MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 44,842: 5,386 1,475 8,036 25,903 25,215 39,325 34,726: 5,517 10,115
Old : 44,842: 5,386 1,475 8,036 25,903 25,215 39,325 34,726: 5,517 10,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -2,364: 600 208 -846 -1,115 -813 -1,362 -1,451: -1,003 -913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.3 17.9 57.8 56.2 87.7 77.4: 12.3 22.6
Old : 100.0: 12.0 3.3 17.9 57.8 56.2 87.7 77.4: 12.3 22.6
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 : 66: 18 11 14 30 27 56 44:
Old : 66: 18 11 14 30 27 56 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 : 37.4 30.9 55.5 45.3 33.5 26.5 46.0 35.8
Old : 37.4 30.9 55.5 45.3 33.5 26.5 46.0 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 288,195: 45,718 39,770 77,988 134,159 135,567 257,865 253,324: 30,330 34,871
Old : 209,735: 35,573 63,854 40,705 115,438 78,349 191,715 182,907: 18,020 26,828
Other: 78,460: 39,223 4,993 8,206 18,721 57,218 66,150 70,417: 12,310 8,043
: : :
: : Changes in Commitments from: May 27, 2008 :
: 1,232: -1,106 3,095 -2,618 4,626 -791 902 -314: 331 1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.8 27.1 46.6 47.0 89.5 87.9: 10.5 12.1
Old : 100.0: 17.0 30.4 19.4 55.0 37.4 91.4 87.2: 8.6 12.8
Other: 100.0: 50.0 6.4 10.5 23.9 72.9 84.3 89.7: 15.7 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 77 93 101 38 53 190 182:
Old : 232: 63 100 81 37 52 164 175:
Other: 140: 66 17 34 24 43 101 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 28.6 37.9 37.3 25.3 24.5 34.6 30.4
Old : 31.7 25.3 45.0 34.5 31.7 24.6 42.9 31.4
Other: 29.2 46.1 42.0 57.1 28.6 44.3 41.4 51.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 2,127: 690 483 152 490 940 1,332 1,575: 795 552
Old : 2,071: 689 488 146 484 938 1,319 1,572: 752 499
Other: 56: 6 0 1 6 2 13 3: 43 53
: : :
: : Changes in Commitments from: May 27, 2008 :
: 113: 116 38 67 -31 -5 152 100: -39 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 22.7 7.1 23.0 44.2 62.6 74.0: 37.4 26.0
Old : 100.0: 33.3 23.6 7.0 23.4 45.3 63.7 75.9: 36.3 24.1
Other: 100.0: 10.7 0.0 1.8 10.7 3.6 23.2 5.4: 76.8 94.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 9 2 6 3 18 14:
Old : 29: 11 10 2 6 3 18 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 : 29.2 49.3 45.3 64.0 28.7 48.6 43.2 60.9
Old : 29.7 50.5 46.2 65.6 29.2 49.8 44.1 62.5
Other: 23.2 5.4 23.2 5.4 21.4 3.6 21.4 3.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 367,938: 99,819 30,642 78,022 163,670 181,696 341,511 290,360: 26,426 77,577
Old : 367,938: 99,819 30,642 78,022 163,670 181,696 341,511 290,360: 26,426 77,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -5,712: -4,572 -2,263 -1,792 467 -2,596 -5,897 -6,651: 185 939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.3 21.2 44.5 49.4 92.8 78.9: 7.2 21.1
Old : 100.0: 27.1 8.3 21.2 44.5 49.4 92.8 78.9: 7.2 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 114 84 108 100 182 268 327:
Old : 395: 114 84 108 100 182 268 327:
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 : 21.3 14.5 33.7 21.0 20.9 13.7 32.0 18.8
Old : 21.3 14.5 33.7 21.0 20.9 13.7 32.0 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 15,280: 4,545 4,608 2,692 5,405 5,588 12,641 12,888: 2,639 2,392
Old : 15,280: 4,545 4,608 2,692 5,405 5,588 12,641 12,888: 2,639 2,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -618: -65 181 -226 -691 -1,051 -982 -1,096: 364 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 30.2 17.6 35.4 36.6 82.7 84.3: 17.3 15.7
Old : 100.0: 29.7 30.2 17.6 35.4 36.6 82.7 84.3: 17.3 15.7
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 : 105: 34 33 22 23 27 65 77:
Old : 105: 34 33 22 23 27 65 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 24.9 46.5 39.5 25.0 24.9 42.5 37.3
Old : 25.7 24.9 46.5 39.5 25.0 24.9 42.5 37.3
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, June 3, 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 : 33,884: 9,483 3,981 8,550 11,144 7,895 29,177 20,426: 4,707 13,458
