BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 15, 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 : 3,977: 0 0 0 3,028 3,859 3,028 3,859: 949 118
Old : 3,977: 0 0 0 3,028 3,859 3,028 3,859: 949 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -343: 0 0 0 -284 -287 -284 -287: -59 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 76.1 97.0 76.1 97.0: 23.9 3.0
Old : 100.0: 0.0 0.0 0.0 76.1 97.0 76.1 97.0: 23.9 3.0
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 : 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 : 44.7 77.8 61.5 96.8 44.7 75.9 60.5 93.8
Old : 44.7 77.8 61.5 96.8 44.7 75.9 60.5 93.8
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 - Futures Only, July 15, 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 : 33,320: 6,234 2,074 360 22,840 23,351 29,434 25,785: 3,886 7,535
Old : 33,320: 6,234 2,074 360 22,840 23,351 29,434 25,785: 3,886 7,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 506: 24 243 -103 914 243 835 383: -329 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.2 1.1 68.5 70.1 88.3 77.4: 11.7 22.6
Old : 100.0: 18.7 6.2 1.1 68.5 70.1 88.3 77.4: 11.7 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 : 58: 13 13 14 23 21 42 42:
Old : 58: 13 13 14 23 21 42 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 : 47.3 40.4 67.1 55.9 47.3 37.1 64.3 51.0
Old : 47.3 40.4 67.1 55.9 47.3 37.1 64.3 51.0
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 15, 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 : 244,248: 55,538 45,579 45,199 114,617 121,477 215,354 212,255: 28,894 31,993
Old : 123,499: 29,577 44,712 12,709 67,497 49,031 109,783 106,452: 13,716 17,047
Other: 120,749: 39,058 13,964 19,393 47,120 72,446 105,571 105,803: 15,178 14,946
: : :
: : Changes in Commitments from: July 8, 2008 :
: 2,551: 10,440 -1,216 -6,269 -2,473 9,508 1,698 2,023: 853 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.7 18.5 46.9 49.7 88.2 86.9: 11.8 13.1
Old : 100.0: 23.9 36.2 10.3 54.7 39.7 88.9 86.2: 11.1 13.8
Other: 100.0: 32.3 11.6 16.1 39.0 60.0 87.4 87.6: 12.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 89 87 92 41 55 189 192:
Old : 233: 70 97 53 36 43 139 162:
Other: 188: 72 44 45 31 50 125 121:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 27.5 41.7 36.4 23.4 24.4 34.4 30.4
Old : 37.0 24.8 47.9 34.2 37.0 24.4 47.9 31.9
Other: 33.4 36.7 46.2 46.2 28.9 35.3 41.4 42.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, July 15, 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 : 1,960: 752 605 82 300 679 1,134 1,366: 826 594
Old : 1,830: 752 582 78 258 676 1,088 1,336: 742 494
Other: 130: 0 23 4 42 3 46 30: 84 100
: : :
: : Changes in Commitments from: July 8, 2008 :
: -146: 37 -57 41 -75 -122 3 -138: -149 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 30.9 4.2 15.3 34.6 57.9 69.7: 42.1 30.3
Old : 100.0: 41.1 31.8 4.3 14.1 36.9 59.5 73.0: 40.5 27.0
Other: 100.0: 0.0 17.7 3.1 32.3 2.3 35.4 23.1: 64.6 76.9
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 8 2 7 3 18 11:
Old : 25: 9 8 2 7 3 18 11:
Other: 5: 0 1 2 1 2 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 46.4 44.2 64.4 30.6 44.1 42.6 58.9
Old : 32.8 49.2 45.0 67.5 32.8 47.2 43.3 61.7
Other: 35.4 23.1 35.4 23.1 32.3 20.0 32.3 20.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 15, 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 : 294,372: 82,033 39,320 52,363 135,165 140,135 269,561 231,818: 24,811 62,554
Old : 294,372: 82,033 39,320 52,363 135,165 140,135 269,561 231,818: 24,811 62,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -11,513: -7,059 5,199 1,619 -5,352 -16,521 -10,792 -9,703: -721 -1,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 13.4 17.8 45.9 47.6 91.6 78.8: 8.4 21.2
Old : 100.0: 27.9 13.4 17.8 45.9 47.6 91.6 78.8: 8.4 21.2
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 : 359: 108 68 95 58 153 218 282:
Old : 359: 108 68 95 58 153 218 282:
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 : 22.6 14.7 35.1 22.9 22.5 13.1 34.7 21.2
Old : 22.6 14.7 35.1 22.9 22.5 13.1 34.7 21.2
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 15, 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 : 13,997: 3,895 5,442 2,250 5,964 4,495 12,109 12,187: 1,888 1,810
