BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,120: 0 0 0 3,215 3,961 3,215 3,961: 905 159
Old : 4,120: 0 0 0 3,215 3,961 3,215 3,961: 905 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 78.0 96.1 78.0 96.1: 22.0 3.9
Old : 100.0: 0.0 0.0 0.0 78.0 96.1 78.0 96.1: 22.0 3.9
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: 0 0 0 14 10 14 10:
Old : 20: 0 0 0 14 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 72.8 64.7 95.8 45.5 70.5 64.3 93.1
Old : 45.5 72.8 64.7 95.8 45.5 70.5 64.3 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 52,271: 5,077 1,359 8,927 32,582 30,724 46,586 41,010: 5,685 11,261
Old : 52,271: 5,077 1,359 8,927 32,582 30,724 46,586 41,010: 5,685 11,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 2,331: -649 462 584 2,669 1,299 2,604 2,345: -273 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.6 17.1 62.3 58.8 89.1 78.5: 10.9 21.5
Old : 100.0: 9.7 2.6 17.1 62.3 58.8 89.1 78.5: 10.9 21.5
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 : 62: 12 12 17 31 30 52 50:
Old : 62: 12 12 17 31 30 52 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 : 39.9 31.8 60.2 45.5 35.2 25.3 48.8 34.1
Old : 39.9 31.8 60.2 45.5 35.2 25.3 48.8 34.1
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 24, 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 : 266,061: 48,033 41,754 65,720 123,335 124,448 237,088 231,922: 28,973 34,138
Old : 168,658: 32,765 61,688 28,070 92,228 56,712 153,064 146,470: 15,594 22,188
Other: 97,402: 40,604 5,402 12,313 31,106 67,736 84,024 85,452: 13,378 11,950
: : :
: : Changes in Commitments from: June 17, 2008 :
: 7,859: 414 -2,479 2,197 4,596 6,627 7,206 6,345: 654 1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.7 24.7 46.4 46.8 89.1 87.2: 10.9 12.8
Old : 100.0: 19.4 36.6 16.6 54.7 33.6 90.8 86.8: 9.2 13.2
Other: 100.0: 41.7 5.5 12.6 31.9 69.5 86.3 87.7: 13.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 80 78 96 39 53 182 177:
Old : 220: 56 98 72 36 49 148 167:
Other: 160: 76 23 39 31 48 117 100:
:----------------------------------------------------------------------------------------------------
: 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 27.7 36.0 35.5 22.5 24.1 33.8 29.6
Old : 29.9 23.8 43.3 33.5 29.6 22.8 41.6 30.6
Other: 26.0 40.0 40.3 49.4 25.4 37.9 39.3 45.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 2,269: 816 576 78 357 929 1,251 1,583: 1,018 686
Old : 2,199: 816 575 78 351 926 1,245 1,579: 954 620
Other: 70: 0 1 0 6 3 6 4: 64 66
: : :
: : Changes in Commitments from: June 17, 2008 :
: 5: 74 57 -172 -40 -37 -138 -152: 143 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 25.4 3.4 15.7 40.9 55.1 69.8: 44.9 30.2
Old : 100.0: 37.1 26.1 3.5 16.0 42.1 56.6 71.8: 43.4 28.2
Other: 100.0: 0.0 1.4 0.0 8.6 4.3 8.6 5.7: 91.4 94.3
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 11 2 5 3 18 14:
Old : 29: 11 11 2 5 3 18 14:
Other: 4: 0 1 0 1 2 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 46.3 41.6 60.8 28.7 46.1 40.5 58.3
Old : 29.3 47.6 42.7 62.6 29.3 47.5 41.6 60.1
Other: 8.6 5.7 8.6 5.7 8.6 5.7 8.6 5.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 375,865: 97,877 20,556 81,413 170,124 198,192 349,413 300,160: 26,451 75,705
Old : 375,865: 97,877 20,556 81,413 170,124 198,192 349,413 300,160: 26,451 75,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 9,392: -907 -2,741 6,028 1,521 5,966 6,642 9,253: 2,750 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.5 21.7 45.3 52.7 93.0 79.9: 7.0 20.1
Old : 100.0: 26.0 5.5 21.7 45.3 52.7 93.0 79.9: 7.0 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 138 60 103 94 172 279 303:
