MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 12, 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 : 34,557: 4,864 2,745 412 25,434 23,340 30,710 26,497: 3,847 8,060
Old : 34,557: 4,864 2,745 412 25,434 23,340 30,710 26,497: 3,847 8,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,083: -351 974 -11 2,045 502 1,683 1,465: 400 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 7.9 1.2 73.6 67.5 88.9 76.7: 11.1 23.3
Old : 100.0: 14.1 7.9 1.2 73.6 67.5 88.9 76.7: 11.1 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 13 12 10 21 22 36 42:
Old : 57: 13 12 10 21 22 36 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 37.1 68.5 53.5 47.6 32.8 66.6 48.5
Old : 48.6 37.1 68.5 53.5 47.6 32.8 66.6 48.5
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 - Futures Only, August 12, 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 : 235,108: 46,789 35,994 54,858 110,262 115,422 211,909 206,274: 23,199 28,834
Old : 93,797: 26,199 43,044 2,493 55,739 35,470 84,431 81,007: 9,366 12,790
Other: 141,311: 48,391 20,751 24,564 54,523 79,952 127,478 125,267: 13,833 16,044
: : :
: : Changes in Commitments from: August 5, 2008 :
: -3,200: -100 -3,071 -718 527 1,974 -291 -1,815: -2,909 -1,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.3 23.3 46.9 49.1 90.1 87.7: 9.9 12.3
Old : 100.0: 27.9 45.9 2.7 59.4 37.8 90.0 86.4: 10.0 13.6
Other: 100.0: 34.2 14.7 17.4 38.6 56.6 90.2 88.6: 9.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 81 68 82 41 59 179 168:
Old : 200: 62 74 16 29 48 101 128:
Other: 193: 77 44 50 34 50 133 124:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 28.3 39.9 40.1 26.0 25.7 37.3 34.2
Old : 39.8 22.9 53.8 36.4 39.8 20.3 53.8 33.9
Other: 29.4 35.0 43.1 48.8 25.5 33.7 37.7 44.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 12, 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 : 276,299: 75,276 55,302 40,716 139,388 127,775 255,380 223,793: 20,919 52,506
Old : 276,299: 75,276 55,302 40,716 139,388 127,775 255,380 223,793: 20,919 52,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -20,693: -360 -1,406 -14,483 -1,886 -587 -16,729 -16,476: -3,964 -4,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 20.0 14.7 50.4 46.2 92.4 81.0: 7.6 19.0
Old : 100.0: 27.2 20.0 14.7 50.4 46.2 92.4 81.0: 7.6 19.0
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 : 334: 85 74 88 70 142 205 271:
Old : 334: 85 74 88 70 142 205 271:
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 15.5 36.5 24.1 22.7 14.2 36.4 21.3
Old : 22.8 15.5 36.5 24.1 22.7 14.2 36.4 21.3
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 - Futures Only, August 12, 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 : 14,795: 4,365 4,644 3,143 5,270 5,256 12,778 13,043: 2,017 1,752
Old : 14,795: 4,365 4,644 3,143 5,270 5,256 12,778 13,043: 2,017 1,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 759: 408 -72 378 -204 317 582 623: 177 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 31.4 21.2 35.6 35.5 86.4 88.2: 13.6 11.8
Old : 100.0: 29.5 31.4 21.2 35.6 35.5 86.4 88.2: 13.6 11.8
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 : 106: 38 31 19 17 25 69 64:
Old : 106: 38 31 19 17 25 69 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 24.1 43.2 38.6 24.6 21.8 40.9 33.5
Old : 24.8 24.1 43.2 38.6 24.6 21.8 40.9 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 12, 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 : 34,630: 12,370 5,944 7,794 9,232 8,184 29,396 21,922: 5,234 12,708
Old : 34,630: 12,370 5,944 7,794 9,232 8,184 29,396 21,922: 5,234 12,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -699: -335 -521 898 -1,070 25 -507 402: -192 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 17.2 22.5 26.7 23.6 84.9 63.3: 15.1 36.7
Old : 100.0: 35.7 17.2 22.5 26.7 23.6 84.9 63.3: 15.1 36.7
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 : 117: 35 26 27 27 33 79 75:
Old : 117: 35 26 27 27 33 79 75:
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 20.8 40.9 31.3 24.1 14.3 33.4 19.6
Old : 27.5 20.8 40.9 31.3 24.1 14.3 33.4 19.6
