BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 4,035: 0 0 0 3,088 3,624 3,088 3,624: 948 411
Old : 4,035: 0 0 0 3,088 3,624 3,088 3,624: 948 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 103: 0 0 0 19 51 19 51: 83 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 76.5 89.8 76.5 89.8: 23.5 10.2
Old : 100.0: 0.0 0.0 0.0 76.5 89.8 76.5 89.8: 23.5 10.2
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 : 20: 0 0 0 14 9 14 9:
Old : 20: 0 0 0 14 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 74.1 61.7 89.4 43.4 69.3 59.9 83.9
Old : 43.8 74.1 61.7 89.4 43.4 69.3 59.9 83.9
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, September 2, 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 : 59,348: 3,658 4,398 9,122 40,652 34,328 53,433 47,848: 5,915 11,501
Old : 59,348: 3,658 4,398 9,122 40,652 34,328 53,433 47,848: 5,915 11,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 1,344: -30 376 515 676 835 1,161 1,725: 184 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.4 15.4 68.5 57.8 90.0 80.6: 10.0 19.4
Old : 100.0: 6.2 7.4 15.4 68.5 57.8 90.0 80.6: 10.0 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 : 71: 10 20 21 30 34 55 60:
Old : 71: 10 20 21 30 34 55 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 27.0 60.3 39.7 39.6 21.3 52.9 31.4
Old : 45.8 27.0 60.3 39.7 39.6 21.3 52.9 31.4
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, September 2, 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 : 246,662: 42,337 26,863 66,936 113,564 119,436 222,838 213,235: 23,824 33,427
Old : 79,822: 18,047 38,516 5,361 49,889 24,476 73,296 68,353: 6,526 11,469
Other: 166,840: 49,793 13,849 36,073 63,675 94,960 149,541 144,882: 17,298 21,958
: : :
: : Changes in Commitments from: August 26, 2008 :
: -395: -4,666 3,003 1,975 2,081 -5,073 -609 -94: 214 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.9 27.1 46.0 48.4 90.3 86.4: 9.7 13.6
Old : 100.0: 22.6 48.3 6.7 62.5 30.7 91.8 85.6: 8.2 14.4
Other: 100.0: 29.8 8.3 21.6 38.2 56.9 89.6 86.8: 10.4 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 76 74 101 45 61 189 190:
Old : 196: 52 77 35 30 52 100 146:
Other: 219: 97 44 63 40 55 164 140:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 25.3 38.6 35.5 24.4 22.7 34.8 29.8
Old : 44.3 17.8 58.9 29.7 44.2 17.8 58.9 28.7
Other: 26.5 31.3 39.1 42.6 23.4 29.5 34.2 37.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 318,448: 73,422 54,620 68,783 153,554 137,347 295,758 260,750: 22,690 57,699
Old : 318,448: 73,422 54,620 68,783 153,554 137,347 295,758 260,750: 22,690 57,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 2,011: 1,181 5,240 633 -1,815 -3,696 -0 2,177: 2,011 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 17.2 21.6 48.2 43.1 92.9 81.9: 7.1 18.1
Old : 100.0: 23.1 17.2 21.6 48.2 43.1 92.9 81.9: 7.1 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 90 89 102 92 138 238 288:
Old : 344: 90 89 102 92 138 238 288:
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 : 21.7 14.8 34.0 23.3 21.1 12.8 32.8 19.4
Old : 21.7 14.8 34.0 23.3 21.1 12.8 32.8 19.4
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, September 2, 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 : 13,232: 3,710 3,893 2,385 5,099 5,285 11,194 11,562: 2,038 1,670
Old : 13,232: 3,710 3,893 2,385 5,099 5,285 11,194 11,562: 2,038 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -480: -190 328 -415 -138 -750 -744 -838: 264 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 29.4 18.0 38.5 39.9 84.6 87.4: 15.4 12.6
Old : 100.0: 28.0 29.4 18.0 38.5 39.9 84.6 87.4: 15.4 12.6
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 : 102: 31 32 20 20 28 64 70:
Old : 102: 31 32 20 20 28 64 70:
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 : 27.1 25.2 47.1 40.0 26.8 22.9 43.8 34.9
Old : 27.1 25.2 47.1 40.0 26.8 22.9 43.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 31,709: 10,271 7,795 8,952 7,421 5,067 26,644 21,814: 5,065 9,895