Old : 395: 138 60 103 94 172 279 303:
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 : 21.6 14.9 33.0 22.7 19.3 14.5 29.9 20.6
Old : 21.6 14.9 33.0 22.7 19.3 14.5 29.9 20.6
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 24, 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 : 14,587: 4,489 4,844 2,048 5,686 5,354 12,224 12,246: 2,363 2,341
Old : 14,587: 4,489 4,844 2,048 5,686 5,354 12,224 12,246: 2,363 2,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -6: -50 -229 127 -38 51 39 -51: -46 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 33.2 14.0 39.0 36.7 83.8 84.0: 16.2 16.0
Old : 100.0: 30.8 33.2 14.0 39.0 36.7 83.8 84.0: 16.2 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 : 100: 31 29 16 23 33 59 74:
Old : 100: 31 29 16 23 33 59 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 24.8 46.9 39.0 25.7 24.8 43.5 38.0
Old : 26.4 24.8 46.9 39.0 25.7 24.8 43.5 38.0
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 24, 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 : 34,833: 8,735 5,043 9,733 11,513 6,654 29,980 21,429: 4,853 13,404
Old : 34,833: 8,735 5,043 9,733 11,513 6,654 29,980 21,429: 4,853 13,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -458: -198 -112 251 -681 -294 -628 -155: 169 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 14.5 27.9 33.1 19.1 86.1 61.5: 13.9 38.5
Old : 100.0: 25.1 14.5 27.9 33.1 19.1 86.1 61.5: 13.9 38.5
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 : 135: 34 35 35 41 43 101 91:
Old : 135: 34 35 35 41 43 101 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 : 25.8 18.9 36.4 27.6 17.3 9.2 25.6 14.0
Old : 25.8 18.9 36.4 27.6 17.3 9.2 25.6 14.0
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 24, 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 : 96,384: 31,468 31,686 5,771 25,901 28,455 63,140 65,912: 33,244 30,472
Old : 96,384: 31,468 31,686 5,771 25,901 28,455 63,140 65,912: 33,244 30,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -45,311: -8,457 -5,483 406 -26,546 -29,108 -34,597 -34,186: -10,714 -11,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 32.9 6.0 26.9 29.5 65.5 68.4: 34.5 31.6
Old : 100.0: 32.6 32.9 6.0 26.9 29.5 65.5 68.4: 34.5 31.6
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 : 71: 23 18 8 24 14 51 37:
Old : 71: 23 18 8 24 14 51 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 : 20.5 28.7 28.8 42.3 17.6 25.7 25.2 38.4
Old : 20.5 28.7 28.8 42.3 17.6 25.7 25.2 38.4
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 24, 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 : 52,159: 13,749 16,560 3,362 16,087 20,030 33,198 39,952: 18,961 12,207
Old : 52,159: 13,749 16,560 3,362 16,087 20,030 33,198 39,952: 18,961 12,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 2,269: 3,249 -3,262 521 -1,508 6,215 2,261 3,473: 8 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 31.7 6.4 30.8 38.4 63.6 76.6: 36.4 23.4
Old : 100.0: 26.4 31.7 6.4 30.8 38.4 63.6 76.6: 36.4 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 12 3 7 9 21 23:
Old : 37: 13 12 3 7 9 21 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 : 27.6 36.5 45.0 54.2 22.2 36.5 34.6 47.3
Old : 27.6 36.5 45.0 54.2 22.2 36.5 34.6 47.3
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 24, 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 : 116,518: 101,766 3,596 245 6,722 99,040 108,733 102,881: 7,785 13,637
Old : 116,518: 101,766 3,596 245 6,722 99,040 108,733 102,881: 7,785 13,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 4,607: 1,818 -505 -10 2,233 9,462 4,041 8,947: 566 -4,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 3.1 0.2 5.8 85.0 93.3 88.3: 6.7 11.7
