MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 8, 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 : 32,814: 6,210 1,831 463 21,926 23,108 28,599 25,402: 4,215 7,412
Old : 32,814: 6,210 1,831 463 21,926 23,108 28,599 25,402: 4,215 7,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -3,152: -903 114 -156 -2,210 -2,484 -3,269 -2,526: 117 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 5.6 1.4 66.8 70.4 87.2 77.4: 12.8 22.6
Old : 100.0: 18.9 5.6 1.4 66.8 70.4 87.2 77.4: 12.8 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 : 56: 13 11 14 23 22 41 42:
Old : 56: 13 11 14 23 22 41 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 : 47.5 40.7 65.3 55.8 47.5 37.4 62.1 50.3
Old : 47.5 40.7 65.3 55.8 47.5 37.4 62.1 50.3
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, July 8, 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 : 241,697: 45,098 46,795 51,468 117,090 111,969 213,656 210,232: 28,041 31,465
Old : 140,644: 28,270 55,009 17,037 81,225 49,576 126,532 121,622: 14,112 19,022
Other: 101,053: 37,131 12,089 14,128 35,865 62,393 87,124 88,610: 13,929 12,443
: : :
: : Changes in Commitments from: July 1, 2008 :
: -5,965: 3,436 1,473 -3,322 100 2,007 214 158: -6,179 -6,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 19.4 21.3 48.4 46.3 88.4 87.0: 11.6 13.0
Old : 100.0: 20.1 39.1 12.1 57.8 35.2 90.0 86.5: 10.0 13.5
Other: 100.0: 36.7 12.0 14.0 35.5 61.7 86.2 87.7: 13.8 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 83 87 98 42 56 188 194:
Old : 229: 62 96 63 36 46 138 169:
Other: 178: 72 38 40 29 48 120 108:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 24.0 40.5 33.2 23.8 22.3 33.7 28.3
Old : 35.3 21.0 48.1 31.3 35.1 21.0 46.1 30.5
Other: 33.9 34.5 46.8 44.2 30.5 34.4 42.9 42.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,106: 715 662 41 375 801 1,131 1,504: 975 602
Old : 1,998: 728 662 28 351 798 1,107 1,488: 891 510
Other: 108: 0 13 0 24 3 24 16: 84 92
: : :
: : Changes in Commitments from: July 1, 2008 :
: -47: -147 196 -41 81 -137 -107 18: 60 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 31.4 1.9 17.8 38.0 53.7 71.4: 46.3 28.6
Old : 100.0: 36.4 33.1 1.4 17.6 39.9 55.4 74.5: 44.6 25.5
Other: 100.0: 0.0 12.0 0.0 22.2 2.8 22.2 14.8: 77.8 85.2
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 7 1 7 4 17 12:
Old : 25: 10 7 1 7 4 17 12:
Other: 4: 0 1 0 1 2 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 47.5 40.6 65.1 27.6 45.8 39.3 62.8
Old : 30.0 49.9 41.6 68.4 28.8 48.2 40.2 66.1
Other: 22.2 14.8 22.2 14.8 22.2 14.8 22.2 14.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 8, 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 : 305,885: 89,092 34,121 50,744 140,517 156,656 280,353 241,521: 25,532 64,364
Old : 305,885: 89,092 34,121 50,744 140,517 156,656 280,353 241,521: 25,532 64,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -6,717: -2,242 1,031 -283 -5,291 -7,704 -7,816 -6,956: 1,099 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 11.2 16.6 45.9 51.2 91.7 79.0: 8.3 21.0
Old : 100.0: 29.1 11.2 16.6 45.9 51.2 91.7 79.0: 8.3 21.0
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 : 369: 113 72 96 54 152 226 278:
Old : 369: 113 72 96 54 152 226 278:
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 : 22.3 14.3 36.1 23.0 22.2 13.0 34.1 21.7
Old : 22.3 14.3 36.1 23.0 22.2 13.0 34.1 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, July 8, 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 : 14,662: 4,043 5,413 2,541 6,129 4,832 12,713 12,786: 1,949 1,876
Old : 14,662: 4,043 5,413 2,541 6,129 4,832 12,713 12,786: 1,949 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -151: -439 7 154 144 -41 -141 120: -10 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 36.9 17.3 41.8 33.0 86.7 87.2: 13.3 12.8
Old : 100.0: 27.6 36.9 17.3 41.8 33.0 86.7 87.2: 13.3 12.8
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 : 100: 29 30 12 20 30 56 69:
Old : 100: 29 30 12 20 30 56 69:
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 25.1 53.7 40.6 29.5 23.0 48.8 37.4
Old : 29.5 25.1 53.7 40.6 29.5 23.0 48.8 37.4