Old : 13,997: 3,895 5,442 2,250 5,964 4,495 12,109 12,187: 1,888 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -665: -148 29 -291 -165 -337 -604 -599: -61 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 38.9 16.1 42.6 32.1 86.5 87.1: 13.5 12.9
Old : 100.0: 27.8 38.9 16.1 42.6 32.1 86.5 87.1: 13.5 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 : 99: 29 31 9 18 26 52 65:
Old : 99: 29 31 9 18 26 52 65:
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 : 30.0 24.7 54.2 40.1 30.0 23.3 49.1 37.3
Old : 30.0 24.7 54.2 40.1 30.0 23.3 49.1 37.3
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 15, 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 : 33,531: 9,756 7,824 7,033 11,558 6,803 28,347 21,660: 5,184 11,871
Old : 33,531: 9,756 7,824 7,033 11,558 6,803 28,347 21,660: 5,184 11,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 1,126: 257 276 453 -143 -461 567 268: 559 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 23.3 21.0 34.5 20.3 84.5 64.6: 15.5 35.4
Old : 100.0: 29.1 23.3 21.0 34.5 20.3 84.5 64.6: 15.5 35.4
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 : 122: 29 35 27 29 36 79 82:
Old : 122: 29 35 27 29 36 79 82:
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 21.1 37.2 30.8 21.4 14.4 30.5 20.8
Old : 26.2 21.1 37.2 30.8 21.4 14.4 30.5 20.8
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 15, 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 : 97,365: 39,972 27,113 2,162 25,494 48,159 67,628 77,434: 29,737 19,931
Old : 97,365: 39,972 27,113 2,162 25,494 48,159 67,628 77,434: 29,737 19,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 5,976: 9,789 -9,022 -264 -4,663 18,896 4,862 9,610: 1,114 -3,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 27.8 2.2 26.2 49.5 69.5 79.5: 30.5 20.5
Old : 100.0: 41.1 27.8 2.2 26.2 49.5 69.5 79.5: 30.5 20.5
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 : 76: 27 16 4 17 21 47 39:
Old : 76: 27 16 4 17 21 47 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 : 21.3 29.2 31.9 48.7 21.3 29.2 31.8 46.6
Old : 21.3 29.2 31.9 48.7 21.3 29.2 31.8 46.6
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 15, 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 : 63,754: 32,874 17,830 29 6,877 36,637 39,780 54,496: 23,974 9,258
Old : 63,754: 32,874 17,830 29 6,877 36,637 39,780 54,496: 23,974 9,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 11,566: 14,789 -4,952 0 -5,523 18,827 9,266 13,875: 2,300 -2,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 28.0 0.0 10.8 57.5 62.4 85.5: 37.6 14.5
Old : 100.0: 51.6 28.0 0.0 10.8 57.5 62.4 85.5: 37.6 14.5
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 : 58: 24 15 1 7 16 31 32:
Old : 58: 24 15 1 7 16 31 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 : 23.7 37.8 37.0 54.6 23.6 37.8 36.0 53.9
Old : 23.7 37.8 37.0 54.6 23.6 37.8 36.0 53.9
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 15, 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 : 107,156: 87,130 14,789 322 12,336 89,986 99,788 105,097: 7,368 2,059
Old : 107,156: 87,130 14,789 322 12,336 89,986 99,788 105,097: 7,368 2,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 6,781: 4,350 4,199 12 3,033 8,331 7,395 12,542: -614 -5,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 13.8 0.3 11.5 84.0 93.1 98.1: 6.9 1.9
Old : 100.0: 81.3 13.8 0.3 11.5 84.0 93.1 98.1: 6.9 1.9
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 : 94: 60 15 1 8 15 68 31:
Old : 94: 60 15 1 8 15 68 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 68.3 55.4 88.0 41.4 68.0 55.4 87.0
Old : 41.4 68.3 55.4 88.0 41.4 68.0 55.4 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, July 15, 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 : 108,703: 50,345 43,922 453 37,035 41,007 87,833 85,382: 20,870 23,321
Old : 108,703: 50,345 43,922 453 37,035 41,007 87,833 85,382: 20,870 23,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 24,967: 19,089 4,368 129 4,498 22,458 23,716 26,955: 1,251 -1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 40.4 0.4 34.1 37.7 80.8 78.5: 19.2 21.5
Old : 100.0: 46.3 40.4 0.4 34.1 37.7 80.8 78.5: 19.2 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 31 6 12 18 37 50:
Old : 75: 20 31 6 12 18 37 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 31.4 49.3 44.6 31.1 31.4 48.4 44.6
Old : 31.1 31.4 49.3 44.6 31.1 31.4 48.4 44.6