Old : 100.0: 87.3 3.1 0.2 5.8 85.0 93.3 88.3: 6.7 11.7
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 : 98: 69 9 1 11 13 80 23:
Old : 98: 69 9 1 11 13 80 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 : 41.6 72.0 53.4 82.9 41.6 72.0 53.4 82.0
Old : 41.6 72.0 53.4 82.9 41.6 72.0 53.4 82.0
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 24, 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 : 86,302: 24,485 35,913 7,453 39,644 17,521 71,581 60,887: 14,721 25,414
Old : 86,302: 24,485 35,913 7,453 39,644 17,521 71,581 60,887: 14,721 25,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -12,136: 4,111 -14,140 368 -10,705 5,716 -6,225 -8,056: -5,911 -4,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 41.6 8.6 45.9 20.3 82.9 70.6: 17.1 29.4
Old : 100.0: 28.4 41.6 8.6 45.9 20.3 82.9 70.6: 17.1 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 : 72: 16 30 8 14 19 35 52:
Old : 72: 16 30 8 14 19 35 52:
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 : 34.3 20.6 52.8 34.7 34.2 18.3 52.3 29.1
Old : 34.3 20.6 52.8 34.7 34.2 18.3 52.3 29.1
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 24, 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 : 203,341: 32,064 46,987 13,700 131,053 114,122 176,818 174,809: 26,523 28,532
Old : 203,341: 32,064 46,987 13,700 131,053 114,122 176,818 174,809: 26,523 28,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 3,104: -4,462 14,248 -1,005 9,361 -6,534 3,894 6,710: -790 -3,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 23.1 6.7 64.5 56.1 87.0 86.0: 13.0 14.0
Old : 100.0: 15.8 23.1 6.7 64.5 56.1 87.0 86.0: 13.0 14.0
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 : 85: 27 23 10 25 20 55 50:
Old : 85: 27 23 10 25 20 55 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 : 47.0 42.9 60.0 55.5 30.5 27.6 37.7 37.3
Old : 47.0 42.9 60.0 55.5 30.5 27.6 37.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 182,408: 57,620 54,675 25,858 46,604 57,240 130,083 137,773: 52,325 44,634
Old : 182,408: 57,620 54,675 25,858 46,604 57,240 130,083 137,773: 52,325 44,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 15,303: 7,740 -3,252 1,384 6,656 20,997 15,780 19,129: -476 -3,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 30.0 14.2 25.5 31.4 71.3 75.5: 28.7 24.5
Old : 100.0: 31.6 30.0 14.2 25.5 31.4 71.3 75.5: 28.7 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 51 44 36 30 37 103 96:
Old : 143: 51 44 36 30 37 103 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 22.2 29.6 34.1 19.1 21.9 25.4 30.4
Old : 20.1 22.2 29.6 34.1 19.1 21.9 25.4 30.4
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 24, 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 : 25,319: 11,543 8,893 0 11,244 14,484 22,787 23,377: 2,532 1,942
Old : 25,319: 11,543 8,893 0 11,244 14,484 22,787 23,377: 2,532 1,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 224: 737 -347 0 2,301 385 3,038 38: -2,814 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 35.1 0.0 44.4 57.2 90.0 92.3: 10.0 7.7
Old : 100.0: 45.6 35.1 0.0 44.4 57.2 90.0 92.3: 10.0 7.7
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 : 34: 12 7 0 10 9 22 16:
Old : 34: 12 7 0 10 9 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 81.7 76.5 88.4 56.4 81.4 76.4 88.1
Old : 56.4 81.7 76.5 88.4 56.4 81.4 76.4 88.1
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 24, 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 :14,625,696: 703,846 596,286 4,841,378 7,966,847 8,165,685 13,512,071 13,603,350: 1,113,626 1,022,346