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, July 8, 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 : 32,405: 9,499 7,548 6,580 11,701 7,264 27,780 21,392: 4,625 11,013
Old : 32,405: 9,499 7,548 6,580 11,701 7,264 27,780 21,392: 4,625 11,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -226: 701 1,022 -1,298 141 432 -456 156: 230 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 23.3 20.3 36.1 22.4 85.7 66.0: 14.3 34.0
Old : 100.0: 29.3 23.3 20.3 36.1 22.4 85.7 66.0: 14.3 34.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 31 38 26 33 39 87 83:
Old : 129: 31 38 26 33 39 87 83:
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 : 26.2 21.4 39.3 31.5 20.9 13.4 30.4 20.3
Old : 26.2 21.4 39.3 31.5 20.9 13.4 30.4 20.3
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, July 8, 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 : 91,389: 30,183 36,135 2,426 30,157 29,263 62,766 67,824: 28,623 23,565
Old : 91,389: 30,183 36,135 2,426 30,157 29,263 62,766 67,824: 28,623 23,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 4,182: 5,451 1,613 210 902 2,816 6,563 4,639: -2,381 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 39.5 2.7 33.0 32.0 68.7 74.2: 31.3 25.8
Old : 100.0: 33.0 39.5 2.7 33.0 32.0 68.7 74.2: 31.3 25.8
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 : 78: 26 20 4 21 16 49 39:
Old : 78: 26 20 4 21 16 49 39:
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 : 16.8 28.9 26.8 45.2 15.9 27.3 25.0 41.6
Old : 16.8 28.9 26.8 45.2 15.9 27.3 25.0 41.6
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, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 52,188: 18,085 22,782 29 12,400 17,810 30,514 40,621: 21,674 11,567
Old : 52,188: 18,085 22,782 29 12,400 17,810 30,514 40,621: 21,674 11,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -4,450: -7,955 3,349 29 4,041 -8,059 -3,885 -4,681: -565 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 43.7 0.1 23.8 34.1 58.5 77.8: 41.5 22.2
Old : 100.0: 34.7 43.7 0.1 23.8 34.1 58.5 77.8: 41.5 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 15 16 1 11 8 26 25:
Old : 46: 15 16 1 11 8 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 38.4 33.8 54.8 18.7 38.4 32.5 52.5
Old : 19.8 38.4 33.8 54.8 18.7 38.4 32.5 52.5
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, July 8, 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 : 100,375: 82,780 10,590 310 9,303 81,655 92,393 92,555: 7,982 7,820
Old : 100,375: 82,780 10,590 310 9,303 81,655 92,393 92,555: 7,982 7,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 170: 2,418 4,163 28 -1,315 -4,736 1,131 -545: -961 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 10.6 0.3 9.3 81.3 92.0 92.2: 8.0 7.8
Old : 100.0: 82.5 10.6 0.3 9.3 81.3 92.0 92.2: 8.0 7.8
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 : 96: 60 16 1 8 16 68 33:
Old : 96: 60 16 1 8 16 68 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 : 40.8 70.2 58.0 82.8 40.8 69.2 58.0 81.8
Old : 40.8 70.2 58.0 82.8 40.8 69.2 58.0 81.8
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, July 8, 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 : 83,736: 31,256 39,554 324 32,537 18,549 64,117 58,427: 19,619 25,309
Old : 83,736: 31,256 39,554 324 32,537 18,549 64,117 58,427: 19,619 25,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -6,114: -6,928 -1,261 28 171 -3,355 -6,729 -4,588: 615 -1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 47.2 0.4 38.9 22.2 76.6 69.8: 23.4 30.2
Old : 100.0: 37.3 47.2 0.4 38.9 22.2 76.6 69.8: 23.4 30.2
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 : 65: 15 28 4 13 14 31 43:
Old : 65: 15 28 4 13 14 31 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 24.8 55.9 38.5 37.5 24.8 54.8 38.5
Old : 37.6 24.8 55.9 38.5 37.5 24.8 54.8 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, July 8, 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 : 175,428: 40,519 35,194 529 107,907 117,123 148,955 152,846: 26,473 22,582
Old : 175,428: 40,519 35,194 529 107,907 117,123 148,955 152,846: 26,473 22,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -170: -4,670 6,010 -17 3,927 -5,108 -760 885: 590 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 20.1 0.3 61.5 66.8 84.9 87.1: 15.1 12.9