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 - Futures Only, August 12, 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 : 121,154: 33,650 58,979 5,604 55,920 29,761 95,174 94,344: 25,980 26,810
Old : 121,154: 33,650 58,979 5,604 55,920 29,761 95,174 94,344: 25,980 26,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 4,494: -1,792 4,765 1,334 5,664 -2,697 5,206 3,402: -712 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 48.7 4.6 46.2 24.6 78.6 77.9: 21.4 22.1
Old : 100.0: 27.8 48.7 4.6 46.2 24.6 78.6 77.9: 21.4 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 19 24 7 23 19 46 47:
Old : 79: 19 24 7 23 19 46 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 : 28.7 31.6 41.7 45.4 27.3 31.6 40.3 45.4
Old : 28.7 31.6 41.7 45.4 27.3 31.6 40.3 45.4
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 - Futures Only, August 12, 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 : 58,312: 13,555 21,938 156 33,080 20,621 46,791 42,715: 11,521 15,597
Old : 58,312: 13,555 21,938 156 33,080 20,621 46,791 42,715: 11,521 15,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -816: -1,431 -2,031 156 2,901 1,170 1,626 -705: -2,442 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 37.6 0.3 56.7 35.4 80.2 73.3: 19.8 26.7
Old : 100.0: 23.2 37.6 0.3 56.7 35.4 80.2 73.3: 19.8 26.7
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 : 54: 12 20 2 16 12 29 33:
Old : 54: 12 20 2 16 12 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 30.3 57.6 44.5 43.5 30.3 56.2 44.1
Old : 44.9 30.3 57.6 44.5 43.5 30.3 56.2 44.1
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 - Futures Only, August 12, 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 : 105,696: 60,047 9,523 702 32,681 87,895 93,430 98,120: 12,266 7,576
Old : 105,696: 60,047 9,523 702 32,681 87,895 93,430 98,120: 12,266 7,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -7,543: -22,170 -401 -227 12,906 -10,066 -9,491 -10,694: 1,948 3,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 9.0 0.7 30.9 83.2 88.4 92.8: 11.6 7.2
Old : 100.0: 56.8 9.0 0.7 30.9 83.2 88.4 92.8: 11.6 7.2
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 : 90: 50 14 4 11 18 64 34:
Old : 90: 50 14 4 11 18 64 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 : 41.6 64.5 58.3 78.4 34.0 51.4 45.6 65.1
Old : 41.6 64.5 58.3 78.4 34.0 51.4 45.6 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 12, 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 : 99,819: 18,886 51,832 558 65,051 18,559 84,495 70,949: 15,324 28,870
Old : 99,819: 18,886 51,832 558 65,051 18,559 84,495 70,949: 15,324 28,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 6,797: -2,821 4,250 -238 9,941 -1,110 6,882 2,902: -85 3,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 51.9 0.6 65.2 18.6 84.6 71.1: 15.4 28.9
Old : 100.0: 18.9 51.9 0.6 65.2 18.6 84.6 71.1: 15.4 28.9
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 : 80: 10 39 4 21 19 34 59:
Old : 80: 10 39 4 21 19 34 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 18.9 61.6 30.8 38.5 18.9 59.0 30.8
Old : 40.6 18.9 61.6 30.8 38.5 18.9 59.0 30.8
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 - Futures Only, August 12, 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 : 208,622: 46,164 59,413 547 141,077 121,647 187,788 181,607: 20,834 27,015
Old : 208,622: 46,164 59,413 547 141,077 121,647 187,788 181,607: 20,834 27,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 7,804: 266 1,434 -86 10,202 2,627 10,382 3,975: -2,578 3,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 28.5 0.3 67.6 58.3 90.0 87.1: 10.0 12.9
Old : 100.0: 22.1 28.5 0.3 67.6 58.3 90.0 87.1: 10.0 12.9
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 : 98: 27 29 4 29 22 59 52:
Old : 98: 27 29 4 29 22 59 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 : 49.5 43.9 62.9 58.5 38.9 30.5 47.7 42.3
Old : 49.5 43.9 62.9 58.5 38.9 30.5 47.7 42.3
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 - Futures Only, August 12, 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 : 146,235: 39,822 59,249 4,152 54,139 35,030 98,113 98,431: 48,122 47,804