Old :14,625,696: 703,846 596,286 4,841,378 7,966,847 8,165,685 13,512,071 13,603,350: 1,113,626 1,022,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 392,374: 20,863 86,375 18,587 335,913 308,158 375,363 413,121: 17,011 -20,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.1 33.1 54.5 55.8 92.4 93.0: 7.6 7.0
Old : 100.0: 4.8 4.1 33.1 54.5 55.8 92.4 93.0: 7.6 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 : 260: 78 41 95 130 124 246 227:
Old : 260: 78 41 95 130 124 246 227:
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 : 21.2 20.8 31.8 33.6 16.3 13.1 20.9 18.7
Old : 21.2 20.8 31.8 33.6 16.3 13.1 20.9 18.7
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 24, 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 : 623,335: 72,064 62,616 69,179 362,989 376,201 504,232 507,996: 119,103 115,339
Old : 623,335: 72,064 62,616 69,179 362,989 376,201 504,232 507,996: 119,103 115,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -166,599: 10,546 -37,399 -24,746 -112,745 -67,342 -126,945 -129,487: -39,654 -37,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.0 11.1 58.2 60.4 80.9 81.5: 19.1 18.5
Old : 100.0: 11.6 10.0 11.1 58.2 60.4 80.9 81.5: 19.1 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 57 34 51 77 65 152 133:
Old : 197: 57 34 51 77 65 152 133:
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 : 19.9 23.8 28.0 34.9 19.4 23.5 27.2 34.3
Old : 19.9 23.8 28.0 34.9 19.4 23.5 27.2 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 2,103,431: 288,096 526,759 145,773 1,310,858 1,190,086 1,744,727 1,862,619: 358,704 240,812
Old : 2,103,431: 288,096 526,759 145,773 1,310,858 1,190,086 1,744,727 1,862,619: 358,704 240,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -991,739: -180,798 -113,928 -133,292 -508,434 -570,587 -822,524 -817,807: -169,214 -173,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 25.0 6.9 62.3 56.6 82.9 88.6: 17.1 11.4
Old : 100.0: 13.7 25.0 6.9 62.3 56.6 82.9 88.6: 17.1 11.4
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 : 341: 86 106 75 96 100 215 248:
Old : 341: 86 106 75 96 100 215 248:
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 : 19.7 17.3 30.4 27.5 14.2 13.4 23.9 23.3
Old : 19.7 17.3 30.4 27.5 14.2 13.4 23.9 23.3
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 24, 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 : 92,105: 15,562 25,817 284 66,710 63,181 82,556 89,282: 9,549 2,823
Old : 92,105: 15,562 25,817 284 66,710 63,181 82,556 89,282: 9,549 2,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -27,970: 422 -9,115 -1,451 -22,726 -14,616 -23,755 -25,182: -4,215 -2,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 28.0 0.3 72.4 68.6 89.6 96.9: 10.4 3.1
Old : 100.0: 16.9 28.0 0.3 72.4 68.6 89.6 96.9: 10.4 3.1
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: 15 14 2 36 32 52 47:
Old : 84: 15 14 2 36 32 52 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 : 32.2 39.7 52.5 57.9 30.2 38.3 50.1 56.4
Old : 32.2 39.7 52.5 57.9 30.2 38.3 50.1 56.4
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 24, 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 : 15,122: 892 7,859 1,392 12,838 5,856 15,122 15,107: 0 15
Old : 15,122: 892 7,859 1,392 12,838 5,856 15,122 15,107: 0 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,739: -85 4,976 210 1,613 1,462 1,739 6,649: 0 -4,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 52.0 9.2 84.9 38.7 100.0 99.9: 0.0 0.1
Old : 100.0: 5.9 52.0 9.2 84.9 38.7 100.0 99.9: 0.0 0.1
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 : 23: 6 4 2 8 11 15 16:
Old : 23: 6 4 2 8 11 15 16:
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 : 66.7 82.5 93.7 92.7 57.8 74.2 76.6 78.3
