MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 49,940: 5,727 897 8,343 29,913 29,426 43,982 38,665: 5,958 11,275
Old : 49,940: 5,727 897 8,343 29,913 29,426 43,982 38,665: 5,958 11,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 3,708: -121 -125 639 3,387 2,704 3,904 3,217: -196 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 1.8 16.7 59.9 58.9 88.1 77.4: 11.9 22.6
Old : 100.0: 11.5 1.8 16.7 59.9 58.9 88.1 77.4: 11.9 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 : 60: 18 5 15 30 29 51 46:
Old : 60: 18 5 15 30 29 51 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 : 39.1 31.7 59.0 46.0 33.3 26.0 47.3 34.6
Old : 39.1 31.7 59.0 46.0 33.3 26.0 47.3 34.6
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 17, 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 : 258,201: 47,619 44,234 63,524 118,739 117,820 229,882 225,578: 28,319 32,623
Old : 166,957: 33,165 61,511 29,012 90,104 53,826 152,281 144,349: 14,676 22,607
Other: 91,244: 36,872 5,141 12,093 28,635 63,994 77,601 81,228: 13,644 10,016
: : :
: : Changes in Commitments from: June 10, 2008 :
: -12,497: 3,144 5,917 -9,678 -5,572 -8,217 -12,106 -11,978: -390 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.1 24.6 46.0 45.6 89.0 87.4: 11.0 12.6
Old : 100.0: 19.9 36.8 17.4 54.0 32.2 91.2 86.5: 8.8 13.5
Other: 100.0: 40.4 5.6 13.3 31.4 70.1 85.0 89.0: 15.0 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 87 73 93 35 47 178 171:
Old : 219: 63 91 71 32 45 145 164:
Other: 147: 68 22 38 28 42 109 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 : 23.4 28.0 35.8 36.7 23.2 24.5 34.8 30.1
Old : 29.5 22.8 43.1 32.7 29.4 21.6 42.4 28.9
Other: 25.3 44.2 39.2 53.9 24.6 42.2 37.9 49.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 2,264: 742 519 250 397 966 1,389 1,735: 875 529
Old : 2,204: 742 518 249 391 963 1,382 1,730: 822 474
Other: 60: 0 1 1 6 3 7 5: 53 55
: : :
: : Changes in Commitments from: June 10, 2008 :
: 39: -18 -17 68 -22 8 28 59: 11 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 22.9 11.0 17.5 42.7 61.3 76.6: 38.7 23.4
Old : 100.0: 33.7 23.5 11.3 17.7 43.7 62.7 78.5: 37.3 21.5
Other: 100.0: 0.0 1.7 1.7 10.0 5.0 11.7 8.3: 88.3 91.7
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 14 4 5 3 20 17:
Old : 32: 11 14 4 5 3 20 17:
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 : 28.6 48.9 43.7 62.8 27.4 46.7 39.4 57.5
Old : 29.1 50.1 44.6 64.4 27.9 47.8 40.2 58.9
Other: 11.7 8.3 11.7 8.3 10.0 6.7 10.0 6.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 366,473: 98,784 23,297 75,384 168,603 192,226 342,772 290,907: 23,701 75,565
Old : 366,473: 98,784 23,297 75,384 168,603 192,226 342,772 290,907: 23,701 75,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 13,113: 1,115 -3,381 8,702 5,332 10,418 15,149 15,739: -2,036 -2,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.4 20.6 46.0 52.5 93.5 79.4: 6.5 20.6
Old : 100.0: 27.0 6.4 20.6 46.0 52.5 93.5 79.4: 6.5 20.6
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 : 395: 126 72 100 100 171 279 305:
Old : 395: 126 72 100 100 171 279 305:
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 : 22.0 14.8 32.9 22.1 20.4 14.3 31.1 20.3
Old : 22.0 14.8 32.9 22.1 20.4 14.3 31.1 20.3
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 17, 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 : 14,593: 4,539 5,073 1,921 5,724 5,304 12,184 12,298: 2,409 2,296
Old : 14,593: 4,539 5,073 1,921 5,724 5,304 12,184 12,298: 2,409 2,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -584: -317 -48 -523 21 -197 -819 -767: 235 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 34.8 13.2 39.2 36.3 83.5 84.3: 16.5 15.7
Old : 100.0: 31.1 34.8 13.2 39.2 36.3 83.5 84.3: 16.5 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 : 106: 34 31 19 21 30 61 77:
Old : 106: 34 31 19 21 30 61 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 : 26.7 26.1 46.8 39.3 25.9 26.1 43.9 38.9
Old : 26.7 26.1 46.8 39.3 25.9 26.1 43.9 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 35,292: 8,933 5,155 9,481 12,193 6,948 30,608 21,584: 4,684 13,708