Old : 146,235: 39,822 59,249 4,152 54,139 35,030 98,113 98,431: 48,122 47,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -14,076: -15,716 -5,736 1,374 -5,030 -9,996 -19,372 -14,358: 5,296 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 40.5 2.8 37.0 24.0 67.1 67.3: 32.9 32.7
Old : 100.0: 27.2 40.5 2.8 37.0 24.0 67.1 67.3: 32.9 32.7
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 : 127: 37 43 13 24 32 71 78:
Old : 127: 37 43 13 24 32 71 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 16.9 38.9 25.5 28.4 16.8 36.5 24.5
Old : 29.8 16.9 38.9 25.5 28.4 16.8 36.5 24.5
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 - Futures Only, August 12, 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 : 31,708: 10,639 12,090 0 18,802 17,271 29,441 29,361: 2,267 2,347
Old : 31,708: 10,639 12,090 0 18,802 17,271 29,441 29,361: 2,267 2,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -454: -944 -874 0 819 378 -125 -496: -329 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 38.1 0.0 59.3 54.5 92.9 92.6: 7.1 7.4
Old : 100.0: 33.6 38.1 0.0 59.3 54.5 92.9 92.6: 7.1 7.4
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 : 39: 9 11 0 14 10 23 21:
Old : 39: 9 11 0 14 10 23 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 : 51.7 72.3 72.3 85.1 46.1 64.0 62.0 71.9
Old : 51.7 72.3 72.3 85.1 46.1 64.0 62.0 71.9
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 - Futures Only, August 12, 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 : 9,850,611: 1,738,548 599,611 697,456 6,387,845 7,624,577 8,823,849 8,921,644: 1,026,762 928,967
Old : 9,850,611: 1,738,548 599,611 697,456 6,387,845 7,624,577 8,823,849 8,921,644: 1,026,762 928,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 130,872: 70,334 -41,365 -29,125 23,334 198,824 64,543 128,334: 66,329 2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.1 7.1 64.8 77.4 89.6 90.6: 10.4 9.4
Old : 100.0: 17.6 6.1 7.1 64.8 77.4 89.6 90.6: 10.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 81 32 85 122 124 238 216:
Old : 261: 81 32 85 122 124 238 216:
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 : 29.8 32.9 39.8 46.9 27.4 26.1 34.1 37.2
Old : 29.8 32.9 39.8 46.9 27.4 26.1 34.1 37.2
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 - Futures Only, August 12, 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 : 572,857: 73,014 49,092 13,253 380,329 385,333 466,596 447,678: 106,261 125,179
Old : 572,857: 73,014 49,092 13,253 380,329 385,333 466,596 447,678: 106,261 125,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 10,353: 33 1,047 1,055 6,147 8,501 7,235 10,603: 3,118 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 8.6 2.3 66.4 67.3 81.5 78.1: 18.5 21.9
Old : 100.0: 12.7 8.6 2.3 66.4 67.3 81.5 78.1: 18.5 21.9
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 : 189: 48 36 22 76 64 136 110:
Old : 189: 48 36 22 76 64 136 110:
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 : 22.4 28.9 33.5 40.4 21.9 28.9 32.2 40.3
Old : 22.4 28.9 33.5 40.4 21.9 28.9 32.2 40.3
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 - Futures Only, August 12, 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 : 2,464,192: 467,345 619,438 63,117 1,454,010 1,569,270 1,984,472 2,251,825: 479,720 212,367
Old : 2,464,192: 467,345 619,438 63,117 1,454,010 1,569,270 1,984,472 2,251,825: 479,720 212,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -28,699: -13,849 -22,190 2,515 -31,376 -20,328 -42,710 -40,003: 14,011 11,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 25.1 2.6 59.0 63.7 80.5 91.4: 19.5 8.6
Old : 100.0: 19.0 25.1 2.6 59.0 63.7 80.5 91.4: 19.5 8.6
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 : 378: 104 116 49 102 106 232 245:
Old : 378: 104 116 49 102 106 232 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 21.1 27.3 31.1 12.6 16.3 21.3 25.3
Old : 18.0 21.1 27.3 31.1 12.6 16.3 21.3 25.3
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 - Futures Only, August 12, 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 : 104,970: 16,252 29,673 329 73,737 72,547 90,318 102,549: 14,652 2,421
