 12.7 56.6 0.4 76.6 33.9 89.8 90.9: 10.2 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 : 77: 18 24 4 17 21 38 46:
Old : 77: 18 24 4 17 21 38 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 : 53.5 44.5 70.9 62.6 50.8 43.2 65.0 58.7
Old : 53.5 44.5 70.9 62.6 50.8 43.2 65.0 58.7
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, May 27, 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 : 62,789: 22,302 5,781 756 19,586 38,312 42,644 44,849: 20,145 17,940
Old : 62,789: 22,302 5,781 756 19,586 38,312 42,644 44,849: 20,145 17,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 2,680: -975 398 121 980 1,602 126 2,121: 2,554 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 9.2 1.2 31.2 61.0 67.9 71.4: 32.1 28.6
Old : 100.0: 35.5 9.2 1.2 31.2 61.0 67.9 71.4: 32.1 28.6
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 : 54: 15 9 3 18 14 34 25:
Old : 54: 15 9 3 18 14 34 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 40.1 44.5 54.8 31.2 36.9 42.2 50.7
Old : 31.2 40.1 44.5 54.8 31.2 36.9 42.2 50.7
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, May 27, 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 : 16,823: 3,479 11,107 97 11,259 4,122 14,835 15,326: 1,988 1,497
Old : 16,823: 3,479 11,107 97 11,259 4,122 14,835 15,326: 1,988 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -676: 365 -89 0 -1,117 -690 -752 -779: 76 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 66.0 0.6 66.9 24.5 88.2 91.1: 11.8 8.9
Old : 100.0: 20.7 66.0 0.6 66.9 24.5 88.2 91.1: 11.8 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 : 21: 6 4 1 8 5 14 10:
Old : 21: 6 4 1 8 5 14 10:
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 : 64.5 76.4 77.6 88.8 55.3 72.1 68.4 79.4
Old : 64.5 76.4 77.6 88.8 55.3 72.1 68.4 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 16,093: 6,280 204 0 8,531 15,131 14,811 15,335: 1,282 758
Old : 16,093: 6,280 204 0 8,531 15,131 14,811 15,335: 1,282 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -77: -98 -140 0 -67 -125 -165 -265: 88 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 1.3 0.0 53.0 94.0 92.0 95.3: 8.0 4.7
Old : 100.0: 39.0 1.3 0.0 53.0 94.0 92.0 95.3: 8.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 1 0 5 5 17 6:
Old : 21: 12 1 0 5 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 : 63.9 93.4 80.8 95.3 62.7 93.4 79.7 93.4
Old : 63.9 93.4 80.8 95.3 62.7 93.4 79.7 93.4
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, May 27, 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 : 27,098: 4,859 2,721 39 20,267 13,830 25,165 16,590: 1,933 10,508
Old : 27,098: 4,859 2,721 39 20,267 13,830 25,165 16,590: 1,933 10,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 672: 778 266 0 -333 -72 445 194: 227 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.0 0.1 74.8 51.0 92.9 61.2: 7.1 38.8
Old : 100.0: 17.9 10.0 0.1 74.8 51.0 92.9 61.2: 7.1 38.8
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 : 36: 9 3 2 15 17 25 21:
Old : 36: 9 3 2 15 17 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 32.7 68.2 50.8 53.7 28.1 66.5 40.6
Old : 53.7 32.7 68.2 50.8 53.7 28.1 66.5 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30,2008