Old : 35,292: 8,933 5,155 9,481 12,193 6,948 30,608 21,584: 4,684 13,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,048: -741 867 441 1,126 -556 826 752: 222 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.6 26.9 34.6 19.7 86.7 61.2: 13.3 38.8
Old : 100.0: 25.3 14.6 26.9 34.6 19.7 86.7 61.2: 13.3 38.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 37 32 36 42 45 104 94:
Old : 140: 37 32 36 42 45 104 94:
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 17.1 35.2 25.9 17.5 8.8 25.5 13.5
Old : 25.8 17.1 35.2 25.9 17.5 8.8 25.5 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 141,695: 39,925 37,170 5,365 52,447 57,563 97,737 100,098: 43,958 41,597
Old : 141,695: 39,925 37,170 5,365 52,447 57,563 97,737 100,098: 43,958 41,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 6,998: -6,946 11,653 -2,249 18,264 -11,267 9,070 -1,863: -2,072 8,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 26.2 3.8 37.0 40.6 69.0 70.6: 31.0 29.4
Old : 100.0: 28.2 26.2 3.8 37.0 40.6 69.0 70.6: 31.0 29.4
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 : 79: 23 20 8 27 23 53 49:
Old : 79: 23 20 8 27 23 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 24.6 35.0 37.8 20.3 19.5 28.5 30.3
Old : 23.2 24.6 35.0 37.8 20.3 19.5 28.5 30.3
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 17, 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 : 49,890: 10,500 19,822 2,841 17,595 13,816 30,937 36,479: 18,954 13,412
Old : 49,890: 10,500 19,822 2,841 17,595 13,816 30,937 36,479: 18,954 13,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -24,328: -5,673 -283 -1,497 -16,339 -19,514 -23,509 -21,293: -819 -3,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 39.7 5.7 35.3 27.7 62.0 73.1: 38.0 26.9
Old : 100.0: 21.0 39.7 5.7 35.3 27.7 62.0 73.1: 38.0 26.9
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 : 34: 12 11 3 7 8 20 21:
Old : 34: 12 11 3 7 8 20 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 : 33.4 33.3 48.1 52.0 29.9 32.3 39.7 45.4
Old : 33.4 33.3 48.1 52.0 29.9 32.3 39.7 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 111,911: 99,948 4,101 255 4,489 89,578 104,692 93,934: 7,219 17,977
Old : 111,911: 99,948 4,101 255 4,489 89,578 104,692 93,934: 7,219 17,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -36,657: 8,964 -2,721 -1,181 -39,278 -41,791 -31,495 -45,693: -5,162 9,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 3.7 0.2 4.0 80.0 93.5 83.9: 6.5 16.1
Old : 100.0: 89.3 3.7 0.2 4.0 80.0 93.5 83.9: 6.5 16.1
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 : 93: 65 10 1 7 14 72 25:
Old : 93: 65 10 1 7 14 72 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 : 43.1 71.6 58.2 79.3 43.1 71.6 58.2 78.4
Old : 43.1 71.6 58.2 79.3 43.1 71.6 58.2 78.4
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 17, 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 : 98,438: 20,373 50,053 7,084 50,349 11,805 77,806 68,943: 20,631 29,495
Old : 98,438: 20,373 50,053 7,084 50,349 11,805 77,806 68,943: 20,631 29,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -87,849: -7,679 2,145 -986 -81,506 -92,766 -90,170 -91,607: 2,321 3,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 50.8 7.2 51.1 12.0 79.0 70.0: 21.0 30.0
Old : 100.0: 20.7 50.8 7.2 51.1 12.0 79.0 70.0: 21.0 30.0
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 : 65: 16 30 9 12 12 30 49:
Old : 65: 16 30 9 12 12 30 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 20.1 59.7 32.1 41.4 20.1 57.0 31.4
Old : 41.4 20.1 59.7 32.1 41.4 20.1 57.0 31.4
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 17, 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 : 200,237: 36,527 32,738 14,705 121,692 120,655 172,924 168,099: 27,312 32,138
Old : 200,237: 36,527 32,738 14,705 121,692 120,655 172,924 168,099: 27,312 32,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -40,278: -4,619 -2,336 1,369 -36,644 -36,085 -39,894 -37,052: -384 -3,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 16.3 7.3 60.8 60.3 86.4 84.0: 13.6 16.0
Old : 100.0: 18.2 16.3 7.3 60.8 60.3 86.4 84.0: 13.6 16.0
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 : 81: 24 22 9 26 19 53 47:
Old : 81: 24 22 9 26 19 53 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 : 48.4 45.8 61.1 57.4 31.4 29.8 38.8 38.0
Old : 48.4 45.8 61.1 57.4 31.4 29.8 38.8 38.0
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 17, 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 : 167,104: 49,880 57,927 24,475 39,948 36,242 114,303 118,644: 52,801 48,460
Old : 167,104: 49,880 57,927 24,475 39,948 36,242 114,303 118,644: 52,801 48,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -117,710: -8,331 -7,382 -3,747 -116,671 -107,055 -128,750 -118,184: 11,040 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 34.7 14.6 23.9 21.7 68.4 71.0: 31.6 29.0
Old : 100.0: 29.8 34.7 14.6 23.9 21.7 68.4 71.0: 31.6 29.0
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 : 129: 48 42 36 27 31 93 91:
Old : 129: 48 42 36 27 31 93 91:
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 : 21.5 18.3 31.8 30.1 21.3 17.4 26.4 23.3
Old : 21.5 18.3 31.8 30.1 21.3 17.4 26.4 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 25,095: 10,806 9,240 0 8,943 14,099 19,749 23,339: 5,346 1,756
Old : 25,095: 10,806 9,240 0 8,943 14,099 19,749 23,339: 5,346 1,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -11,781: -871 763 -81 -13,102 -7,553 -14,054 -6,871: 2,273 -4,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 36.8 0.0 35.6 56.2 78.7 93.0: 21.3 7.0
Old : 100.0: 43.1 36.8 0.0 35.6 56.2 78.7 93.0: 21.3 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 : 32: 10 7 0 9 10 19 17:
Old : 32: 10 7 0 9 10 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 77.3 68.8 87.2 53.1 77.1 68.7 87.0
Old : 53.2 77.3 68.8 87.2 53.1 77.1 68.7 87.0
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 17, 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 :14,233,322: 682,982 509,911 4,822,791 7,630,934 7,857,528 13,136,708 13,190,230: 1,096,615 1,043,093
Old :14,233,322: 682,982 509,911 4,822,791 7,630,934 7,857,528 13,136,708 13,190,230: 1,096,615 1,043,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
:-2,526,937: -47,004 115,301 -1,262,806 -1,117,081 -1,306,440 -2,426,891 -2,453,944: -100,046 -72,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.6 33.9 53.6 55.2 92.3 92.7: 7.7 7.3
Old : 100.0: 4.8 3.6 33.9 53.6 55.2 92.3 92.7: 7.7 7.3
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 : 259: 79 42 98 126 119 244 225:
Old : 259: 79 42 98 126 119 244 225:
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 : 20.5 20.2 31.1 33.1 15.3 12.3 19.8 18.2
Old : 20.5 20.2 31.1 33.1 15.3 12.3 19.8 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 789,934: 61,518 100,015 93,925 475,733 443,543 631,177 637,483: 158,757 152,451
Old : 789,934: 61,518 100,015 93,925 475,733 443,543 631,177 637,483: 158,757 152,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 82,932: -2,181 -3,584 842 58,787 55,650 57,448 52,909: 25,484 30,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.7 11.9 60.2 56.1 79.9 80.7: 20.1 19.3
Old : 100.0: 7.8 12.7 11.9 60.2 56.1 79.9 80.7: 20.1 19.3
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 : 214: 51 49 67 97 79 182 162:
Old : 214: 51 49 67 97 79 182 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 20.1 24.5 31.2 16.0 16.0 22.5 26.2
Old : 17.1 20.1 24.5 31.2 16.0 16.0 22.5 26.2
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 17, 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 : 3,095,170: 468,894 640,687 279,066 1,819,292 1,760,673 2,567,252 2,680,426: 527,918 414,744
Old : 3,095,170: 468,894 640,687 279,066 1,819,292 1,760,673 2,567,252 2,680,426: 527,918 414,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 441,667: -1,011 -21,553 68,902 155,558 213,208 223,449 260,557: 218,218 181,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 20.7 9.0 58.8 56.9 82.9 86.6: 17.1 13.4
Old : 100.0: 15.1 20.7 9.0 58.8 56.9 82.9 86.6: 17.1 13.4
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 : 381: 87 130 103 123 121 261 303:
Old : 381: 87 130 103 123 121 261 303:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 17.3 29.8 26.5 15.5 10.5 23.2 18.1
Old : 21.1 17.3 29.8 26.5 15.5 10.5 23.2 18.1
