BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,100: 0 0 0 3,113 3,966 3,113 3,966: 987 134
Old : 4,100: 0 0 0 3,113 3,966 3,113 3,966: 987 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 123: 0 0 0 85 107 85 107: 38 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 75.9 96.7 75.9 96.7: 24.1 3.3
Old : 100.0: 0.0 0.0 0.0 75.9 96.7 75.9 96.7: 24.1 3.3
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 : 20: 0 0 0 14 9 14 9:
Old : 20: 0 0 0 14 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 77.0 61.3 96.5 43.1 75.1 60.5 93.0
Old : 43.1 77.0 61.3 96.5 43.1 75.1 60.5 93.0
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 22, 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 : 33,414: 5,908 2,001 539 22,783 23,486 29,230 26,026: 4,184 7,388
Old : 33,414: 5,908 2,001 539 22,783 23,486 29,230 26,026: 4,184 7,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 94: -326 -73 179 -57 135 -204 241: 298 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.0 1.6 68.2 70.3 87.5 77.9: 12.5 22.1
Old : 100.0: 17.7 6.0 1.6 68.2 70.3 87.5 77.9: 12.5 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 : 58: 13 13 17 24 21 46 42:
Old : 58: 13 13 17 24 21 46 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 : 46.9 40.6 65.9 56.6 46.9 37.1 62.6 51.8
Old : 46.9 40.6 65.9 56.6 46.9 37.1 62.6 51.8
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 22, 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 : 237,818: 51,467 37,376 49,485 110,029 118,833 210,981 205,694: 26,837 32,124
Old : 108,891: 29,115 43,932 8,040 60,484 42,286 97,639 94,258: 11,252 14,633
Other: 128,927: 43,596 14,688 20,201 49,545 76,547 113,342 111,436: 15,585 17,491
: : :
: : Changes in Commitments from: July 15, 2008 :
: -6,430: -4,071 -8,203 4,286 -4,588 -2,644 -4,373 -6,561: -2,057 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.7 20.8 46.3 50.0 88.7 86.5: 11.3 13.5
Old : 100.0: 26.7 40.3 7.4 55.5 38.8 89.7 86.6: 10.3 13.4
Other: 100.0: 33.8 11.4 15.7 38.4 59.4 87.9 86.4: 12.1 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 94 72 93 39 54 190 185:
Old : 222: 76 80 39 33 44 133 143:
Other: 200: 76 53 52 29 48 139 124:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 25.9 40.7 35.2 23.3 24.0 34.0 30.4
Old : 39.5 23.2 51.3 32.9 39.5 22.5 51.3 31.5
Other: 30.8 34.6 44.9 45.6 26.7 33.0 40.2 42.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, July 22, 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 : 1,802: 584 684 12 411 490 1,007 1,186: 795 616
Old : 1,421: 559 527 11 154 469 724 1,007: 697 414
Other: 381: 25 157 1 257 21 283 179: 98 202
: : :
: : Changes in Commitments from: July 15, 2008 :
: -158: -168 79 -70 111 -189 -127 -180: -31 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 38.0 0.7 22.8 27.2 55.9 65.8: 44.1 34.2
Old : 100.0: 39.3 37.1 0.8 10.8 33.0 51.0 70.9: 49.0 29.1
Other: 100.0: 6.6 41.2 0.3 67.5 5.5 74.3 47.0: 25.7 53.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 7 1 5 3 14 10:
Old : 22: 8 7 1 5 3 14 10:
Other: 8: 1 2 1 2 2 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 30.5 49.6 48.0 61.7 30.5 49.6 48.0 60.8
Old : 29.7 51.9 42.4 65.7 29.7 51.9 42.4 64.5
Other: 74.3 46.7 74.3 47.0 74.0 46.7 74.0 46.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 22, 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 : 298,308: 83,028 51,263 54,611 136,613 130,871 274,252 236,745: 24,056 61,563
Old : 298,308: 83,028 51,263 54,611 136,613 130,871 274,252 236,745: 24,056 61,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 3,936: 995 11,943 2,248 1,448 -9,264 4,691 4,927: -755 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 17.2 18.3 45.8 43.9 91.9 79.4: 8.1 20.6
Old : 100.0: 27.8 17.2 18.3 45.8 43.9 91.9 79.4: 8.1 20.6
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 : 361: 108 74 97 68 143 226 284:
Old : 361: 108 74 97 68 143 226 284:
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 : 22.0 14.4 34.4 22.5 21.8 13.0 34.1 20.8
Old : 22.0 14.4 34.4 22.5 21.8 13.0 34.1 20.8
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 22, 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 : 14,253: 3,850 5,708 2,530 6,035 4,298 12,415 12,536: 1,838 1,717
