MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 46,232: 5,847 1,022 7,704 26,526 26,722 40,078 35,448: 6,154 10,784
Old : 46,232: 5,847 1,022 7,704 26,526 26,722 40,078 35,448: 6,154 10,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,390: 462 -453 -332 623 1,506 753 722: 638 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.2 16.7 57.4 57.8 86.7 76.7: 13.3 23.3
Old : 100.0: 12.6 2.2 16.7 57.4 57.8 86.7 76.7: 13.3 23.3
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 : 63: 18 8 16 30 28 54 46:
Old : 63: 18 8 16 30 28 54 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 : 37.2 32.3 57.4 47.1 33.0 27.7 46.8 36.8
Old : 37.2 32.3 57.4 47.1 33.0 27.7 46.8 36.8
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 10, 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 : 270,698: 44,475 38,317 73,202 124,311 126,037 241,988 237,556: 28,710 33,142
Old : 186,961: 35,644 60,196 34,817 100,034 67,403 170,496 162,416: 16,466 24,545
Other: 83,737: 37,296 6,585 9,920 24,277 58,634 71,492 75,139: 12,244 8,597
: : :
: : Changes in Commitments from: June 3, 2008 :
: -17,497: -1,242 -1,453 -4,786 -9,848 -9,530 -15,877 -15,769: -1,621 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.2 27.0 45.9 46.6 89.4 87.8: 10.6 12.2
Old : 100.0: 19.1 32.2 18.6 53.5 36.1 91.2 86.9: 8.8 13.1
Other: 100.0: 44.5 7.9 11.8 29.0 70.0 85.4 89.7: 14.6 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 92 78 99 38 47 185 178:
Old : 228: 71 92 82 36 46 162 170:
Other: 142: 65 20 38 27 42 103 90:
:----------------------------------------------------------------------------------------------------
: 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 28.5 36.7 37.4 23.3 24.9 34.0 30.2
Old : 30.5 25.0 43.2 34.7 29.2 24.8 41.4 30.4
Other: 26.0 44.1 40.9 55.2 25.4 42.1 39.7 50.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 2,225: 760 536 182 419 958 1,361 1,676: 864 549
Old : 2,169: 760 535 181 413 956 1,354 1,672: 815 497
Other: 56: 0 1 1 6 2 7 4: 49 52
: : :
: : Changes in Commitments from: June 3, 2008 :
: 98: 70 53 30 -71 18 29 101: 69 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 24.1 8.2 18.8 43.1 61.2 75.3: 38.8 24.7
Old : 100.0: 35.0 24.7 8.3 19.0 44.1 62.4 77.1: 37.6 22.9
Other: 100.0: 0.0 1.8 1.8 10.7 3.6 12.5 7.1: 87.5 92.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 12 3 5 3 19 16:
Old : 31: 12 12 3 5 3 19 16:
Other: 5: 0 1 1 1 2 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 47.3 43.3 61.6 28.1 47.2 41.4 58.9
Old : 28.6 48.4 44.1 63.1 28.6 48.3 42.2 60.3
Other: 12.5 7.1 12.5 7.1 10.7 5.4 10.7 5.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 353,359: 97,669 26,678 66,682 163,272 181,808 327,622 275,168: 25,737 78,191
Old : 353,359: 97,669 26,678 66,682 163,272 181,808 327,622 275,168: 25,737 78,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -14,578: -2,151 -3,964 -11,340 -398 112 -13,889 -15,192: -690 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.5 18.9 46.2 51.5 92.7 77.9: 7.3 22.1
Old : 100.0: 27.6 7.5 18.9 46.2 51.5 92.7 77.9: 7.3 22.1
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 : 389: 121 74 98 99 173 268 307:
Old : 389: 121 74 98 99 173 268 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 14.9 33.6 21.2 20.8 14.4 32.2 19.7
Old : 22.2 14.9 33.6 21.2 20.8 14.4 32.2 19.7
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 10, 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 : 15,178: 4,856 5,120 2,444 5,703 5,500 13,003 13,065: 2,174 2,113
Old : 15,178: 4,856 5,120 2,444 5,703 5,500 13,003 13,065: 2,174 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -102: 312 512 -248 298 -87 362 177: -464 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 33.7 16.1 37.6 36.2 85.7 86.1: 14.3 13.9
Old : 100.0: 32.0 33.7 16.1 37.6 36.2 85.7 86.1: 14.3 13.9
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 : 109: 39 33 20 21 28 64 78:
Old : 109: 39 33 20 21 28 64 78:
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 : 25.8 26.2 47.2 39.3 25.1 26.2 42.8 38.5
Old : 25.8 26.2 47.2 39.3 25.1 26.2 42.8 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 34,244: 9,674 4,288 9,040 11,067 7,503 29,782 20,832: 4,462 13,412