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 15, 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 : 213,992: 77,600 27,495 384 103,912 166,517 181,896 194,396: 32,096 19,596
Old : 213,992: 77,600 27,495 384 103,912 166,517 181,896 194,396: 32,096 19,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 38,564: 37,081 -7,699 -145 -3,995 49,394 32,941 41,550: 5,623 -2,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 12.8 0.2 48.6 77.8 85.0 90.8: 15.0 9.2
Old : 100.0: 36.3 12.8 0.2 48.6 77.8 85.0 90.8: 15.0 9.2
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 : 98: 40 20 2 22 25 64 45:
Old : 98: 40 20 2 22 25 64 45:
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 : 36.1 58.7 49.1 68.7 26.2 44.4 35.3 52.2
Old : 36.1 58.7 49.1 68.7 26.2 44.4 35.3 52.2
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 15, 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 : 183,536: 85,052 62,003 3,365 45,934 78,687 134,351 144,055: 49,185 39,481
Old : 183,536: 85,052 62,003 3,365 45,934 78,687 134,351 144,055: 49,185 39,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 7,325: 3,842 4,800 482 1,769 8,771 6,093 14,053: 1,232 -6,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 33.8 1.8 25.0 42.9 73.2 78.5: 26.8 21.5
Old : 100.0: 46.3 33.8 1.8 25.0 42.9 73.2 78.5: 26.8 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 54 43 11 27 33 88 80:
Old : 143: 54 43 11 27 33 88 80:
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 : 19.3 33.0 32.8 43.9 19.1 33.0 32.7 43.2
Old : 19.3 33.0 32.8 43.9 19.1 33.0 32.7 43.2
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 15, 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 : 29,068: 13,581 8,254 0 12,655 19,023 26,236 27,277: 2,832 1,791
Old : 29,068: 13,581 8,254 0 12,655 19,023 26,236 27,277: 2,832 1,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -1,455: 1,369 -1,817 0 -1,437 418 -68 -1,399: -1,387 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 28.4 0.0 43.5 65.4 90.3 93.8: 9.7 6.2
Old : 100.0: 46.7 28.4 0.0 43.5 65.4 90.3 93.8: 9.7 6.2
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 : 38: 16 4 0 11 12 27 16:
Old : 38: 16 4 0 11 12 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 83.5 66.7 90.2 50.6 80.6 66.6 87.2
Old : 50.6 83.5 66.7 90.2 50.6 80.6 66.6 87.2
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 15, 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 : 9,679,243: 1,712,998 621,712 739,549 6,209,993 7,354,157 8,662,540 8,715,418: 1,016,703 963,825
Old : 9,679,243: 1,712,998 621,712 739,549 6,209,993 7,354,157 8,662,540 8,715,418: 1,016,703 963,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 219,844: 120,592 -181,067 93,785 33,869 293,994 248,246 206,712: -28,402 13,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.4 7.6 64.2 76.0 89.5 90.0: 10.5 10.0
Old : 100.0: 17.7 6.4 7.6 64.2 76.0 89.5 90.0: 10.5 10.0
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 : 248: 74 29 79 117 122 226 208:
Old : 248: 74 29 79 117 122 226 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 30.4 38.6 43.8 27.0 23.0 33.9 34.2
Old : 29.7 30.4 38.6 43.8 27.0 23.0 33.9 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, July 15, 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 : 557,329: 80,235 51,679 12,493 359,635 366,467 452,363 430,639: 104,966 126,690
Old : 557,329: 80,235 51,679 12,493 359,635 366,467 452,363 430,639: 104,966 126,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 21,021: 5,236 -1,247 1,807 11,246 12,110 18,289 12,670: 2,732 8,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.3 2.2 64.5 65.8 81.2 77.3: 18.8 22.7
Old : 100.0: 14.4 9.3 2.2 64.5 65.8 81.2 77.3: 18.8 22.7
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 : 198: 46 47 23 75 58 139 110:
Old : 198: 46 47 23 75 58 139 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 28.3 31.6 40.2 22.2 28.3 31.2 40.2
Old : 22.6 28.3 31.6 40.2 22.2 28.3 31.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 15, 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 : 2,551,139: 432,921 626,986 72,873 1,541,883 1,650,049 2,047,677 2,349,908: 503,462 201,231
Old : 2,551,139: 432,921 626,986 72,873 1,541,883 1,650,049 2,047,677 2,349,908: 503,462 201,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 245,513: 79,656 -19,533 12,020 75,541 231,280 167,217 223,767: 78,296 21,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 24.6 2.9 60.4 64.7 80.3 92.1: 19.7 7.9