Old : 104,970: 16,252 29,673 329 73,737 72,547 90,318 102,549: 14,652 2,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 295: 476 -434 -16 416 1,994 876 1,544: -581 -1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 28.3 0.3 70.2 69.1 86.0 97.7: 14.0 2.3
Old : 100.0: 15.5 28.3 0.3 70.2 69.1 86.0 97.7: 14.0 2.3
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 : 80: 13 15 2 34 30 48 46:
Old : 80: 13 15 2 34 30 48 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 : 29.5 39.0 50.6 62.4 26.8 38.8 45.6 60.6
Old : 29.5 39.0 50.6 62.4 26.8 38.8 45.6 60.6
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 - Futures Only, August 12, 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 : 30,059: 3,472 4,687 0 20,178 17,790 23,650 22,477: 6,409 7,582
Old : 30,059: 3,472 4,687 0 20,178 17,790 23,650 22,477: 6,409 7,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -576: 596 -1,120 0 -1,513 -26 -917 -1,146: 341 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.6 0.0 67.1 59.2 78.7 74.8: 21.3 25.2
Old : 100.0: 11.6 15.6 0.0 67.1 59.2 78.7 74.8: 21.3 25.2
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 : 44: 5 9 0 18 19 23 28:
Old : 44: 5 9 0 18 19 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 32.2 64.0 52.9 51.6 32.2 62.5 52.9
Old : 53.1 32.2 64.0 52.9 51.6 32.2 62.5 52.9
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 - Futures Only, August 12, 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 : 334,779: 122,999 140,476 6,688 167,262 162,248 296,949 309,412: 37,830 25,367
Old : 334,779: 122,999 140,476 6,688 167,262 162,248 296,949 309,412: 37,830 25,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 26,202: 11,581 2,375 2,318 3,686 21,492 17,585 26,185: 8,617 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 42.0 2.0 50.0 48.5 88.7 92.4: 11.3 7.6
Old : 100.0: 36.7 42.0 2.0 50.0 48.5 88.7 92.4: 11.3 7.6
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 : 248: 63 87 18 54 57 132 148:
Old : 248: 63 87 18 54 57 132 148:
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 25.4 35.4 38.5 20.6 25.4 31.8 37.6
Old : 24.1 25.4 35.4 38.5 20.6 25.4 31.8 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 12, 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 : 74,805: 27,714 18,661 369 22,932 43,248 51,015 62,278: 23,790 12,527
Old : 74,805: 27,714 18,661 369 22,932 43,248 51,015 62,278: 23,790 12,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -6,175: -5,574 120 -1 -317 -5,962 -5,892 -5,843: -283 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 24.9 0.5 30.7 57.8 68.2 83.3: 31.8 16.7
Old : 100.0: 37.0 24.9 0.5 30.7 57.8 68.2 83.3: 31.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 19 14 2 17 14 37 29:
Old : 56: 19 14 2 17 14 37 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 : 33.8 42.4 44.3 57.5 30.5 41.2 41.0 56.2
Old : 33.8 42.4 44.3 57.5 30.5 41.2 41.0 56.2
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 - Futures Only, August 12, 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 : 30,086: 1,049 8,664 0 25,533 18,328 26,582 26,992: 3,504 3,094
Old : 30,086: 1,049 8,664 0 25,533 18,328 26,582 26,992: 3,504 3,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -737: -250 -2,699 0 256 2,359 6 -340: -743 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 28.8 0.0 84.9 60.9 88.4 89.7: 11.6 10.3
Old : 100.0: 3.5 28.8 0.0 84.9 60.9 88.4 89.7: 11.6 10.3
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 : 46: 2 11 0 17 20 19 31:
Old : 46: 2 11 0 17 20 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 31.8 73.1 49.6 49.4 31.6 64.3 46.6
Old : 55.6 31.8 73.1 49.6 49.4 31.6 64.3 46.6
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 - Futures Only, August 12, 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 : 575,664: 72,935 208,557 1,661 454,029 331,606 528,625 541,824: 47,039 33,840
Old : 575,664: 72,935 208,557 1,661 454,029 331,606 528,625 541,824: 47,039 33,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -5,816: -1,044 -34,679 569 -40,725 21,149 -41,200 -12,961: 35,384 7,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 36.2 0.3 78.9 57.6 91.8 94.1: 8.2 5.9
Old : 100.0: 12.7 36.2 0.3 78.9 57.6 91.8 94.1: 8.2 5.9