Old : 34,244: 9,674 4,288 9,040 11,067 7,503 29,782 20,832: 4,462 13,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 360: 191 307 491 -77 -392 605 406: -245 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 12.5 26.4 32.3 21.9 87.0 60.8: 13.0 39.2
Old : 100.0: 28.3 12.5 26.4 32.3 21.9 87.0 60.8: 13.0 39.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 38 31 34 37 49 101 95:
Old : 144: 38 31 34 37 49 101 95:
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 18.0 36.5 27.0 18.0 9.5 26.0 14.1
Old : 26.1 18.0 36.5 27.0 18.0 9.5 26.0 14.1
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 10, 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 : 134,697: 46,870 25,517 7,614 34,182 68,830 88,667 101,961: 46,030 32,736
Old : 134,697: 46,870 25,517 7,614 34,182 68,830 88,667 101,961: 46,030 32,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -2,905: -19,965 9,276 -957 9,043 -14,830 -11,879 -6,511: 8,973 3,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 18.9 5.7 25.4 51.1 65.8 75.7: 34.2 24.3
Old : 100.0: 34.8 18.9 5.7 25.4 51.1 65.8 75.7: 34.2 24.3
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 : 75: 26 14 9 25 23 54 44:
Old : 75: 26 14 9 25 23 54 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 : 20.3 25.2 30.5 40.1 16.6 22.8 26.1 37.5
Old : 20.3 25.2 30.5 40.1 16.6 22.8 26.1 37.5
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 10, 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 : 74,218: 16,173 20,105 4,338 33,935 33,329 54,445 57,772: 19,772 16,446
Old : 74,218: 16,173 20,105 4,338 33,935 33,329 54,445 57,772: 19,772 16,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -1,813: 2,512 -714 -2,039 -3,140 3,259 -2,666 507: 853 -2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 27.1 5.8 45.7 44.9 73.4 77.8: 26.6 22.2
Old : 100.0: 21.8 27.1 5.8 45.7 44.9 73.4 77.8: 26.6 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 14 6 12 13 31 30:
Old : 46: 16 14 6 12 13 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 35.2 48.8 52.3 26.3 32.6 36.0 43.3
Old : 35.4 35.2 48.8 52.3 26.3 32.6 36.0 43.3
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 10, 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 : 148,568: 90,984 6,822 1,436 43,767 131,369 136,187 139,627: 12,381 8,941
Old : 148,568: 90,984 6,822 1,436 43,767 131,369 136,187 139,627: 12,381 8,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -2,134: -13,852 821 -799 12,876 -554 -1,775 -532: -359 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 4.6 1.0 29.5 88.4 91.7 94.0: 8.3 6.0
Old : 100.0: 61.2 4.6 1.0 29.5 88.4 91.7 94.0: 8.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 62 13 7 11 17 76 35:
Old : 97: 62 13 7 11 17 76 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 : 36.4 61.4 56.9 76.9 32.0 50.9 42.5 62.2
Old : 36.4 61.4 56.9 76.9 32.0 50.9 42.5 62.2
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, June 10, 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 : 186,287: 28,052 47,908 8,070 131,854 104,572 167,977 160,550: 18,310 25,737
Old : 186,287: 28,052 47,908 8,070 131,854 104,572 167,977 160,550: 18,310 25,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 8,464: 8,670 1,475 -1,680 4,619 8,928 11,610 8,723: -3,146 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.7 4.3 70.8 56.1 90.2 86.2: 9.8 13.8
Old : 100.0: 15.1 25.7 4.3 70.8 56.1 90.2 86.2: 9.8 13.8
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 : 82: 21 33 12 19 18 44 59:
Old : 82: 21 33 12 19 18 44 59:
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 : 61.0 41.3 70.4 54.7 60.9 33.8 66.1 44.5
Old : 61.0 41.3 70.4 54.7 60.9 33.8 66.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 240,515: 41,145 35,074 13,336 158,337 156,740 212,818 205,151: 27,697 35,364
Old : 240,515: 41,145 35,074 13,336 158,337 156,740 212,818 205,151: 27,697 35,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 23,328: -9,264 3,512 -9,715 43,970 27,989 24,991 21,786: -1,663 1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.6 5.5 65.8 65.2 88.5 85.3: 11.5 14.7