Old : 14,253: 3,850 5,708 2,530 6,035 4,298 12,415 12,536: 1,838 1,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 256: -45 266 280 71 -197 306 349: -50 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 40.0 17.8 42.3 30.2 87.1 88.0: 12.9 12.0
Old : 100.0: 27.0 40.0 17.8 42.3 30.2 87.1 88.0: 12.9 12.0
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 : 109: 35 35 17 19 26 62 74:
Old : 109: 35 35 17 19 26 62 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 24.3 51.9 38.8 29.3 23.1 47.7 35.2
Old : 29.3 24.3 51.9 38.8 29.3 23.1 47.7 35.2
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 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 34,364: 11,056 7,159 7,437 10,073 6,817 28,566 21,413: 5,798 12,951
Old : 34,364: 11,056 7,159 7,437 10,073 6,817 28,566 21,413: 5,798 12,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 833: 1,300 -665 404 -1,485 14 219 -247: 614 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 20.8 21.6 29.3 19.8 83.1 62.3: 16.9 37.7
Old : 100.0: 32.2 20.8 21.6 29.3 19.8 83.1 62.3: 16.9 37.7
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 : 125: 33 33 30 30 37 86 83:
Old : 125: 33 33 30 30 37 86 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 : 21.5 20.3 33.9 30.0 17.9 13.8 26.7 19.8
Old : 21.5 20.3 33.9 30.0 17.9 13.8 26.7 19.8
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 22, 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 : 99,845: 43,572 21,683 3,280 22,765 53,058 69,617 78,021: 30,228 21,824
Old : 99,845: 43,572 21,683 3,280 22,765 53,058 69,617 78,021: 30,228 21,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,480: 3,600 -5,430 1,118 -2,729 4,899 1,989 587: 491 1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 21.7 3.3 22.8 53.1 69.7 78.1: 30.3 21.9
Old : 100.0: 43.6 21.7 3.3 22.8 53.1 69.7 78.1: 30.3 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 30 14 6 18 21 51 39:
Old : 78: 30 14 6 18 21 51 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 : 22.0 27.0 33.0 46.7 22.0 27.0 33.0 46.0
Old : 22.0 27.0 33.0 46.7 22.0 27.0 33.0 46.0
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 22, 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 : 51,791: 17,900 19,566 0 12,680 19,115 30,580 38,681: 21,211 13,110
Old : 51,791: 17,900 19,566 0 12,680 19,115 30,580 38,681: 21,211 13,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -11,963: -14,974 1,736 -29 5,803 -17,522 -9,200 -15,815: -2,763 3,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 37.8 0.0 24.5 36.9 59.0 74.7: 41.0 25.3
Old : 100.0: 34.6 37.8 0.0 24.5 36.9 59.0 74.7: 41.0 25.3
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 : 47: 15 14 0 11 11 26 25:
Old : 47: 15 14 0 11 11 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 : 25.2 37.4 37.5 53.2 24.0 36.9 36.3 52.2
Old : 25.2 37.4 37.5 53.2 24.0 36.9 36.3 52.2
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 22, 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 : 111,592: 97,975 7,838 1,449 5,575 100,316 104,999 109,603: 6,593 1,989
Old : 111,592: 97,975 7,838 1,449 5,575 100,316 104,999 109,603: 6,593 1,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 4,436: 10,845 -6,951 1,127 -6,761 10,330 5,211 4,506: -775 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 7.0 1.3 5.0 89.9 94.1 98.2: 5.9 1.8
Old : 100.0: 87.8 7.0 1.3 5.0 89.9 94.1 98.2: 5.9 1.8
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 : 101: 65 13 2 9 17 75 31:
Old : 101: 65 13 2 9 17 75 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 : 53.6 66.6 64.5 84.0 53.6 66.6 64.5 83.0
Old : 53.6 66.6 64.5 84.0 53.6 66.6 64.5 83.0
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 22, 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 : 107,323: 48,513 45,191 478 37,520 36,779 86,511 82,448: 20,812 24,875
Old : 107,323: 48,513 45,191 478 37,520 36,779 86,511 82,448: 20,812 24,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,380: -1,832 1,269 25 485 -4,228 -1,322 -2,934: -58 1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 42.1 0.4 35.0 34.3 80.6 76.8: 19.4 23.2
Old : 100.0: 45.2 42.1 0.4 35.0 34.3 80.6 76.8: 19.4 23.2
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 : 78: 20 33 6 12 19 37 53:
Old : 78: 20 33 6 12 19 37 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 27.3 51.9 40.4 32.0 27.3 50.7 40.4
Old : 32.8 27.3 51.9 40.4 32.0 27.3 50.7 40.4