Old : 33,884: 9,483 3,981 8,550 11,144 7,895 29,177 20,426: 4,707 13,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 1,019: -1,016 -310 198 1,411 904 593 792: 426 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 11.8 25.2 32.9 23.3 86.1 60.3: 13.9 39.7
Old : 100.0: 28.0 11.8 25.2 32.9 23.3 86.1 60.3: 13.9 39.7
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 : 142: 35 29 30 36 50 95 92:
Old : 142: 35 29 30 36 50 95 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 18.2 38.0 27.1 20.7 9.7 28.6 14.4
Old : 27.6 18.2 38.0 27.1 20.7 9.7 28.6 14.4
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, June 3, 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 : 137,602: 66,835 16,241 8,571 25,139 83,660 100,546 108,471: 37,056 29,131
Old : 137,602: 66,835 16,241 8,571 25,139 83,660 100,546 108,471: 37,056 29,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,870: -7,126 -2,394 1,636 1,108 -11,986 -4,382 -12,744: -488 7,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 11.8 6.2 18.3 60.8 73.1 78.8: 26.9 21.2
Old : 100.0: 48.6 11.8 6.2 18.3 60.8 73.1 78.8: 26.9 21.2
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 : 84: 33 14 7 25 27 64 42:
Old : 84: 33 14 7 25 27 64 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 29.3 35.8 46.7 23.8 28.3 34.1 45.7
Old : 25.2 29.3 35.8 46.7 23.8 28.3 34.1 45.7
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, June 3, 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 : 76,030: 13,661 20,819 6,376 37,074 30,070 57,111 57,265: 18,919 18,765
Old : 76,030: 13,661 20,819 6,376 37,074 30,070 57,111 57,265: 18,919 18,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -3,249: -4,981 -6,540 867 2,629 -3,093 -1,485 -8,766: -1,764 5,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 27.4 8.4 48.8 39.6 75.1 75.3: 24.9 24.7
Old : 100.0: 18.0 27.4 8.4 48.8 39.6 75.1 75.3: 24.9 24.7
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 : 48: 14 15 3 12 13 28 29:
Old : 48: 14 15 3 12 13 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 33.4 55.9 50.5 31.6 29.2 39.6 38.5
Old : 44.3 33.4 55.9 50.5 31.6 29.2 39.6 38.5
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, June 3, 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 : 150,702: 104,836 6,001 2,235 30,891 131,923 137,962 140,159: 12,740 10,543
Old : 150,702: 104,836 6,001 2,235 30,891 131,923 137,962 140,159: 12,740 10,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 30,364: 4,408 329 1,753 18,773 19,545 24,934 21,627: 5,430 8,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 4.0 1.5 20.5 87.5 91.5 93.0: 8.5 7.0
Old : 100.0: 69.6 4.0 1.5 20.5 87.5 91.5 93.0: 8.5 7.0
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 : 105: 68 14 6 10 18 82 36:
Old : 105: 68 14 6 10 18 82 36:
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 59.5 51.6 76.2 33.1 51.7 45.4 66.1
Old : 34.7 59.5 51.6 76.2 33.1 51.7 45.4 66.1
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, June 3, 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 : 177,823: 19,383 46,434 9,750 127,235 95,644 156,367 151,827: 21,456 25,996
Old : 177,823: 19,383 46,434 9,750 127,235 95,644 156,367 151,827: 21,456 25,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -581: -3,690 353 848 -2,611 -1,231 -5,454 -30: 4,873 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 26.1 5.5 71.6 53.8 87.9 85.4: 12.1 14.6
Old : 100.0: 10.9 26.1 5.5 71.6 53.8 87.9 85.4: 12.1 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 34 10 20 21 44 60:
Old : 82: 19 34 10 20 21 44 60:
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 : 65.9 40.5 72.9 51.7 64.9 36.9 69.0 47.3
Old : 65.9 40.5 72.9 51.7 64.9 36.9 69.0 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 217,186: 50,409 31,562 23,052 114,367 128,751 187,827 183,365: 29,359 33,821
Old : 217,186: 50,409 31,562 23,052 114,367 128,751 187,827 183,365: 29,359 33,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -6,694: -8,898 1,991 488 3,608 -23,204 -4,803 -20,726: -1,891 14,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.5 10.6 52.7 59.3 86.5 84.4: 13.5 15.6
Old : 100.0: 23.2 14.5 10.6 52.7 59.3 86.5 84.4: 13.5 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 35 29 15 23 23 61 64:
Old : 99: 35 29 15 23 23 61 64:
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 : 40.2 38.4 57.2 53.0 30.4 32.3 39.5 39.2
Old : 40.2 38.4 57.2 53.0 30.4 32.3 39.5 39.2
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, June 3, 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 : 277,153: 57,083 67,557 33,600 138,770 117,564 229,452 218,721: 47,701 58,432
Old : 277,153: 57,083 67,557 33,600 138,770 117,564 229,452 218,721: 47,701 58,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 12,482: -7,916 2,622 932 21,529 -1,756 14,546 1,798: -2,064 10,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 24.4 12.1 50.1 42.4 82.8 78.9: 17.2 21.1
Old : 100.0: 20.6 24.4 12.1 50.1 42.4 82.8 78.9: 17.2 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 49 56 40 34 37 107 109:
Old : 155: 49 56 40 34 37 107 109:
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 : 37.4 31.7 47.2 42.3 36.6 29.7 43.2 34.8
Old : 37.4 31.7 47.2 42.3 36.6 29.7 43.2 34.8
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, June 3, 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 : 32,954: 13,965 7,637 33 16,523 18,750 30,521 26,420: 2,433 6,534
Old : 32,954: 13,965 7,637 33 16,523 18,750 30,521 26,420: 2,433 6,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 830: 1,062 -302 14 -338 -4,107 738 -4,395: 92 5,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 23.2 0.1 50.1 56.9 92.6 80.2: 7.4 19.8
Old : 100.0: 42.4 23.2 0.1 50.1 56.9 92.6 80.2: 7.4 19.8
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 : 40: 16 7 1 7 14 24 21:
Old : 40: 16 7 1 7 14 24 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 : 55.6 51.1 75.3 71.5 50.6 47.7 66.8 62.6
Old : 55.6 51.1 75.3 71.5 50.6 47.7 66.8 62.6
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, June 3, 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 :16,686,163: 870,526 496,663 6,094,163 8,559,014 9,070,458 15,523,703 15,661,284: 1,162,461 1,024,880
Old :16,686,163: 870,526 496,663 6,094,163 8,559,014 9,070,458 15,523,703 15,661,284: 1,162,461 1,024,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 451,948: -14,517 220 160,979 271,786 271,018 418,248 432,217: 33,700 19,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.0 36.5 51.3 54.4 93.0 93.9: 7.0 6.1
Old : 100.0: 5.2 3.0 36.5 51.3 54.4 93.0 93.9: 7.0 6.1
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 : 282: 87 42 107 141 137 270 251:
Old : 282: 87 42 107 141 137 270 251:
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 : 18.1 19.9 28.7 32.2 12.5 11.5 16.5 16.9
Old : 18.1 19.9 28.7 32.2 12.5 11.5 16.5 16.9
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, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 670,953: 61,319 89,970 75,963 399,410 385,217 536,691 551,150: 134,262 119,803
Old : 670,953: 61,319 89,970 75,963 399,410 385,217 536,691 551,150: 134,262 119,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -6,213: -1,375 4,984 -3,196 -3,268 -3,117 -7,839 -1,330: 1,626 -4,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 13.4 11.3 59.5 57.4 80.0 82.1: 20.0 17.9
Old : 100.0: 9.1 13.4 11.3 59.5 57.4 80.0 82.1: 20.0 17.9
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 : 203: 44 49 56 82 71 158 145:
Old : 203: 44 49 56 82 71 158 145:
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 : 19.1 20.5 26.8 31.5 18.0 20.3 25.5 30.9
Old : 19.1 20.5 26.8 31.5 18.0 20.3 25.5 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 2,513,958: 443,562 619,071 180,612 1,553,821 1,493,124 2,177,995 2,292,807: 335,963 221,151
Old : 2,513,958: 443,562 619,071 180,612 1,553,821 1,493,124 2,177,995 2,292,807: 335,963 221,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 62,265: 24,499 -18,557 16,804 62,301 51,039 103,605 49,287: -41,340 12,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 24.6 7.2 61.8 59.4 86.6 91.2: 13.4 8.8
Old : 100.0: 17.6 24.6 7.2 61.8 59.4 86.6 91.2: 13.4 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 : 365: 92 116 82 106 106 241 261:
Old : 365: 92 116 82 106 106 241 261:
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 : 21.6 20.5 31.3 31.4 17.3 13.1 26.6 23.8
Old : 21.6 20.5 31.3 31.4 17.3 13.1 26.6 23.8