Old : 100.0: 17.1 14.6 5.5 65.8 65.2 88.5 85.3: 11.5 14.7
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 : 90: 26 27 9 26 23 56 55:
Old : 90: 26 27 9 26 23 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 45.4 61.7 56.8 29.1 28.6 35.9 36.0
Old : 48.5 45.4 61.7 56.8 29.1 28.6 35.9 36.0
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 10, 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 : 284,814: 58,212 65,308 28,222 156,620 143,298 243,053 236,828: 41,761 47,986
Old : 284,814: 58,212 65,308 28,222 156,620 143,298 243,053 236,828: 41,761 47,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 7,661: 1,129 -2,249 -5,378 17,850 25,734 13,600 18,107: -5,939 -10,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 22.9 9.9 55.0 50.3 85.3 83.2: 14.7 16.8
Old : 100.0: 20.4 22.9 9.9 55.0 50.3 85.3 83.2: 14.7 16.8
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 : 146: 51 46 35 34 37 103 100:
Old : 146: 51 46 35 34 37 103 100:
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 : 38.4 39.4 49.7 48.1 34.2 29.9 40.2 35.4
Old : 38.4 39.4 49.7 48.1 34.2 29.9 40.2 35.4
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 10, 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 : 36,876: 11,677 8,477 81 22,045 21,652 33,803 30,210: 3,073 6,666
Old : 36,876: 11,677 8,477 81 22,045 21,652 33,803 30,210: 3,073 6,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 3,922: -2,288 840 48 5,522 2,902 3,282 3,790: 640 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 23.0 0.2 59.8 58.7 91.7 81.9: 8.3 18.1
Old : 100.0: 31.7 23.0 0.2 59.8 58.7 91.7 81.9: 8.3 18.1
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 : 40: 12 9 2 12 14 25 24:
Old : 40: 12 9 2 12 14 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 52.1 75.7 73.9 48.2 45.2 63.9 58.3
Old : 52.7 52.1 75.7 73.9 48.2 45.2 63.9 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 :16,760,259: 729,987 394,610 6,085,597 8,748,015 9,163,968 15,563,598 15,644,174: 1,196,661 1,116,085
Old :16,760,259: 729,987 394,610 6,085,597 8,748,015 9,163,968 15,563,598 15,644,174: 1,196,661 1,116,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 74,096: -140,539 -102,054 -8,566 189,001 93,510 39,896 -17,110: 34,200 91,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.4 36.3 52.2 54.7 92.9 93.3: 7.1 6.7
Old : 100.0: 4.4 2.4 36.3 52.2 54.7 92.9 93.3: 7.1 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 : 277: 75 49 105 143 139 266 250:
Old : 277: 75 49 105 143 139 266 250:
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 : 19.5 20.1 30.4 32.9 13.8 12.2 17.4 18.0
Old : 19.5 20.1 30.4 32.9 13.8 12.2 17.4 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 707,002: 63,699 103,598 93,083 416,947 387,894 573,729 584,575: 133,273 122,427
Old : 707,002: 63,699 103,598 93,083 416,947 387,894 573,729 584,575: 133,273 122,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 36,049: 2,380 13,628 17,120 17,537 2,677 37,038 33,425: -989 2,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.7 13.2 59.0 54.9 81.1 82.7: 18.9 17.3
Old : 100.0: 9.0 14.7 13.2 59.0 54.9 81.1 82.7: 18.9 17.3
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 : 210: 48 51 59 85 73 166 151:
Old : 210: 48 51 59 85 73 166 151:
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 19.4 25.9 31.0 17.3 17.8 24.4 28.6
Old : 18.5 19.4 25.9 31.0 17.3 17.8 24.4 28.6
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 10, 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 : 2,653,503: 469,905 662,240 210,164 1,663,734 1,547,466 2,343,803 2,419,869: 309,700 233,634
Old : 2,653,503: 469,905 662,240 210,164 1,663,734 1,547,466 2,343,803 2,419,869: 309,700 233,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 139,545: 26,344 43,169 29,551 109,912 54,342 165,807 127,062: -26,262 12,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 25.0 7.9 62.7 58.3 88.3 91.2: 11.7 8.8
Old : 100.0: 17.7 25.0 7.9 62.7 58.3 88.3 91.2: 11.7 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 : 370: 89 124 86 109 109 243 275:
Old : 370: 89 124 86 109 109 243 275:
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 : 23.3 19.9 32.8 29.5 18.7 12.7 27.6 22.0