Old : 66.7 82.5 93.7 92.7 57.8 74.2 76.6 78.3
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 24, 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 : 25,705: 5,182 6,527 10 14,085 13,233 19,277 19,771: 6,428 5,935
Old : 25,705: 5,182 6,527 10 14,085 13,233 19,277 19,771: 6,428 5,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -27,024: 384 -1,028 -264 -20,216 -15,332 -20,095 -16,623: -6,929 -10,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 25.4 0.0 54.8 51.5 75.0 76.9: 25.0 23.1
Old : 100.0: 20.2 25.4 0.0 54.8 51.5 75.0 76.9: 25.0 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 : 50: 12 9 1 21 17 34 26:
Old : 50: 12 9 1 21 17 34 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 36.7 49.3 55.2 35.5 35.8 46.5 52.1
Old : 35.7 36.7 49.3 55.2 35.5 35.8 46.5 52.1
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 24, 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 : 277,081: 97,641 105,420 10,253 134,585 133,475 242,479 249,148: 34,602 27,932
Old : 277,081: 97,641 105,420 10,253 134,585 133,475 242,479 249,148: 34,602 27,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -206,176: -3,313 -51,992 -12,980 -145,987 -121,976 -162,279 -186,948: -43,896 -19,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 38.0 3.7 48.6 48.2 87.5 89.9: 12.5 10.1
Old : 100.0: 35.2 38.0 3.7 48.6 48.2 87.5 89.9: 12.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 61 71 24 53 51 127 133:
Old : 221: 61 71 24 53 51 127 133:
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 : 22.8 24.0 34.9 38.2 22.3 19.5 32.7 33.2
Old : 22.8 24.0 34.9 38.2 22.3 19.5 32.7 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 93,021: 58,477 9,459 1,719 3,861 65,342 64,058 76,520: 28,963 16,501
Old : 93,021: 58,477 9,459 1,719 3,861 65,342 64,058 76,520: 28,963 16,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 16,711: 15,133 3,058 -484 762 24,038 15,411 26,613: 1,299 -9,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 10.2 1.8 4.2 70.2 68.9 82.3: 31.1 17.7
Old : 100.0: 62.9 10.2 1.8 4.2 70.2 68.9 82.3: 31.1 17.7
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 : 51: 28 8 2 10 14 39 23:
Old : 51: 28 8 2 10 14 39 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 : 29.0 53.0 43.0 67.7 29.0 52.3 42.8 66.2
Old : 29.0 53.0 43.0 67.7 29.0 52.3 42.8 66.2
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 24, 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 : 28,940: 406 11,757 0 22,109 13,828 22,515 25,585: 6,425 3,355
Old : 28,940: 406 11,757 0 22,109 13,828 22,515 25,585: 6,425 3,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -25,279: -7,623 -1,421 -3,145 -2,959 -18,016 -13,727 -22,581: -11,552 -2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 40.6 0.0 76.4 47.8 77.8 88.4: 22.2 11.6
Old : 100.0: 1.4 40.6 0.0 76.4 47.8 77.8 88.4: 22.2 11.6
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: 1 11 0 16 18 17 29:
Old : 41: 1 11 0 16 18 17 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 33.2 70.4 51.7 52.3 32.7 63.9 49.0
Old : 58.8 33.2 70.4 51.7 52.3 32.7 63.9 49.0
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 24, 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 : 601,745: 65,939 249,871 4,868 513,119 308,486 583,926 563,226: 17,820 38,520
Old : 601,745: 65,939 249,871 4,868 513,119 308,486 583,926 563,226: 17,820 38,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -193,583: -12,053 -52,697 -34,578 -134,291 -45,025 -180,922 -132,300: -12,661 -61,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 41.5 0.8 85.3 51.3 97.0 93.6: 3.0 6.4
Old : 100.0: 11.0 41.5 0.8 85.3 51.3 97.0 93.6: 3.0 6.4