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 : 261: 39 111 10 60 73 107 186:
Old : 261: 39 111 10 60 73 107 186:
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 : 57.6 19.3 71.1 29.0 54.8 19.2 67.8 28.3
Old : 57.6 19.3 71.1 29.0 54.8 19.2 67.8 28.3
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 - Futures Only, August 12, 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 : 76,644: 12,823 37,994 15 55,714 31,113 68,552 69,122: 8,092 7,522
Old : 76,644: 12,823 37,994 15 55,714 31,113 68,552 69,122: 8,092 7,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -1,463: -1,376 -137 10 460 -1,494 -906 -1,621: -557 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 49.6 0.0 72.7 40.6 89.4 90.2: 10.6 9.8
Old : 100.0: 16.7 49.6 0.0 72.7 40.6 89.4 90.2: 10.6 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 : 67: 17 19 2 16 18 35 37:
Old : 67: 17 19 2 16 18 35 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 : 52.5 48.2 69.4 66.2 52.5 46.6 68.6 64.6
Old : 52.5 48.2 69.4 66.2 52.5 46.6 68.6 64.6
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 - Futures Only, August 12, 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 : 58,577: 9,071 9,599 213 22,995 42,315 32,279 52,127: 26,298 6,450
Old : 58,577: 9,071 9,599 213 22,995 42,315 32,279 52,127: 26,298 6,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -7,217: 810 -2,879 -260 246 -1,983 796 -5,122: -8,013 -2,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 16.4 0.4 39.3 72.2 55.1 89.0: 44.9 11.0
Old : 100.0: 15.5 16.4 0.4 39.3 72.2 55.1 89.0: 44.9 11.0
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 : 60: 13 10 3 22 18 37 29:
Old : 60: 13 10 3 22 18 37 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 : 19.2 50.9 30.2 66.6 16.2 48.9 25.4 62.2
Old : 19.2 50.9 30.2 66.6 16.2 48.9 25.4 62.2
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 - Futures Only, August 12, 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 : 19,934: 5,074 11,982 0 13,168 6,799 18,242 18,781: 1,692 1,153
Old : 19,934: 5,074 11,982 0 13,168 6,799 18,242 18,781: 1,692 1,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 404: -368 235 0 917 34 549 269: -145 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 60.1 0.0 66.1 34.1 91.5 94.2: 8.5 5.8
Old : 100.0: 25.5 60.1 0.0 66.1 34.1 91.5 94.2: 8.5 5.8
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 : 30: 10 7 0 8 7 18 14:
Old : 30: 10 7 0 8 7 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 64.3 76.0 82.9 59.6 64.3 69.6 79.3
Old : 65.6 64.3 76.0 82.9 59.6 64.3 69.6 79.3
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 - Futures Only, August 12, 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 : 17,510: 5,890 1,213 389 7,902 12,504 14,181 14,106: 3,329 3,404
Old : 17,510: 5,890 1,213 389 7,902 12,504 14,181 14,106: 3,329 3,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,428: -359 -537 387 63 -60 91 -210: 2,337 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.9 2.2 45.1 71.4 81.0 80.6: 19.0 19.4
Old : 100.0: 33.6 6.9 2.2 45.1 71.4 81.0 80.6: 19.0 19.4
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 : 26: 12 5 3 6 6 19 13:
Old : 26: 12 5 3 6 6 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 : 57.6 72.5 71.8 77.3 56.5 72.4 69.3 75.9
Old : 57.6 72.5 71.8 77.3 56.5 72.4 69.3 75.9
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 - Futures Only, August 12, 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 : 13,600: 1,080 1,523 14 8,910 10,415 10,004 11,952: 3,596 1,648
Old : 13,600: 1,080 1,523 14 8,910 10,415 10,004 11,952: 3,596 1,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 185: 0 182 0 0 6 0 188: 185 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.2 0.1 65.5 76.6 73.6 87.9: 26.4 12.1
Old : 100.0: 7.9 11.2 0.1 65.5 76.6 73.6 87.9: 26.4 12.1
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 : 28: 4 4 2 14 13 19 18:
Old : 28: 4 4 2 14 13 19 18:
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 : 42.0 53.2 57.8 71.7 39.8 49.9 55.4 66.4
Old : 42.0 53.2 57.8 71.7 39.8 49.9 55.4 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2008