Old : 100.0: 23.1 20.1 0.3 61.5 66.8 84.9 87.1: 15.1 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 : 85: 24 25 2 25 18 51 43:
Old : 85: 24 25 2 25 18 51 43:
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 : 43.2 51.8 57.5 61.9 28.9 33.3 38.1 41.9
Old : 43.2 51.8 57.5 61.9 28.9 33.3 38.1 41.9
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, July 8, 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 : 176,211: 81,210 57,203 2,883 44,165 69,916 128,258 130,002: 47,953 46,209
Old : 176,211: 81,210 57,203 2,883 44,165 69,916 128,258 130,002: 47,953 46,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -3,674: -6,952 -3,276 626 4,152 -3,534 -2,174 -6,184: -1,500 2,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 32.5 1.6 25.1 39.7 72.8 73.8: 27.2 26.2
Old : 100.0: 46.1 32.5 1.6 25.1 39.7 72.8 73.8: 27.2 26.2
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 : 125: 51 34 10 26 27 82 66:
Old : 125: 51 34 10 26 27 82 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 : 20.2 33.4 31.9 44.3 19.9 33.4 31.5 43.4
Old : 20.2 33.4 31.9 44.3 19.9 33.4 31.5 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 8, 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 : 30,523: 12,212 10,071 0 14,092 18,605 26,304 28,676: 4,219 1,847
Old : 30,523: 12,212 10,071 0 14,092 18,605 26,304 28,676: 4,219 1,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 3,668: 224 1,249 0 2,058 1,978 2,282 3,227: 1,386 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 33.0 0.0 46.2 61.0 86.2 93.9: 13.8 6.1
Old : 100.0: 40.0 33.0 0.0 46.2 61.0 86.2 93.9: 13.8 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 : 37: 12 9 0 12 8 24 17:
Old : 37: 12 9 0 12 8 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 81.8 67.0 89.7 49.1 77.3 65.9 85.3
Old : 49.1 81.8 67.0 89.7 49.1 77.3 65.9 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, July 8, 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 : 9,459,399: 1,592,406 802,779 645,764 6,176,124 7,060,163 8,414,294 8,508,706: 1,045,105 950,693
Old : 9,459,399: 1,592,406 802,779 645,764 6,176,124 7,060,163 8,414,294 8,508,706: 1,045,105 950,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 196,185: 90,265 6,490 14,652 61,866 160,398 166,783 181,540: 29,402 14,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 8.5 6.8 65.3 74.6 89.0 89.9: 11.0 10.1
Old : 100.0: 16.8 8.5 6.8 65.3 74.6 89.0 89.9: 11.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 75 30 86 117 121 228 214:
Old : 248: 75 30 86 117 121 228 214:
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 29.1 39.1 42.3 26.7 21.1 34.2 31.7
Old : 29.8 29.1 39.1 42.3 26.7 21.1 34.2 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, July 8, 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 : 536,308: 74,999 52,926 10,686 348,389 354,357 434,074 417,969: 102,234 118,339
Old : 536,308: 74,999 52,926 10,686 348,389 354,357 434,074 417,969: 102,234 118,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 19,719: 3,795 -906 1,447 11,795 1,242 17,037 1,783: 2,682 17,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.9 2.0 65.0 66.1 80.9 77.9: 19.1 22.1
Old : 100.0: 14.0 9.9 2.0 65.0 66.1 80.9 77.9: 19.1 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 : 192: 41 47 18 74 56 128 108:
Old : 192: 41 47 18 74 56 128 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 29.6 32.3 41.9 22.6 29.2 31.8 41.5
Old : 23.0 29.6 32.3 41.9 22.6 29.2 31.8 41.5
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, July 8, 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 : 2,305,626: 353,265 646,519 60,853 1,466,342 1,418,769 1,880,460 2,126,141: 425,166 179,485
Old : 2,305,626: 353,265 646,519 60,853 1,466,342 1,418,769 1,880,460 2,126,141: 425,166 179,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 177,503: 29,060 49,834 -6,372 90,570 169,426 113,258 212,888: 64,245 -35,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 28.0 2.6 63.6 61.5 81.6 92.2: 18.4 7.8
Old : 100.0: 15.3 28.0 2.6 63.6 61.5 81.6 92.2: 18.4 7.8
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 : 381: 90 130 49 103 104 221 255:
Old : 381: 90 130 49 103 104 221 255:
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 : 20.2 19.7 30.9 31.0 15.1 16.5 24.8 26.7