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 22, 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 : 187,785: 48,433 37,909 644 114,167 130,431 163,244 168,984: 24,541 18,801
Old : 187,785: 48,433 37,909 644 114,167 130,431 163,244 168,984: 24,541 18,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -26,207: -29,167 10,414 260 10,255 -36,086 -18,652 -25,412: -7,555 -795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.2 0.3 60.8 69.5 86.9 90.0: 13.1 10.0
Old : 100.0: 25.8 20.2 0.3 60.8 69.5 86.9 90.0: 13.1 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 : 97: 36 22 3 25 23 63 46:
Old : 97: 36 22 3 25 23 63 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 : 44.0 50.9 57.8 64.2 31.0 35.6 40.1 45.9
Old : 44.0 50.9 57.8 64.2 31.0 35.6 40.1 45.9
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 22, 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 : 171,505: 70,588 66,517 3,238 52,550 58,424 126,376 128,179: 45,129 43,326
Old : 171,505: 70,588 66,517 3,238 52,550 58,424 126,376 128,179: 45,129 43,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -12,031: -14,464 4,514 -127 6,616 -20,263 -7,975 -15,876: -4,056 3,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 38.8 1.9 30.6 34.1 73.7 74.7: 26.3 25.3
Old : 100.0: 41.2 38.8 1.9 30.6 34.1 73.7 74.7: 26.3 25.3
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 : 137: 46 46 12 29 30 81 82:
Old : 137: 46 46 12 29 30 81 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 : 20.6 27.7 32.6 38.4 20.4 27.7 32.2 37.9
Old : 20.6 27.7 32.6 38.4 20.4 27.7 32.2 37.9
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 22, 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 : 27,932: 13,384 8,400 0 11,894 18,096 25,278 26,496: 2,654 1,436
Old : 27,932: 13,384 8,400 0 11,894 18,096 25,278 26,496: 2,654 1,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,136: -197 146 0 -761 -927 -958 -781: -178 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 30.1 0.0 42.6 64.8 90.5 94.9: 9.5 5.1
Old : 100.0: 47.9 30.1 0.0 42.6 64.8 90.5 94.9: 9.5 5.1
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 : 39: 15 6 0 11 12 26 18:
Old : 39: 15 6 0 11 12 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 81.9 68.6 91.1 52.1 80.0 68.6 89.1
Old : 52.1 81.9 68.6 91.1 52.1 80.0 68.6 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, July 22, 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 : 9,723,326: 1,614,549 602,938 756,227 6,359,312 7,374,839 8,730,088 8,734,004: 993,238 989,322
Old : 9,723,326: 1,614,549 602,938 756,227 6,359,312 7,374,839 8,730,088 8,734,004: 993,238 989,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 44,083: -98,449 -18,774 16,678 149,319 20,682 67,548 18,586: -23,465 25,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 6.2 7.8 65.4 75.8 89.8 89.8: 10.2 10.2
Old : 100.0: 16.6 6.2 7.8 65.4 75.8 89.8 89.8: 10.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 72 33 90 114 116 228 210:
Old : 246: 72 33 90 114 116 228 210:
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 31.1 39.2 44.9 26.4 23.6 34.0 35.3
Old : 29.7 31.1 39.2 44.9 26.4 23.6 34.0 35.3
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 22, 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 : 562,988: 77,107 45,089 12,339 368,210 370,204 457,656 427,632: 105,332 135,356
Old : 562,988: 77,107 45,089 12,339 368,210 370,204 457,656 427,632: 105,332 135,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 5,659: -3,128 -6,590 -154 8,575 3,737 5,293 -3,007: 366 8,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 8.0 2.2 65.4 65.8 81.3 76.0: 18.7 24.0
Old : 100.0: 13.7 8.0 2.2 65.4 65.8 81.3 76.0: 18.7 24.0
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 : 187: 46 38 20 76 56 136 100:
Old : 187: 46 38 20 76 56 136 100:
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 28.0 32.3 39.4 21.8 28.0 31.9 39.4
Old : 22.3 28.0 32.3 39.4 21.8 28.0 31.9 39.4
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 22, 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 : 2,435,264: 441,917 664,265 64,421 1,444,497 1,515,496 1,950,835 2,244,182: 484,429 191,082
Old : 2,435,264: 441,917 664,265 64,421 1,444,497 1,515,496 1,950,835 2,244,182: 484,429 191,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -115,875: 8,996 37,279 -8,452 -97,386 -134,553 -96,842 -105,726: -19,033 -10,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 27.3 2.6 59.3 62.2 80.1 92.2: 19.9 7.8