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 : 252: 31 107 26 68 74 116 190:
Old : 252: 31 107 26 68 74 116 190:
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 : 55.5 21.1 76.6 31.4 52.0 20.4 72.6 29.5
Old : 55.5 21.1 76.6 31.4 52.0 20.4 72.6 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 67,088: 12,201 31,620 7 47,328 31,771 59,536 63,398: 7,552 3,690
Old : 67,088: 12,201 31,620 7 47,328 31,771 59,536 63,398: 7,552 3,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 3,443: 242 -880 -0 4,147 8,529 4,389 7,649: -946 -4,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 47.1 0.0 70.5 47.4 88.7 94.5: 11.3 5.5
Old : 100.0: 18.2 47.1 0.0 70.5 47.4 88.7 94.5: 11.3 5.5
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 : 61: 18 16 3 14 17 34 34:
Old : 61: 18 16 3 14 17 34 34:
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 56.1 69.9 71.6 52.7 56.1 69.9 71.6
Old : 52.7 56.1 69.9 71.6 52.7 56.1 69.9 71.6
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 24, 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 : 35,471: 7,203 5,744 419 15,998 23,767 23,620 29,930: 11,851 5,541
Old : 35,471: 7,203 5,744 419 15,998 23,767 23,620 29,930: 11,851 5,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 4,175: -1,080 1,105 27 5,355 5,513 4,302 6,645: -127 -2,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.2 1.2 45.1 67.0 66.6 84.4: 33.4 15.6
Old : 100.0: 20.3 16.2 1.2 45.1 67.0 66.6 84.4: 33.4 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 9 1 16 14 27 23:
Old : 45: 10 9 1 16 14 27 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 : 28.6 49.7 44.7 64.1 28.4 49.5 41.5 62.7
Old : 28.6 49.7 44.7 64.1 28.4 49.5 41.5 62.7
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 24, 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 : 18,030: 4,468 10,939 52 12,002 5,453 16,522 16,444: 1,508 1,586
Old : 18,030: 4,468 10,939 52 12,002 5,453 16,522 16,444: 1,508 1,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,117: -57 -248 -56 -217 -777 -330 -1,081: -787 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 60.7 0.3 66.6 30.2 91.6 91.2: 8.4 8.8
Old : 100.0: 24.8 60.7 0.3 66.6 30.2 91.6 91.2: 8.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 6 1 9 6 18 13:
Old : 28: 9 6 1 9 6 18 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 : 61.5 70.9 74.5 84.9 54.6 70.2 67.1 79.5
Old : 61.5 70.9 74.5 84.9 54.6 70.2 67.1 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,451: 6,332 418 0 8,009 14,166 14,341 14,584: 1,110 867
Old : 15,451: 6,332 418 0 8,009 14,166 14,341 14,584: 1,110 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 2.7 0.0 51.8 91.7 92.8 94.4: 7.2 5.6
Old : 100.0: 41.0 2.7 0.0 51.8 91.7 92.8 94.4: 7.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 2 0 5 5 15 7:
Old : 20: 10 2 0 5 5 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 91.1 84.6 94.4 66.9 91.1 83.3 92.4
Old : 68.2 91.1 84.6 94.4 66.9 91.1 83.3 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 12,290: 1,772 966 14 7,983 8,771 9,769 9,751: 2,521 2,539
Old : 12,290: 1,772 966 14 7,983 8,771 9,769 9,751: 2,521 2,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,399: 0 0 0 -21 1,378 -21 1,378: 1,420 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 7.9 0.1 65.0 71.4 79.5 79.3: 20.5 20.7
Old : 100.0: 14.4 7.9 0.1 65.0 71.4 79.5 79.3: 20.5 20.7
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 : 26: 6 2 2 12 10 19 13:
Old : 26: 6 2 2 12 10 19 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 : 45.1 58.6 61.6 75.1 45.0 55.7 61.6 70.7
Old : 45.1 58.6 61.6 75.1 45.0 55.7 61.6 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2008