Old : 23.3 19.9 32.8 29.5 18.7 12.7 27.6 22.0
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 10, 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 : 100,541: 13,868 41,925 324 73,732 53,264 87,924 95,513: 12,617 5,028
Old : 100,541: 13,868 41,925 324 73,732 53,264 87,924 95,513: 12,617 5,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 4,053: 831 -297 -29 2,141 3,457 2,943 3,131: 1,109 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 41.7 0.3 73.3 53.0 87.5 95.0: 12.5 5.0
Old : 100.0: 13.8 41.7 0.3 73.3 53.0 87.5 95.0: 12.5 5.0
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 : 89: 14 18 3 41 30 56 50:
Old : 89: 14 18 3 41 30 56 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 : 28.2 37.9 46.1 58.5 27.0 36.8 44.6 57.4
Old : 28.2 37.9 46.1 58.5 27.0 36.8 44.6 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME CDD INDEX X $20) :
: : :
All : 11,359: 715 3,659 650 9,994 2,175 11,359 6,484: 0 4,875
Old : 11,359: 715 3,659 650 9,994 2,175 11,359 6,484: 0 4,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 32.2 5.7 88.0 19.2 100.0 57.1: 0.0 42.9
Old : 100.0: 6.3 32.2 5.7 88.0 19.2 100.0 57.1: 0.0 42.9
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 : 20: 4 5 1 7 6 12 11:
Old : 20: 4 5 1 7 6 12 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 : 74.8 44.4 95.4 54.4 63.5 34.4 80.6 39.2
Old : 74.8 44.4 95.4 54.4 63.5 34.4 80.6 39.2
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 10, 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 : 37,961: 3,876 8,041 40 26,992 18,744 30,909 26,825: 7,052 11,136
Old : 37,961: 3,876 8,041 40 26,992 18,744 30,909 26,825: 7,052 11,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 475: -1,312 426 -0 2,105 -669 793 -243: -317 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 21.2 0.1 71.1 49.4 81.4 70.7: 18.6 29.3
Old : 100.0: 10.2 21.2 0.1 71.1 49.4 81.4 70.7: 18.6 29.3
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 : 57: 9 12 2 28 20 39 32:
Old : 57: 9 12 2 28 20 39 32:
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 : 36.8 32.0 53.8 49.0 36.8 31.2 53.2 46.6
Old : 36.8 32.0 53.8 49.0 36.8 31.2 53.2 46.6
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 10, 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 : 400,547: 89,905 144,567 20,034 223,186 200,569 333,125 365,170: 67,422 35,377
Old : 400,547: 89,905 144,567 20,034 223,186 200,569 333,125 365,170: 67,422 35,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 21,249: -18 -2,459 5,670 -1,263 7,990 4,389 11,201: 16,861 10,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 36.1 5.0 55.7 50.1 83.2 91.2: 16.8 8.8
Old : 100.0: 22.4 36.1 5.0 55.7 50.1 83.2 91.2: 16.8 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 : 240: 65 78 34 52 58 138 151:
Old : 240: 65 78 34 52 58 138 151:
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 : 31.5 27.0 42.0 43.7 31.0 26.4 41.2 41.4
Old : 31.5 27.0 42.0 43.7 31.0 26.4 41.2 41.4
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 10, 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 : 109,273: 57,254 9,761 3,420 16,958 71,583 77,632 84,764: 31,641 24,509
Old : 109,273: 57,254 9,761 3,420 16,958 71,583 77,632 84,764: 31,641 24,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -3,461: -5,868 -542 381 5,204 -5,219 -283 -5,381: -3,177 1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 8.9 3.1 15.5 65.5 71.0 77.6: 29.0 22.4
Old : 100.0: 52.4 8.9 3.1 15.5 65.5 71.0 77.6: 29.0 22.4
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 : 59: 30 8 4 10 17 41 28:
Old : 59: 30 8 4 10 17 41 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 : 23.0 48.3 36.3 58.5 20.2 47.2 33.6 57.2
Old : 23.0 48.3 36.3 58.5 20.2 47.2 33.6 57.2
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 10, 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 : 43,424: 7,185 13,946 1,564 17,433 24,094 26,181 39,604: 17,243 3,820
Old : 43,424: 7,185 13,946 1,564 17,433 24,094 26,181 39,604: 17,243 3,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 439: 326 227 -54 -119 805 154 979: 285 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 32.1 3.6 40.1 55.5 60.3 91.2: 39.7 8.8