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, June 3, 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 : 96,488: 13,037 42,222 353 71,591 49,807 84,981 92,382: 11,507 4,107
Old : 96,488: 13,037 42,222 353 71,591 49,807 84,981 92,382: 11,507 4,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,357: 1,725 118 289 812 1,964 2,826 2,371: -469 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 43.8 0.4 74.2 51.6 88.1 95.7: 11.9 4.3
Old : 100.0: 13.5 43.8 0.4 74.2 51.6 88.1 95.7: 11.9 4.3
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 : 91: 13 20 3 42 30 57 51:
Old : 91: 13 20 3 42 30 57 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 39.4 46.9 58.1 27.9 38.2 45.2 56.9
Old : 29.1 39.4 46.9 58.1 27.9 38.2 45.2 56.9
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, June 3, 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 : 37,485: 5,188 7,614 41 24,887 19,413 30,116 27,068: 7,369 10,417
Old : 37,485: 5,188 7,614 41 24,887 19,413 30,116 27,068: 7,369 10,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -375: 346 -1,922 -6 -668 -206 -327 -2,133: -48 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 20.3 0.1 66.4 51.8 80.3 72.2: 19.7 27.8
Old : 100.0: 13.8 20.3 0.1 66.4 51.8 80.3 72.2: 19.7 27.8
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 : 50: 8 10 2 23 17 33 27:
Old : 50: 8 10 2 23 17 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 33.7 55.9 51.6 37.7 32.9 55.9 48.8
Old : 37.7 33.7 55.9 51.6 37.7 32.9 55.9 48.8
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, June 3, 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 : 379,297: 89,923 147,026 14,364 224,449 192,579 328,736 353,969: 50,561 25,328
Old : 379,297: 89,923 147,026 14,364 224,449 192,579 328,736 353,969: 50,561 25,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -9,774: -28,469 14,521 3,498 7,955 -31,445 -17,016 -13,426: 7,242 3,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 38.8 3.8 59.2 50.8 86.7 93.3: 13.3 6.7
Old : 100.0: 23.7 38.8 3.8 59.2 50.8 86.7 93.3: 13.3 6.7
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 : 231: 61 77 30 51 55 130 144:
Old : 231: 61 77 30 51 55 130 144:
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 : 34.4 26.6 44.8 41.8 33.8 25.2 44.1 39.6
Old : 34.4 26.6 44.8 41.8 33.8 25.2 44.1 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 112,734: 63,122 10,303 3,039 11,754 76,802 77,915 90,145: 34,819 22,589
Old : 112,734: 63,122 10,303 3,039 11,754 76,802 77,915 90,145: 34,819 22,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 1,284: -4,797 -1,059 1,211 2,825 -10,500 -761 -10,347: 2,044 11,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 9.1 2.7 10.4 68.1 69.1 80.0: 30.9 20.0
Old : 100.0: 56.0 9.1 2.7 10.4 68.1 69.1 80.0: 30.9 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 36 7 3 9 15 45 25:
Old : 62: 36 7 3 9 15 45 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 : 23.0 54.0 36.2 64.2 22.9 53.9 35.5 64.1
Old : 23.0 54.0 36.2 64.2 22.9 53.9 35.5 64.1
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, June 3, 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 : 42,985: 6,859 13,719 1,617 17,552 23,289 26,028 38,625: 16,957 4,360
Old : 42,985: 6,859 13,719 1,617 17,552 23,289 26,028 38,625: 16,957 4,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 904: -541 194 124 -508 783 -925 1,101: 1,829 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 31.9 3.8 40.8 54.2 60.6 89.9: 39.4 10.1
Old : 100.0: 16.0 31.9 3.8 40.8 54.2 60.6 89.9: 39.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 19 6 15 24 23 47:
Old : 57: 6 19 6 15 24 23 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 31.4 51.7 46.7 36.0 31.4 45.5 44.2
Old : 38.8 31.4 51.7 46.7 36.0 31.4 45.5 44.2
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, June 3, 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 : 748,891: 75,858 306,769 15,677 644,883 342,638 736,418 665,084: 12,473 83,807
Old : 748,891: 75,858 306,769 15,677 644,883 342,638 736,418 665,084: 12,473 83,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 13,388: 652 10,553 118 13,650 2,209 14,420 12,880: -1,032 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 41.0 2.1 86.1 45.8 98.3 88.8: 1.7 11.2