Old : 100.0: 17.0 24.6 2.9 60.4 64.7 80.3 92.1: 19.7 7.9
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 : 383: 103 113 49 108 109 233 249:
Old : 383: 103 113 49 108 109 233 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 21.1 28.4 32.2 13.6 18.1 22.4 28.1
Old : 18.6 21.1 28.4 32.2 13.6 18.1 22.4 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, July 15, 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 : 97,321: 13,143 29,365 60 71,668 64,095 84,871 93,520: 12,450 3,801
Old : 97,321: 13,143 29,365 60 71,668 64,095 84,871 93,520: 12,450 3,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 4,646: 108 2,370 0 3,488 2,841 3,596 5,211: 1,050 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 30.2 0.1 73.6 65.9 87.2 96.1: 12.8 3.9
Old : 100.0: 13.5 30.2 0.1 73.6 65.9 87.2 96.1: 12.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 13 18 1 40 28 54 46:
Old : 88: 13 18 1 40 28 54 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 41.9 46.5 60.6 25.8 40.5 43.9 59.2
Old : 28.0 41.9 46.5 60.6 25.8 40.5 43.9 59.2
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 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 30,081: 3,825 7,326 0 19,433 17,256 23,258 24,582: 6,823 5,499
Old : 30,081: 3,825 7,326 0 19,433 17,256 23,258 24,582: 6,823 5,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 3,754: 103 115 0 3,924 2,878 4,027 2,993: -273 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 24.4 0.0 64.6 57.4 77.3 81.7: 22.7 18.3
Old : 100.0: 12.7 24.4 0.0 64.6 57.4 77.3 81.7: 22.7 18.3
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 : 45: 8 8 0 19 17 27 25:
Old : 45: 8 8 0 19 17 27 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 : 48.4 37.2 60.9 56.5 46.9 37.2 59.2 56.5
Old : 48.4 37.2 60.9 56.5 46.9 37.2 59.2 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 15, 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 : 303,235: 103,710 112,870 7,064 172,613 159,059 283,387 278,993: 19,848 24,242
Old : 303,235: 103,710 112,870 7,064 172,613 159,059 283,387 278,993: 19,848 24,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -3,491: 1,179 499 2,655 -6,400 -2,351 -2,566 803: -925 -4,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 37.2 2.3 56.9 52.5 93.5 92.0: 6.5 8.0
Old : 100.0: 34.2 37.2 2.3 56.9 52.5 93.5 92.0: 6.5 8.0
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 : 229: 59 71 16 53 57 119 138:
Old : 229: 59 71 16 53 57 119 138:
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 : 28.4 22.9 42.5 35.6 25.4 19.6 37.3 31.3
Old : 28.4 22.9 42.5 35.6 25.4 19.6 37.3 31.3
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 15, 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 : 105,902: 69,126 13,058 643 6,361 82,907 76,130 96,608: 29,772 9,294
Old : 105,902: 69,126 13,058 643 6,361 82,907 76,130 96,608: 29,772 9,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 8,737: 9,360 2,598 -33 -568 15,718 8,759 18,283: -22 -9,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 12.3 0.6 6.0 78.3 71.9 91.2: 28.1 8.8
Old : 100.0: 65.3 12.3 0.6 6.0 78.3 71.9 91.2: 28.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 31 12 1 12 18 44 30:
Old : 65: 31 12 1 12 18 44 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 : 28.4 57.5 42.7 70.9 28.4 56.7 42.7 70.0
Old : 28.4 57.5 42.7 70.9 28.4 56.7 42.7 70.0
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 15, 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 : 38,040: 993 18,090 0 28,542 16,329 29,535 34,419: 8,505 3,621
Old : 38,040: 993 18,090 0 28,542 16,329 29,535 34,419: 8,505 3,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 4,198: 133 2,817 0 2,517 2,086 2,650 4,903: 1,548 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 47.6 0.0 75.0 42.9 77.6 90.5: 22.4 9.5
Old : 100.0: 2.6 47.6 0.0 75.0 42.9 77.6 90.5: 22.4 9.5
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 : 50: 2 17 0 17 19 19 36:
Old : 50: 2 17 0 17 19 19 36:
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 : 57.2 34.2 67.7 52.4 50.7 34.2 61.2 50.5
Old : 57.2 34.2 67.7 52.4 50.7 34.2 61.2 50.5
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 15, 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 : 674,114: 92,573 294,371 1,038 565,066 330,980 658,677 626,389: 15,437 47,725