Old : 100.0: 16.5 32.1 3.6 40.1 55.5 60.3 91.2: 39.7 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 : 58: 6 19 6 16 25 24 48:
Old : 58: 6 19 6 16 25 24 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 28.4 49.5 45.0 35.6 26.6 43.1 39.7
Old : 36.4 28.4 49.5 45.0 35.6 26.6 43.1 39.7
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 10, 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 : 749,616: 81,867 309,390 15,370 638,097 338,935 735,334 663,695: 14,282 85,921
Old : 749,616: 81,867 309,390 15,370 638,097 338,935 735,334 663,695: 14,282 85,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 725: 6,008 2,621 -307 -6,785 -3,704 -1,084 -1,389: 1,809 2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 41.3 2.1 85.1 45.2 98.1 88.5: 1.9 11.5
Old : 100.0: 10.9 41.3 2.1 85.1 45.2 98.1 88.5: 1.9 11.5
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 : 276: 44 115 37 69 83 136 212:
Old : 276: 44 115 37 69 83 136 212:
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 19.1 74.5 28.2 51.6 17.4 69.4 25.4
Old : 55.7 19.1 74.5 28.2 51.6 17.4 69.4 25.4
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 10, 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 : 105,974: 10,285 50,906 1,730 80,686 41,590 92,701 94,226: 13,273 11,748
Old : 105,974: 10,285 50,906 1,730 80,686 41,590 92,701 94,226: 13,273 11,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 12,485: -340 -395 1,001 8,958 8,828 9,619 9,435: 2,866 3,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 48.0 1.6 76.1 39.2 87.5 88.9: 12.5 11.1
Old : 100.0: 9.7 48.0 1.6 76.1 39.2 87.5 88.9: 12.5 11.1
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 : 84: 14 30 11 21 30 45 62:
Old : 84: 14 30 11 21 30 45 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 38.4 65.6 55.0 43.2 33.8 57.0 48.2
Old : 48.7 38.4 65.6 55.0 43.2 33.8 57.0 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 80,398: 22,014 6,030 1,052 25,175 49,296 48,241 56,378: 32,157 24,020
Old : 80,398: 22,014 6,030 1,052 25,175 49,296 48,241 56,378: 32,157 24,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 14,670: -230 2 14 3,016 7,891 2,800 7,907: 11,870 6,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.5 1.3 31.3 61.3 60.0 70.1: 40.0 29.9
Old : 100.0: 27.4 7.5 1.3 31.3 61.3 60.0 70.1: 40.0 29.9
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 : 59: 19 7 6 21 23 41 35:
Old : 59: 19 7 6 21 23 41 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 : 23.7 34.9 34.7 48.3 22.3 31.5 30.4 42.9
Old : 23.7 34.9 34.7 48.3 22.3 31.5 30.4 42.9
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 10, 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 : 17,419: 4,626 10,563 161 10,570 5,016 15,357 15,740: 2,062 1,679
Old : 17,419: 4,626 10,563 161 10,570 5,016 15,357 15,740: 2,062 1,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,121: 1,084 -74 99 -177 949 1,006 974: 115 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 60.6 0.9 60.7 28.8 88.2 90.4: 11.8 9.6
Old : 100.0: 26.6 60.6 0.9 60.7 28.8 88.2 90.4: 11.8 9.6
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 : 24: 9 4 2 7 6 17 11:
Old : 24: 9 4 2 7 6 17 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 : 60.6 73.8 73.1 86.5 52.1 69.7 64.7 79.1
Old : 60.6 73.8 73.1 86.5 52.1 69.7 64.7 79.1
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 10, 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 : 29,124: 4,037 4,327 450 22,891 12,601 27,378 17,378: 1,746 11,746
Old : 29,124: 4,037 4,327 450 22,891 12,601 27,378 17,378: 1,746 11,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -283: 0 486 0 -934 -1,360 -934 -874: 651 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.9 1.5 78.6 43.3 94.0 59.7: 6.0 40.3
Old : 100.0: 13.9 14.9 1.5 78.6 43.3 94.0 59.7: 6.0 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 : 38: 8 5 4 18 17 29 23:
Old : 38: 8 5 4 18 17 29 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 : 54.2 36.2 68.3 48.5 54.2 32.5 65.2 42.1
Old : 54.2 36.2 68.3 48.5 54.2 32.5 65.2 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2008