Old : 20.2 19.7 30.9 31.0 15.1 16.5 24.8 26.7
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, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 92,675: 13,035 26,995 60 68,180 61,254 81,275 88,309: 11,400 4,366
Old : 92,675: 13,035 26,995 60 68,180 61,254 81,275 88,309: 11,400 4,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,143: -2,003 1,725 -244 2,409 -1,291 162 190: 981 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 29.1 0.1 73.6 66.1 87.7 95.3: 12.3 4.7
Old : 100.0: 14.1 29.1 0.1 73.6 66.1 87.7 95.3: 12.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 16 15 1 35 28 52 43:
Old : 84: 16 15 1 35 28 52 43:
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 : 29.6 42.0 49.7 60.8 27.7 40.4 47.2 58.6
Old : 29.6 42.0 49.7 60.8 27.7 40.4 47.2 58.6
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, July 8, 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 : 26,327: 3,722 7,211 0 15,509 14,378 19,231 21,589: 7,096 4,738
Old : 26,327: 3,722 7,211 0 15,509 14,378 19,231 21,589: 7,096 4,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,033: -1,133 450 0 1,834 1,460 701 1,910: 332 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 27.4 0.0 58.9 54.6 73.0 82.0: 27.0 18.0
Old : 100.0: 14.1 27.4 0.0 58.9 54.6 73.0 82.0: 27.0 18.0
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 : 46: 7 8 0 18 20 25 28:
Old : 46: 7 8 0 18 20 25 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 : 41.8 37.8 55.3 56.3 40.3 37.8 53.3 56.3
Old : 41.8 37.8 55.3 56.3 40.3 37.8 53.3 56.3
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, July 8, 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 : 306,726: 102,531 112,371 4,409 179,013 161,410 285,953 278,190: 20,773 28,536
Old : 306,726: 102,531 112,371 4,409 179,013 161,410 285,953 278,190: 20,773 28,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 8,104: -4,916 3,761 -1,331 22,390 3,462 16,143 5,892: -8,039 2,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 36.6 1.4 58.4 52.6 93.2 90.7: 6.8 9.3
Old : 100.0: 33.4 36.6 1.4 58.4 52.6 93.2 90.7: 6.8 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 : 222: 59 73 16 53 49 123 127:
Old : 222: 59 73 16 53 49 123 127:
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 : 28.3 26.2 44.1 38.4 26.8 19.4 39.0 30.9
Old : 28.3 26.2 44.1 38.4 26.8 19.4 39.0 30.9
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, July 8, 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 : 97,165: 59,766 10,460 676 6,929 67,189 67,371 78,325: 29,794 18,840
Old : 97,165: 59,766 10,460 676 6,929 67,189 67,371 78,325: 29,794 18,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 736: -1,146 957 0 359 -1,513 -787 -556: 1,523 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 10.8 0.7 7.1 69.1 69.3 80.6: 30.7 19.4
Old : 100.0: 61.5 10.8 0.7 7.1 69.1 69.3 80.6: 30.7 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 : 56: 28 11 2 9 14 38 26:
Old : 56: 28 11 2 9 14 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 54.4 41.6 66.1 26.2 53.7 41.6 64.9
Old : 26.2 54.4 41.6 66.1 26.2 53.7 41.6 64.9
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 - Futures Only, July 8, 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 : 33,842: 860 15,273 0 26,025 14,243 26,885 29,516: 6,957 4,326
Old : 33,842: 860 15,273 0 26,025 14,243 26,885 29,516: 6,957 4,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 2,185: -20 2,298 0 1,825 -978 1,805 1,320: 380 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 45.1 0.0 76.9 42.1 79.4 87.2: 20.6 12.8
Old : 100.0: 2.5 45.1 0.0 76.9 42.1 79.4 87.2: 20.6 12.8
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 : 47: 2 13 0 18 19 20 32:
Old : 47: 2 13 0 18 19 20 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 : 58.4 32.8 69.0 50.2 52.9 32.6 63.5 48.0
Old : 58.4 32.8 69.0 50.2 52.9 32.6 63.5 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, July 8, 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 : 653,235: 82,399 279,260 1,522 555,580 330,501 639,501 611,283: 13,734 41,952