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 17, 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 : 120,075: 15,140 34,932 1,735 89,437 77,797 106,312 114,464: 13,763 5,611
Old : 120,075: 15,140 34,932 1,735 89,437 77,797 106,312 114,464: 13,763 5,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 19,534: 1,272 -6,993 1,411 15,704 24,533 18,387 18,951: 1,147 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 29.1 1.4 74.5 64.8 88.5 95.3: 11.5 4.7
Old : 100.0: 12.6 29.1 1.4 74.5 64.8 88.5 95.3: 11.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 16 18 8 42 35 62 57:
Old : 92: 16 18 8 42 35 62 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 32.8 47.1 53.7 24.3 29.1 39.5 46.9
Old : 29.7 32.8 47.1 53.7 24.3 29.1 39.5 46.9
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 17, 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 : 13,383: 977 2,882 1,181 11,225 4,394 13,383 8,458: 0 4,925
Old : 13,383: 977 2,882 1,181 11,225 4,394 13,383 8,458: 0 4,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 2,024: 262 -776 531 1,231 2,219 2,024 1,974: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 21.5 8.8 83.9 32.8 100.0 63.2: 0.0 36.8
Old : 100.0: 7.3 21.5 8.8 83.9 32.8 100.0 63.2: 0.0 36.8
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 : 22: 7 4 2 7 7 15 12:
Old : 22: 7 4 2 7 7 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 53.3 94.2 60.4 60.0 40.3 78.7 44.8
Old : 68.9 53.3 94.2 60.4 60.0 40.3 78.7 44.8
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 17, 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 : 52,729: 4,798 7,555 274 34,300 28,565 39,372 36,394: 13,357 16,336
Old : 52,729: 4,798 7,555 274 34,300 28,565 39,372 36,394: 13,357 16,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 14,769: 922 -486 234 7,308 9,821 8,464 9,569: 6,305 5,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.3 0.5 65.0 54.2 74.7 69.0: 25.3 31.0
Old : 100.0: 9.1 14.3 0.5 65.0 54.2 74.7 69.0: 25.3 31.0
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 : 57: 10 11 4 29 25 42 37:
Old : 57: 10 11 4 29 25 42 37:
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 23.8 52.0 40.2 27.2 21.7 36.8 33.5
Old : 34.7 23.8 52.0 40.2 27.2 21.7 36.8 33.5
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 17, 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 : 483,256: 100,954 157,413 23,233 280,572 255,451 404,758 436,096: 78,498 47,160
Old : 483,256: 100,954 157,413 23,233 280,572 255,451 404,758 436,096: 78,498 47,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 82,710: 11,049 12,846 3,199 57,385 54,882 71,634 70,926: 11,076 11,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 32.6 4.8 58.1 52.9 83.8 90.2: 16.2 9.8
Old : 100.0: 20.9 32.6 4.8 58.1 52.9 83.8 90.2: 16.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 64 78 39 60 70 146 167:
Old : 242: 64 78 39 60 70 146 167:
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 : 27.5 23.5 39.5 38.6 27.0 21.5 36.2 35.1
Old : 27.5 23.5 39.5 38.6 27.0 21.5 36.2 35.1
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 17, 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 : 76,310: 43,344 6,401 2,203 3,099 41,303 48,646 49,907: 27,664 26,403
Old : 76,310: 43,344 6,401 2,203 3,099 41,303 48,646 49,907: 27,664 26,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -32,963: -13,909 -3,360 -1,217 -13,859 -30,280 -28,986 -34,857: -3,978 1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 8.4 2.9 4.1 54.1 63.7 65.4: 36.3 34.6
Old : 100.0: 56.8 8.4 2.9 4.1 54.1 63.7 65.4: 36.3 34.6
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 : 44: 24 5 3 9 14 34 21:
Old : 44: 24 5 3 9 14 34 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 : 24.1 39.1 38.6 53.4 24.1 39.0 38.4 52.1
Old : 24.1 39.1 38.6 53.4 24.1 39.0 38.4 52.1
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 17, 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 : 54,219: 8,029 13,178 3,145 25,068 31,844 36,242 48,166: 17,977 6,053
Old : 54,219: 8,029 13,178 3,145 25,068 31,844 36,242 48,166: 17,977 6,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 10,795: 845 -769 1,581 7,635 7,750 10,061 8,562: 734 2,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 24.3 5.8 46.2 58.7 66.8 88.8: 33.2 11.2