Old : 100.0: 18.1 27.3 2.6 59.3 62.2 80.1 92.2: 19.9 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 : 386: 107 115 50 104 109 240 245:
Old : 386: 107 115 50 104 109 240 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 18.6 28.5 28.2 13.1 14.8 22.1 23.7
Old : 18.5 18.6 28.5 28.2 13.1 14.8 22.1 23.7
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 22, 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 : 95,987: 12,363 30,103 361 69,381 61,980 82,105 92,444: 13,882 3,543
Old : 95,987: 12,363 30,103 361 69,381 61,980 82,105 92,444: 13,882 3,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,334: -780 738 301 -2,287 -2,115 -2,766 -1,076: 1,432 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 31.4 0.4 72.3 64.6 85.5 96.3: 14.5 3.7
Old : 100.0: 12.9 31.4 0.4 72.3 64.6 85.5 96.3: 14.5 3.7
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: 13 17 3 36 30 51 48:
Old : 84: 13 17 3 36 30 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 41.0 47.7 59.8 26.1 39.5 44.6 58.1
Old : 28.4 41.0 47.7 59.8 26.1 39.5 44.6 58.1
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 22, 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 : 28,437: 2,951 8,030 0 19,674 15,847 22,625 23,877: 5,812 4,560
Old : 28,437: 2,951 8,030 0 19,674 15,847 22,625 23,877: 5,812 4,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,644: -874 704 0 241 -1,409 -633 -705: -1,011 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 28.2 0.0 69.2 55.7 79.6 84.0: 20.4 16.0
Old : 100.0: 10.4 28.2 0.0 69.2 55.7 79.6 84.0: 20.4 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 11 0 19 15 23 26:
Old : 42: 4 11 0 19 15 23 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 : 51.2 39.3 64.3 61.2 49.6 39.3 62.5 61.2
Old : 51.2 39.3 64.3 61.2 49.6 39.3 62.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 22, 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 : 324,721: 94,154 143,502 9,691 192,802 143,925 296,647 297,118: 28,074 27,603
Old : 324,721: 94,154 143,502 9,691 192,802 143,925 296,647 297,118: 28,074 27,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 21,486: -9,556 30,632 2,627 20,189 -15,134 13,260 18,125: 8,226 3,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 44.2 3.0 59.4 44.3 91.4 91.5: 8.6 8.5
Old : 100.0: 29.0 44.2 3.0 59.4 44.3 91.4 91.5: 8.6 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 : 234: 67 69 18 56 53 135 129:
Old : 234: 67 69 18 56 53 135 129:
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 21.3 40.6 34.3 24.4 20.9 37.0 32.1
Old : 28.0 21.3 40.6 34.3 24.4 20.9 37.0 32.1
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 22, 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 : 107,776: 67,105 13,517 779 10,242 81,410 78,126 95,706: 29,650 12,070
Old : 107,776: 67,105 13,517 779 10,242 81,410 78,126 95,706: 29,650 12,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,874: -2,021 459 136 3,881 -1,497 1,996 -902: -122 2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 12.5 0.7 9.5 75.5 72.5 88.8: 27.5 11.2
Old : 100.0: 62.3 12.5 0.7 9.5 75.5 72.5 88.8: 27.5 11.2
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 : 60: 28 11 3 13 15 44 26:
Old : 60: 28 11 3 13 15 44 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 : 27.9 57.1 41.3 70.5 27.9 56.2 41.3 69.7
Old : 27.9 57.1 41.3 70.5 27.9 56.2 41.3 69.7
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 22, 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 : 35,842: 1,024 15,629 0 27,458 16,186 28,482 31,815: 7,360 4,027
Old : 35,842: 1,024 15,629 0 27,458 16,186 28,482 31,815: 7,360 4,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -2,198: 31 -2,461 0 -1,084 -143 -1,053 -2,604: -1,145 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 43.6 0.0 76.6 45.2 79.5 88.8: 20.5 11.2
Old : 100.0: 2.9 43.6 0.0 76.6 45.2 79.5 88.8: 20.5 11.2
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 : 49: 2 14 0 17 21 19 35:
Old : 49: 2 14 0 17 21 19 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 31.6 68.6 48.9 49.9 31.6 60.1 46.7
Old : 56.1 31.6 68.6 48.9 49.9 31.6 60.1 46.7
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 22, 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 : 630,143: 83,775 281,077 1,090 533,759 300,609 618,624 582,776: 11,519 47,367