Old : 100.0: 10.1 41.0 2.1 86.1 45.8 98.3 88.8: 1.7 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 38 121 35 70 84 134 214:
Old : 280: 38 121 35 70 84 134 214:
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 : 56.1 18.3 74.9 27.2 52.3 16.8 69.7 24.8
Old : 56.1 18.3 74.9 27.2 52.3 16.8 69.7 24.8
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, June 3, 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 : 93,488: 10,625 51,302 728 71,728 32,762 83,081 84,791: 10,407 8,697
Old : 93,488: 10,625 51,302 728 71,728 32,762 83,081 84,791: 10,407 8,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,727: -921 -63 333 2,179 1,979 1,591 2,249: 1,136 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 54.9 0.8 76.7 35.0 88.9 90.7: 11.1 9.3
Old : 100.0: 11.4 54.9 0.8 76.7 35.0 88.9 90.7: 11.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 16 26 6 17 23 38 50:
Old : 77: 16 26 6 17 23 38 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 42.1 69.2 60.4 49.2 39.6 63.0 55.5
Old : 52.3 42.1 69.2 60.4 49.2 39.6 63.0 55.5
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, June 3, 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 : 65,728: 22,244 6,028 1,038 22,159 41,405 45,441 48,471: 20,287 17,257
Old : 65,728: 22,244 6,028 1,038 22,159 41,405 45,441 48,471: 20,287 17,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,939: -58 247 282 2,573 3,093 2,797 3,622: 142 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 9.2 1.6 33.7 63.0 69.1 73.7: 30.9 26.3
Old : 100.0: 33.8 9.2 1.6 33.7 63.0 69.1 73.7: 30.9 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 8 5 20 17 38 30:
Old : 58: 18 8 5 20 17 38 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 : 28.6 39.7 41.9 54.3 28.1 36.3 38.6 49.5
Old : 28.6 39.7 41.9 54.3 28.1 36.3 38.6 49.5
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, June 3, 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 : 16,298: 3,542 10,637 62 10,747 4,067 14,351 14,766: 1,947 1,532
Old : 16,298: 3,542 10,637 62 10,747 4,067 14,351 14,766: 1,947 1,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -525: 63 -470 -35 -512 -55 -484 -560: -41 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 65.3 0.4 65.9 25.0 88.1 90.6: 11.9 9.4
Old : 100.0: 21.7 65.3 0.4 65.9 25.0 88.1 90.6: 11.9 9.4
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 : 21: 6 4 2 8 5 14 11:
Old : 21: 6 4 2 8 5 14 11:
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 : 61.7 75.7 76.1 88.4 52.5 71.5 67.0 79.1
Old : 61.7 75.7 76.1 88.4 52.5 71.5 67.0 79.1
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, June 3, 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 : 16,160: 6,490 328 0 8,332 15,109 14,822 15,437: 1,338 723
Old : 16,160: 6,490 328 0 8,332 15,109 14,822 15,437: 1,338 723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 67: 210 124 0 -199 -22 11 102: 56 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 2.0 0.0 51.6 93.5 91.7 95.5: 8.3 4.5
Old : 100.0: 40.2 2.0 0.0 51.6 93.5 91.7 95.5: 8.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 2 0 5 5 16 7:
Old : 21: 11 2 0 5 5 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 92.8 79.1 95.5 61.1 92.8 77.9 93.6
Old : 62.2 92.8 79.1 95.5 61.1 92.8 77.9 93.6
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, June 3, 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 : 29,407: 4,037 3,841 450 23,825 13,961 28,312 18,252: 1,095 11,155
Old : 29,407: 4,037 3,841 450 23,825 13,961 28,312 18,252: 1,095 11,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,309: -822 1,120 411 3,558 131 3,147 1,662: -838 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.1 1.5 81.0 47.5 96.3 62.1: 3.7 37.9
Old : 100.0: 13.7 13.1 1.5 81.0 47.5 96.3 62.1: 3.7 37.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 8 4 4 16 16 27 21:
Old : 36: 8 4 4 16 16 27 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 : 59.2 32.4 73.2 49.8 59.2 27.9 69.9 41.1
Old : 59.2 32.4 73.2 49.8 59.2 27.9 69.9 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2008