Old : 100.0: 14.8 24.3 5.8 46.2 58.7 66.8 88.8: 33.2 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 : 59: 7 19 8 19 26 29 50:
Old : 59: 7 19 8 19 26 29 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 : 38.2 33.4 53.1 49.9 27.9 19.9 33.5 30.2
Old : 38.2 33.4 53.1 49.9 27.9 19.9 33.5 30.2
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 17, 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 : 795,328: 77,991 302,568 39,446 647,410 353,512 764,847 695,526: 30,481 99,803
Old : 795,328: 77,991 302,568 39,446 647,410 353,512 764,847 695,526: 30,481 99,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 45,712: -3,875 -6,822 24,076 9,313 14,577 29,513 31,831: 16,199 13,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 38.0 5.0 81.4 44.4 96.2 87.5: 3.8 12.5
Old : 100.0: 9.8 38.0 5.0 81.4 44.4 96.2 87.5: 3.8 12.5
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 : 269: 37 113 47 74 89 142 219:
Old : 269: 37 113 47 74 89 142 219:
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 : 52.9 19.3 71.9 28.3 48.0 16.7 64.5 24.4
Old : 52.9 19.3 71.9 28.3 48.0 16.7 64.5 24.4
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 17, 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 : 63,645: 11,959 32,500 7 43,181 23,242 55,147 55,749: 8,498 7,896
Old : 63,645: 11,959 32,500 7 43,181 23,242 55,147 55,749: 8,498 7,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -42,329: 1,674 -18,406 -1,722 -37,506 -18,348 -37,554 -38,477: -4,775 -3,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 51.1 0.0 67.8 36.5 86.6 87.6: 13.4 12.4
Old : 100.0: 18.8 51.1 0.0 67.8 36.5 86.6 87.6: 13.4 12.4
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 : 58: 18 18 3 13 13 33 32:
Old : 58: 18 18 3 13 13 33 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 : 55.6 56.9 70.5 70.7 55.6 56.9 70.5 70.1
Old : 55.6 56.9 70.5 70.7 55.6 56.9 70.5 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 31,296: 8,283 4,639 392 10,643 18,254 19,318 23,285: 11,978 8,011
Old : 31,296: 8,283 4,639 392 10,643 18,254 19,318 23,285: 11,978 8,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -49,102: -13,731 -1,391 -660 -14,532 -31,042 -28,923 -33,093: -20,179 -16,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 14.8 1.3 34.0 58.3 61.7 74.4: 38.3 25.6
Old : 100.0: 26.5 14.8 1.3 34.0 58.3 61.7 74.4: 38.3 25.6
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 : 41: 8 8 2 14 14 23 23:
Old : 41: 8 8 2 14 14 23 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 : 31.3 43.6 43.5 54.9 31.1 43.6 41.9 54.7
Old : 31.3 43.6 43.5 54.9 31.1 43.6 41.9 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 19,147: 4,525 11,187 108 12,219 6,230 16,852 17,525: 2,295 1,622
Old : 19,147: 4,525 11,187 108 12,219 6,230 16,852 17,525: 2,295 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,728: -101 624 -53 1,649 1,214 1,495 1,785: 233 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 58.4 0.6 63.8 32.5 88.0 91.5: 12.0 8.5
Old : 100.0: 23.6 58.4 0.6 63.8 32.5 88.0 91.5: 12.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 5 2 9 6 17 13:
Old : 25: 8 5 2 9 6 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 70.1 71.3 86.5 50.3 68.5 63.7 79.5
Old : 57.3 70.1 71.3 86.5 50.3 68.5 63.7 79.5
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 17, 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 : 10,891: 1,772 966 14 8,004 7,393 9,790 8,373: 1,101 2,518
Old : 10,891: 1,772 966 14 8,004 7,393 9,790 8,373: 1,101 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -18,233: -2,265 -3,361 -436 -14,887 -5,208 -17,588 -9,005: -645 -9,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 8.9 0.1 73.5 67.9 89.9 76.9: 10.1 23.1
Old : 100.0: 16.3 8.9 0.1 73.5 67.9 89.9 76.9: 10.1 23.1
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 : 25: 6 2 2 12 7 19 10:
Old : 25: 6 2 2 12 7 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 63.2 67.4 75.8 47.2 60.5 67.4 71.4
Old : 47.2 63.2 67.4 75.8 47.2 60.5 67.4 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2008