Old : 630,143: 83,775 281,077 1,090 533,759 300,609 618,624 582,776: 11,519 47,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -43,971: -8,798 -13,294 52 -31,307 -30,371 -40,053 -43,613: -3,918 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 44.6 0.2 84.7 47.7 98.2 92.5: 1.8 7.5
Old : 100.0: 13.3 44.6 0.2 84.7 47.7 98.2 92.5: 1.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 32 116 10 59 73 97 193:
Old : 259: 32 116 10 59 73 97 193:
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 : 59.5 22.0 75.6 32.2 56.9 22.0 72.6 31.2
Old : 59.5 22.0 75.6 32.2 56.9 22.0 72.6 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 22, 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 : 75,267: 14,107 36,448 5 52,553 31,569 66,665 68,022: 8,602 7,245
Old : 75,267: 14,107 36,448 5 52,553 31,569 66,665 68,022: 8,602 7,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,513: 658 1,388 -397 1,012 1,021 1,273 2,012: 240 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 48.4 0.0 69.8 41.9 88.6 90.4: 11.4 9.6
Old : 100.0: 18.7 48.4 0.0 69.8 41.9 88.6 90.4: 11.4 9.6
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 : 70: 18 21 1 13 22 32 43:
Old : 70: 18 21 1 13 22 32 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 : 52.6 45.7 69.3 64.1 52.6 44.4 68.5 62.7
Old : 52.6 45.7 69.3 64.1 52.6 44.4 68.5 62.7
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 22, 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 : 52,053: 7,655 6,553 339 19,461 38,267 27,455 45,159: 24,598 6,894
Old : 52,053: 7,655 6,553 339 19,461 38,267 27,455 45,159: 24,598 6,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,514: -463 -468 -82 -2,676 -630 -3,221 -1,180: 1,707 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.6 0.7 37.4 73.5 52.7 86.8: 47.3 13.2
Old : 100.0: 14.7 12.6 0.7 37.4 73.5 52.7 86.8: 47.3 13.2
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 : 60: 16 9 2 23 17 41 26:
Old : 60: 16 9 2 23 17 41 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 : 19.2 53.8 29.5 66.2 17.5 49.4 24.4 61.2
Old : 19.2 53.8 29.5 66.2 17.5 49.4 24.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, July 22, 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 : 18,907: 4,906 10,753 52 12,544 6,603 17,502 17,408: 1,405 1,499
Old : 18,907: 4,906 10,753 52 12,544 6,603 17,502 17,408: 1,405 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 209: 465 -327 0 492 440 957 113: -748 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 56.9 0.3 66.3 34.9 92.6 92.1: 7.4 7.9
Old : 100.0: 25.9 56.9 0.3 66.3 34.9 92.6 92.1: 7.4 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 : 30: 10 6 1 9 8 19 15:
Old : 30: 10 6 1 9 8 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 62.4 76.0 81.4 59.0 62.4 68.8 77.5
Old : 65.3 62.4 76.0 81.4 59.0 62.4 68.8 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,707: 6,034 784 0 7,735 13,149 13,769 13,933: 938 774
Old : 14,707: 6,034 784 0 7,735 13,149 13,769 13,933: 938 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,664: -477 91 -44 -154 -1,039 -675 -992: -989 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 5.3 0.0 52.6 89.4 93.6 94.7: 6.4 5.3
Old : 100.0: 41.0 5.3 0.0 52.6 89.4 93.6 94.7: 6.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 5 0 6 6 17 11:
Old : 25: 11 5 0 6 6 17 11:
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 : 67.5 88.1 83.2 92.5 66.1 88.1 81.8 91.8
Old : 67.5 88.1 83.2 92.5 66.1 88.1 81.8 91.8
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 22, 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 : 12,488: 1,080 727 14 8,230 9,193 9,324 9,934: 3,164 2,554
Old : 12,488: 1,080 727 14 8,230 9,193 9,324 9,934: 3,164 2,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 964: 0 448 0 126 328 126 776: 838 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.8 0.1 65.9 73.6 74.7 79.5: 25.3 20.5
Old : 100.0: 8.6 5.8 0.1 65.9 73.6 74.7 79.5: 25.3 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 : 25: 4 3 2 12 11 17 15:
Old : 25: 4 3 2 12 11 17 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 : 46.4 55.7 61.4 71.7 44.5 53.0 59.6 67.6
Old : 46.4 55.7 61.4 71.7 44.5 53.0 59.6 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2008