Old : 674,114: 92,573 294,371 1,038 565,066 330,980 658,677 626,389: 15,437 47,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 20,879: 10,174 15,111 -484 9,486 479 19,176 15,106: 1,703 5,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 43.7 0.2 83.8 49.1 97.7 92.9: 2.3 7.1
Old : 100.0: 13.7 43.7 0.2 83.8 49.1 97.7 92.9: 2.3 7.1
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 : 258: 34 117 10 61 68 102 188:
Old : 258: 34 117 10 61 68 102 188:
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 22.1 75.9 33.4 54.7 22.1 72.8 32.5
Old : 57.9 22.1 75.9 33.4 54.7 22.1 72.8 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 15, 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 : 73,754: 13,449 35,060 402 51,541 30,548 65,392 66,010: 8,362 7,744
Old : 73,754: 13,449 35,060 402 51,541 30,548 65,392 66,010: 8,362 7,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 4,886: 2,324 4,025 397 2,649 740 5,370 5,162: -484 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 47.5 0.5 69.9 41.4 88.7 89.5: 11.3 10.5
Old : 100.0: 18.2 47.5 0.5 69.9 41.4 88.7 89.5: 11.3 10.5
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 : 70: 17 22 3 13 21 33 43:
Old : 70: 17 22 3 13 21 33 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 : 52.4 45.7 69.8 60.8 52.4 45.7 69.1 59.1
Old : 52.4 45.7 69.8 60.8 52.4 45.7 69.1 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, July 15, 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 : 53,567: 8,118 7,021 421 22,137 38,897 30,676 46,339: 22,891 7,228
Old : 53,567: 8,118 7,021 421 22,137 38,897 30,676 46,339: 22,891 7,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 6,166: 2,343 1,943 -53 1,752 4,523 4,042 6,413: 2,124 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.1 0.8 41.3 72.6 57.3 86.5: 42.7 13.5
Old : 100.0: 15.2 13.1 0.8 41.3 72.6 57.3 86.5: 42.7 13.5
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 : 57: 13 12 2 17 22 32 34:
Old : 57: 13 12 2 17 22 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 45.9 38.7 61.0 23.1 45.0 32.3 57.5
Old : 28.2 45.9 38.7 61.0 23.1 45.0 32.3 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 15, 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 : 18,698: 4,441 11,080 52 12,052 6,163 16,545 17,295: 2,153 1,403
Old : 18,698: 4,441 11,080 52 12,052 6,163 16,545 17,295: 2,153 1,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 225: 4 -204 0 -18 265 -14 61: 239 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 59.3 0.3 64.5 33.0 88.5 92.5: 11.5 7.5
Old : 100.0: 23.8 59.3 0.3 64.5 33.0 88.5 92.5: 11.5 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 : 28: 9 7 1 8 6 17 14:
Old : 28: 9 7 1 8 6 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 62.8 75.2 83.4 58.6 62.8 67.8 79.6
Old : 64.9 62.8 75.2 83.4 58.6 62.8 67.8 79.6
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 15, 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 : 16,371: 6,511 693 44 7,889 14,188 14,444 14,925: 1,927 1,446
Old : 16,371: 6,511 693 44 7,889 14,188 14,444 14,925: 1,927 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 165: 168 119 -137 230 120 261 102: -96 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 4.2 0.3 48.2 86.7 88.2 91.2: 11.8 8.8
Old : 100.0: 39.8 4.2 0.3 48.2 86.7 88.2 91.2: 11.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 4 2 7 6 19 12:
Old : 25: 12 4 2 7 6 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 85.5 75.3 89.5 59.4 83.9 74.0 87.2
Old : 60.6 85.5 75.3 89.5 59.4 83.9 74.0 87.2
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 15, 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 : 11,524: 1,080 279 14 8,104 8,865 9,198 9,158: 2,326 2,366
Old : 11,524: 1,080 279 14 8,104 8,865 9,198 9,158: 2,326 2,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -1,199: -200 -906 0 263 315 63 -591: -1,262 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.4 0.1 70.3 76.9 79.8 79.5: 20.2 20.5
Old : 100.0: 9.4 2.4 0.1 70.3 76.9 79.8 79.5: 20.2 20.5
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 : 24: 4 2 2 12 11 17 14:
Old : 24: 4 2 2 12 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 58.6 64.4 73.4 44.8 53.4 61.2 66.4
Old : 46.8 58.6 64.4 73.4 44.8 53.4 61.2 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2008