Old : 31,709: 10,271 7,795 8,952 7,421 5,067 26,644 21,814: 5,065 9,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -3,696: -1,284 969 -775 -1,388 -2,028 -3,447 -1,833: -249 -1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 24.6 28.2 23.4 16.0 84.0 68.8: 16.0 31.2
Old : 100.0: 32.4 24.6 28.2 23.4 16.0 84.0 68.8: 16.0 31.2
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 : 117: 29 39 39 27 27 83 87:
Old : 117: 29 39 39 27 27 83 87:
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 : 27.1 23.4 43.4 33.6 23.9 13.7 34.3 19.2
Old : 27.1 23.4 43.4 33.6 23.9 13.7 34.3 19.2
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 137,524: 40,387 54,803 10,915 57,462 41,034 108,764 106,752: 28,760 30,772
Old : 137,524: 40,387 54,803 10,915 57,462 41,034 108,764 106,752: 28,760 30,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 7,891: 3,076 5,483 2,636 4,771 -334 10,483 7,785: -2,592 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 39.8 7.9 41.8 29.8 79.1 77.6: 20.9 22.4
Old : 100.0: 29.4 39.8 7.9 41.8 29.8 79.1 77.6: 20.9 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 23 33 15 26 19 56 63:
Old : 92: 23 33 15 26 19 56 63:
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 : 28.9 22.6 41.9 35.3 26.3 21.4 37.6 31.8
Old : 28.9 22.6 41.9 35.3 26.3 21.4 37.6 31.8
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 74,619: 12,737 24,901 6,445 43,176 26,380 62,358 57,726: 12,261 16,893
Old : 74,619: 12,737 24,901 6,445 43,176 26,380 62,358 57,726: 12,261 16,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,482: -494 -333 837 -1,917 -1,243 -1,575 -740: 93 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 33.4 8.6 57.9 35.4 83.6 77.4: 16.4 22.6
Old : 100.0: 17.1 33.4 8.6 57.9 35.4 83.6 77.4: 16.4 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 21 5 13 16 25 40:
Old : 50: 10 21 5 13 16 25 40:
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 : 50.7 24.5 66.2 38.2 46.1 23.9 56.4 35.0
Old : 50.7 24.5 66.2 38.2 46.1 23.9 56.4 35.0
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, September 2, 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 : 104,847: 51,004 7,515 1,563 39,759 87,243 92,326 96,321: 12,521 8,526
Old : 104,847: 51,004 7,515 1,563 39,759 87,243 92,326 96,321: 12,521 8,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -2,372: -8,410 1,978 521 5,907 -5,494 -1,981 -2,995: -390 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 7.2 1.5 37.9 83.2 88.1 91.9: 11.9 8.1
Old : 100.0: 48.6 7.2 1.5 37.9 83.2 88.1 91.9: 11.9 8.1
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 : 85: 40 20 4 11 18 54 40:
Old : 85: 40 20 4 11 18 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 69.9 58.4 79.8 28.0 52.2 38.2 58.7
Old : 43.8 69.9 58.4 79.8 28.0 52.2 38.2 58.7
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, September 2, 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 : 144,520: 12,915 59,389 17,704 90,838 31,437 121,457 108,530: 23,063 35,990
Old : 144,520: 12,915 59,389 17,704 90,838 31,437 121,457 108,530: 23,063 35,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 11,053: -3,231 -915 4,059 4,858 6,534 5,686 9,678: 5,367 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 41.1 12.3 62.9 21.8 84.0 75.1: 16.0 24.9
Old : 100.0: 8.9 41.1 12.3 62.9 21.8 84.0 75.1: 16.0 24.9
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 : 81: 15 37 15 21 19 41 66:
Old : 81: 15 37 15 21 19 41 66:
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 16.5 56.7 29.0 36.8 14.9 50.3 25.3
Old : 39.9 16.5 56.7 29.0 36.8 14.9 50.3 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 248,726: 31,916 41,672 20,780 171,403 161,681 224,099 224,133: 24,626 24,592
Old : 248,726: 31,916 41,672 20,780 171,403 161,681 224,099 224,133: 24,626 24,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -4,349: -3,000 -18,050 1,593 -3,838 14,419 -5,245 -2,038: 896 -2,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.8 8.4 68.9 65.0 90.1 90.1: 9.9 9.9
Old : 100.0: 12.8 16.8 8.4 68.9 65.0 90.1 90.1: 9.9 9.9
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 : 97: 28 31 13 27 25 61 63:
Old : 97: 28 31 13 27 25 61 63:
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 : 52.0 50.3 64.9 62.7 38.4 37.7 45.3 44.1
Old : 52.0 50.3 64.9 62.7 38.4 37.7 45.3 44.1
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, September 2, 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 : 225,688: 41,634 78,303 42,967 93,959 53,025 178,561 174,295: 47,127 51,393
Old : 225,688: 41,634 78,303 42,967 93,959 53,025 178,561 174,295: 47,127 51,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 14,173: 3,859 7,160 3,057 9,901 4,684 16,817 14,901: -2,644 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 34.7 19.0 41.6 23.5 79.1 77.2: 20.9 22.8
Old : 100.0: 18.4 34.7 19.0 41.6 23.5 79.1 77.2: 20.9 22.8
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 : 158: 57 52 50 37 33 116 113:
Old : 158: 57 52 50 37 33 116 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 18.1 38.8 28.8 22.5 13.2 30.6 20.3
Old : 26.7 18.1 38.8 28.8 22.5 13.2 30.6 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 26,943: 9,365 11,179 0 16,856 13,307 26,221 24,486: 722 2,457
Old : 26,943: 9,365 11,179 0 16,856 13,307 26,221 24,486: 722 2,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 230: -484 867 0 985 454 501 1,321: -271 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 41.5 0.0 62.6 49.4 97.3 90.9: 2.7 9.1
Old : 100.0: 34.8 41.5 0.0 62.6 49.4 97.3 90.9: 2.7 9.1
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 : 38: 8 9 0 15 13 23 22:
Old : 38: 8 9 0 15 13 23 22:
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 : 49.9 66.0 72.6 82.5 49.9 61.3 71.5 77.8
Old : 49.9 66.0 72.6 82.5 49.9 61.3 71.5 77.8
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,602,810: 1,032,952 354,242 5,690,999 8,747,178 9,558,032 15,471,130 15,603,274: 1,131,681 999,537
Old :16,602,810: 1,032,952 354,242 5,690,999 8,747,178 9,558,032 15,471,130 15,603,274: 1,131,681 999,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 345,401: 21,316 10,743 215,617 114,208 167,093 351,141 393,453: -5,740 -48,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.1 34.3 52.7 57.6 93.2 94.0: 6.8 6.0
Old : 100.0: 6.2 2.1 34.3 52.7 57.6 93.2 94.0: 6.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 82 47 111 134 128 268 245:
Old : 280: 82 47 111 134 128 268 245:
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 : 20.3 22.3 30.8 35.2 16.7 14.9 20.1 21.4
Old : 20.3 22.3 30.8 35.2 16.7 14.9 20.1 21.4
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, September 2, 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 : 683,244: 76,137 55,326 72,382 416,344 427,474 564,862 555,182: 118,381 128,062
Old : 683,244: 76,137 55,326 72,382 416,344 427,474 564,862 555,182: 118,381 128,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 6,441: 152 -480 4,543 3,932 16,243 8,627 20,306: -2,186 -13,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.1 10.6 60.9 62.6 82.7 81.3: 17.3 18.7
Old : 100.0: 11.1 8.1 10.6 60.9 62.6 82.7 81.3: 17.3 18.7
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 : 196: 51 41 56 82 68 159 139:
Old : 196: 51 41 56 82 68 159 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 23.3 29.0 34.3 17.4 23.3 25.2 32.9
Old : 19.5 23.3 29.0 34.3 17.4 23.3 25.2 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 2,618,865: 435,894 640,370 171,637 1,552,429 1,581,759 2,159,960 2,393,766: 458,904 225,098
Old : 2,618,865: 435,894 640,370 171,637 1,552,429 1,581,759 2,159,960 2,393,766: 458,904 225,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 24,903: 2,609 6,643 1,677 10,863 9,557 15,150 17,877: 9,754 7,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 24.5 6.6 59.3 60.4 82.5 91.4: 17.5 8.6
Old : 100.0: 16.6 24.5 6.6 59.3 60.4 82.5 91.4: 17.5 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 : 370: 95 113 92 116 111 260 267:
Old : 370: 95 113 92 116 111 260 267:
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 : 16.7 21.2 25.6 31.2 11.3 15.9 19.5 24.0
Old : 16.7 21.2 25.6 31.2 11.3 15.9 19.5 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 110,086: 19,047 31,950 749 75,856 75,734 95,651 108,433: 14,435 1,653