Old : 653,235: 82,399 279,260 1,522 555,580 330,501 639,501 611,283: 13,734 41,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 17,393: -1,694 11,346 -2,586 25,516 5,984 21,236 14,744: -3,843 2,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 42.8 0.2 85.1 50.6 97.9 93.6: 2.1 6.4
Old : 100.0: 12.6 42.8 0.2 85.1 50.6 97.9 93.6: 2.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 29 113 11 65 68 101 185:
Old : 252: 29 113 11 65 68 101 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 22.5 76.6 34.6 54.8 22.5 73.0 33.0
Old : 58.5 22.5 76.6 34.6 54.8 22.5 73.0 33.0
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, July 8, 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 : 68,868: 11,125 31,035 5 48,892 29,808 60,022 60,848: 8,846 8,020
Old : 68,868: 11,125 31,035 5 48,892 29,808 60,022 60,848: 8,846 8,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -2,570: -1,058 -1,322 0 -807 1,139 -1,865 -183: -705 -2,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 45.1 0.0 71.0 43.3 87.2 88.4: 12.8 11.6
Old : 100.0: 16.2 45.1 0.0 71.0 43.3 87.2 88.4: 12.8 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 13 23 1 13 19 27 42:
Old : 65: 13 23 1 13 19 27 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 : 53.9 48.7 71.3 64.2 53.9 48.7 70.9 62.8
Old : 53.9 48.7 71.3 64.2 53.9 48.7 70.9 62.8
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, July 8, 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 : 47,401: 5,775 5,078 474 20,385 34,374 26,634 39,926: 20,767 7,475
Old : 47,401: 5,775 5,078 474 20,385 34,374 26,634 39,926: 20,767 7,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 5,794: -1,569 -1,144 108 3,069 6,488 1,608 5,452: 4,186 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.7 1.0 43.0 72.5 56.2 84.2: 43.8 15.8
Old : 100.0: 12.2 10.7 1.0 43.0 72.5 56.2 84.2: 43.8 15.8
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 : 50: 11 9 3 17 19 31 28:
Old : 50: 11 9 3 17 19 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 48.0 35.8 61.9 20.9 46.6 30.0 57.5
Old : 23.4 48.0 35.8 61.9 20.9 46.6 30.0 57.5
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 - Futures Only, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 18,473: 4,437 11,284 52 12,070 5,898 16,559 17,234: 1,914 1,239
Old : 18,473: 4,437 11,284 52 12,070 5,898 16,559 17,234: 1,914 1,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 388: 227 -300 0 70 560 297 260: 91 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 61.1 0.3 65.3 31.9 89.6 93.3: 10.4 6.7
Old : 100.0: 24.0 61.1 0.3 65.3 31.9 89.6 93.3: 10.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 8 1 9 6 18 15:
Old : 30: 9 8 1 9 6 18 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 : 63.7 65.7 74.3 83.9 57.4 65.7 67.2 79.4
Old : 63.7 65.7 74.3 83.9 57.4 65.7 67.2 79.4
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, July 8, 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 : 16,206: 6,343 574 181 7,659 14,068 14,183 14,823: 2,023 1,383
Old : 16,206: 6,343 574 181 7,659 14,068 14,183 14,823: 2,023 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 700: -88 2 181 -38 69 55 252: 645 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 3.5 1.1 47.3 86.8 87.5 91.5: 12.5 8.5
Old : 100.0: 39.1 3.5 1.1 47.3 86.8 87.5 91.5: 12.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 3 2 5 5 17 10:
Old : 23: 12 3 2 5 5 17 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 : 61.6 86.3 76.5 90.3 60.3 86.3 75.2 88.3
Old : 61.6 86.3 76.5 90.3 60.3 86.3 75.2 88.3
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, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 12,723: 1,280 1,185 14 7,841 8,550 9,135 9,749: 3,588 2,974
Old : 12,723: 1,280 1,185 14 7,841 8,550 9,135 9,749: 3,588 2,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 702: -492 -61 0 -142 -221 -634 -282: 1,336 984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 9.3 0.1 61.6 67.2 71.8 76.6: 28.2 23.4
Old : 100.0: 10.1 9.3 0.1 61.6 67.2 71.8 76.6: 28.2 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 3 2 12 11 18 15:
Old : 26: 5 3 2 12 11 18 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 : 42.4 53.1 57.2 69.1 40.6 50.3 55.4 64.9
Old : 42.4 53.1 57.2 69.1 40.6 50.3 55.4 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 11, 2008