Old : 110,086: 19,047 31,950 749 75,856 75,734 95,651 108,433: 14,435 1,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 481: 505 472 388 615 1,591 1,508 2,451: -1,027 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 29.0 0.7 68.9 68.8 86.9 98.5: 13.1 1.5
Old : 100.0: 17.3 29.0 0.7 68.9 68.8 86.9 98.5: 13.1 1.5
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 : 88: 13 21 6 40 30 56 54:
Old : 88: 13 21 6 40 30 56 54:
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 39.0 47.9 62.9 25.2 38.6 42.3 59.6
Old : 27.6 39.0 47.9 62.9 25.2 38.6 42.3 59.6
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 with Delta-adjusted Options and Futures Combined, September 2, 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 : 29,645: 3,630 2,294 72 18,953 19,022 22,655 21,388: 6,990 8,257
Old : 29,645: 3,630 2,294 72 18,953 19,022 22,655 21,388: 6,990 8,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -855: -141 -12 9 270 -578 138 -580: -993 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 7.7 0.2 63.9 64.2 76.4 72.1: 23.6 27.9
Old : 100.0: 12.2 7.7 0.2 63.9 64.2 76.4 72.1: 23.6 27.9
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 : 45: 6 7 2 22 21 28 30:
Old : 45: 6 7 2 22 21 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 33.3 55.2 50.5 41.8 31.1 53.5 47.2
Old : 43.4 33.3 55.2 50.5 41.8 31.1 53.5 47.2
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, September 2, 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 : 327,946: 109,245 131,127 10,722 168,827 166,213 288,794 308,061: 39,152 19,885
Old : 327,946: 109,245 131,127 10,722 168,827 166,213 288,794 308,061: 39,152 19,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 1,415: -5,754 10,642 1,012 12,244 -2,321 7,502 9,333: -6,087 -7,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 40.0 3.3 51.5 50.7 88.1 93.9: 11.9 6.1
Old : 100.0: 33.3 40.0 3.3 51.5 50.7 88.1 93.9: 11.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 76 78 29 62 57 152 150:
Old : 254: 76 78 29 62 57 152 150:
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 : 20.6 24.0 32.1 36.6 17.6 21.6 28.6 33.0
Old : 20.6 24.0 32.1 36.6 17.6 21.6 28.6 33.0
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, September 2, 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 : 92,597: 35,111 32,149 3,732 34,606 37,000 73,450 72,881: 19,147 19,715
Old : 92,597: 35,111 32,149 3,732 34,606 37,000 73,450 72,881: 19,147 19,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 6,570: 1,706 1,708 661 2,854 1,282 5,221 3,650: 1,349 2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 34.7 4.0 37.4 40.0 79.3 78.7: 20.7 21.3
Old : 100.0: 37.9 34.7 4.0 37.4 40.0 79.3 78.7: 20.7 21.3
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 : 56: 15 18 3 17 18 33 38:
Old : 56: 15 18 3 17 18 33 38:
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 : 44.1 29.8 55.3 43.3 40.1 27.4 48.6 40.9
Old : 44.1 29.8 55.3 43.3 40.1 27.4 48.6 40.9
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, September 2, 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 : 32,185: 1,449 8,643 0 28,053 19,640 29,502 28,283: 2,683 3,902
Old : 32,185: 1,449 8,643 0 28,053 19,640 29,502 28,283: 2,683 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 610: 0 479 0 1,242 161 1,242 640: -632 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 26.9 0.0 87.2 61.0 91.7 87.9: 8.3 12.1
Old : 100.0: 4.5 26.9 0.0 87.2 61.0 91.7 87.9: 8.3 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 : 47: 2 11 0 17 21 19 32:
Old : 47: 2 11 0 17 21 19 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 32.7 76.3 51.1 53.2 32.7 68.4 47.9
Old : 61.0 32.7 76.3 51.1 53.2 32.7 68.4 47.9
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, September 2, 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 : 572,052: 86,955 183,241 13,572 461,131 359,461 561,658 556,273: 10,394 15,779
Old : 572,052: 86,955 183,241 13,572 461,131 359,461 561,658 556,273: 10,394 15,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -7,465: 284 7,550 -333 -2,647 -12,909 -2,695 -5,692: -4,770 -1,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 32.0 2.4 80.6 62.8 98.2 97.2: 1.8 2.8
Old : 100.0: 15.2 32.0 2.4 80.6 62.8 98.2 97.2: 1.8 2.8
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 : 265: 44 108 30 58 81 122 199:
Old : 265: 44 108 30 58 81 122 199:
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 : 57.9 22.4 72.2 32.5 54.0 21.8 67.8 31.2
Old : 57.9 22.4 72.2 32.5 54.0 21.8 67.8 31.2
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, September 2, 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 : 82,511: 11,821 42,039 700 61,445 32,125 73,966 74,864: 8,545 7,647
Old : 82,511: 11,821 42,039 700 61,445 32,125 73,966 74,864: 8,545 7,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 4,052: 890 2,893 684 1,866 -187 3,440 3,390: 612 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 50.9 0.8 74.5 38.9 89.6 90.7: 10.4 9.3
Old : 100.0: 14.3 50.9 0.8 74.5 38.9 89.6 90.7: 10.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 18 20 7 20 23 41 48:
Old : 76: 18 20 7 20 23 41 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 47.8 66.1 64.5 49.6 44.8 65.3 61.5
Old : 49.6 47.8 66.1 64.5 49.6 44.8 65.3 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 73,527: 15,935 14,908 435 29,380 52,681 45,750 68,024: 27,777 5,503
Old : 73,527: 15,935 14,908 435 29,380 52,681 45,750 68,024: 27,777 5,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 4,788: 466 915 158 4,695 4,285 5,319 5,358: -531 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 20.3 0.6 40.0 71.6 62.2 92.5: 37.8 7.5
Old : 100.0: 21.7 20.3 0.6 40.0 71.6 62.2 92.5: 37.8 7.5
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 : 63: 14 12 5 21 19 38 33:
Old : 63: 14 12 5 21 19 38 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 : 26.6 45.9 39.5 63.6 24.5 44.3 34.4 60.5
Old : 26.6 45.9 39.5 63.6 24.5 44.3 34.4 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 22,662: 3,983 12,725 1,378 15,404 7,368 20,765 21,471: 1,897 1,191
Old : 22,662: 3,983 12,725 1,378 15,404 7,368 20,765 21,471: 1,897 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -30: -191 -109 48 -127 155 -270 94: 240 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 56.2 6.1 68.0 32.5 91.6 94.7: 8.4 5.3
Old : 100.0: 17.6 56.2 6.1 68.0 32.5 91.6 94.7: 8.4 5.3
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 : 30: 7 8 2 10 7 19 15:
Old : 30: 7 8 2 10 7 19 15:
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 : 63.1 61.0 74.6 82.5 55.2 60.8 64.8 75.8
Old : 63.1 61.0 74.6 82.5 55.2 60.8 64.8 75.8
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, September 2, 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 : 14,287: 5,419 1,282 0 7,847 12,256 13,266 13,538: 1,021 749
Old : 14,287: 5,419 1,282 0 7,847 12,256 13,266 13,538: 1,021 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 323: 192 143 -2 32 118 222 259: 101 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 9.0 0.0 54.9 85.8 92.9 94.8: 7.1 5.2
Old : 100.0: 37.9 9.0 0.0 54.9 85.8 92.9 94.8: 7.1 5.2
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 : 24: 11 5 0 5 5 16 10:
Old : 24: 11 5 0 5 5 16 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 : 72.1 88.2 85.7 93.0 70.6 88.2 83.7 92.5
Old : 72.1 88.2 85.7 93.0 70.6 88.2 83.7 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 13,634: 1,366 1,245 7 9,172 10,792 10,545 12,044: 3,089 1,590
Old : 13,634: 1,366 1,245 7 9,172 10,792 10,545 12,044: 3,089 1,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,602: 100 433 0 -130 48 -30 481: -1,572 -2,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.1 0.1 67.3 79.2 77.3 88.3: 22.7 11.7
Old : 100.0: 10.0 9.1 0.1 67.3 79.2 77.3 88.3: 22.7 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 : 29: 5 3 1 14 15 20 18:
Old : 29: 5 3 1 14 15 20 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 : 42.4 51.5 58.2 70.1 40.2 47.9 55.8 65.1
Old : 42.4 51.5 58.2 70.1 40.2 47.9 55.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2008