BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, July 29, 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 : 4,189: 0 0 0 3,180 4,033 3,180 4,033: 1,009 156 Old : 4,189: 0 0 0 3,180 4,033 3,180 4,033: 1,009 156 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 89: 0 0 0 67 67 67 67: 22 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 75.9 96.3 75.9 96.3: 24.1 3.7 Old : 100.0: 0.0 0.0 0.0 75.9 96.3 75.9 96.3: 24.1 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 : 20: 0 0 0 14 8 14 8: Old : 20: 0 0 0 14 8 14 8: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 77.1 61.0 96.3 43.4 75.3 60.7 92.9 Old : 43.4 77.1 61.0 96.3 43.4 75.3 60.7 92.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, July 29, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 34,358: 6,084 1,955 626 23,671 24,657 30,381 27,238: 3,977 7,120 Old : 34,358: 6,084 1,955 626 23,671 24,657 30,381 27,238: 3,977 7,120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 944: 176 -46 87 888 1,171 1,151 1,212: -207 -268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 5.7 1.8 68.9 71.8 88.4 79.3: 11.6 20.7 Old : 100.0: 17.7 5.7 1.8 68.9 71.8 88.4 79.3: 11.6 20.7 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 : 60: 13 14 13 23 21 42 42: Old : 60: 13 14 13 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 : 47.0 40.5 66.3 56.3 46.9 36.8 61.5 51.3 Old : 47.0 40.5 66.3 56.3 46.9 36.8 61.5 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, July 29, 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 : 232,238: 44,780 38,828 50,589 109,807 111,167 205,176 200,584: 27,062 31,654 Old : 99,245: 24,061 49,438 4,886 59,813 31,438 88,760 85,762: 10,485 13,483 Other: 132,993: 45,716 14,387 20,706 49,994 79,729 116,416 114,822: 16,577 18,171 : : : : : Changes in Commitments from: July 22, 2008 : : -5,580: -6,687 1,452 1,104 -222 -7,666 -5,805 -5,110: 225 -470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 16.7 21.8 47.3 47.9 88.3 86.4: 11.7 13.6 Old : 100.0: 24.2 49.8 4.9 60.3 31.7 89.4 86.4: 10.6 13.6 Other: 100.0: 34.4 10.8 15.6 37.6 59.9 87.5 86.3: 12.5 13.7 : : : :# Traders : Number of Traders in Each Category : All : 244: 85 69 90 38 54 180 178: Old : 206: 63 79 35 31 44 117 137: Other: 193: 75 43 50 32 49 137 120: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.1 27.3 40.6 37.2 26.5 24.5 38.1 32.2 Old : 42.3 18.1 54.8 28.0 42.3 18.1 54.8 26.7 Other: 29.6 35.5 43.1 48.7 26.0 33.7 37.4 45.0 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, July 29, 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 : 294,381: 78,699 59,157 50,544 141,824 126,656 271,067 236,357: 23,314 58,024 Old : 294,381: 78,699 59,157 50,544 141,824 126,656 271,067 236,357: 23,314 58,024 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -3,927: -4,329 7,894 -4,067 5,211 -4,215 -3,185 -388: -742 -3,539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 20.1 17.2 48.2 43.0 92.1 80.3: 7.9 19.7 Old : 100.0: 26.7 20.1 17.2 48.2 43.0 92.1 80.3: 7.9 19.7 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 : 346: 88 80 95 72 141 217 280: Old : 346: 88 80 95 72 141 217 280: 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 14.7 35.6 23.0 21.7 13.3 35.4 20.8 Old : 22.0 14.7 35.6 23.0 21.7 13.3 35.4 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 29, 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 : 14,562: 3,835 5,296 2,669 6,012 4,686 12,516 12,651: 2,046 1,911 Old : 14,562: 3,835 5,296 2,669 6,012 4,686 12,516 12,651: 2,046 1,911 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 309: -15 -412 139 -23 388 101 115: 208 194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 36.4 18.3 41.3 32.2 85.9 86.9: 14.1 13.1 Old : 100.0: 26.3 36.4 18.3 41.3 32.2 85.9 86.9: 14.1 13.1 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 : 111: 36 35 18 20 25 68 71: Old : 111: 36 35 18 20 25 68 71: 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 : 27.4 24.6 49.2 39.1 27.4 22.7 45.7 35.3 Old : 27.4 24.6 49.2 39.1 27.4 22.7 45.7 35.3 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 29, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 32,461: 11,912 6,893 7,195 8,519 6,909 27,626 20,997: 4,835 11,464 Old : 32,461: 11,912 6,893 7,195 8,519 6,909 27,626 20,997: 4,835 11,464 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -1,903: 856 -266 -242 -1,554 92 -940 -416: -963 -1,487 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 21.2 22.2 26.2 21.3 85.1 64.7: 14.9 35.3 Old : 100.0: 36.7 21.2 22.2 26.2 21.3 85.1 64.7: 14.9 35.3 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 : 120: 34 31 30 30 31 86 77: Old : 120: 34 31 30 30 31 86 77: 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 : 22.9 21.5 36.5 30.7 18.6 14.2 27.6 21.1 Old : 22.9 21.5 36.5 30.7 18.6 14.2 27.6 21.1 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 29, 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 : 97,065: 29,682 31,928 3,570 35,531 40,381 68,783 75,879: 28,282 21,186 Old : 97,065: 29,682 31,928 3,570 35,531 40,381 68,783 75,879: 28,282 21,186 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -2,780: -13,890 10,245 290 12,766 -12,677 -834 -2,142: -1,946 -638 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 32.9 3.7 36.6 41.6 70.9 78.2: 29.1 21.8 Old : 100.0: 30.6 32.9 3.7 36.6 41.6 70.9 78.2: 29.1 21.8 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 : 80: 24 18 5 21 23 47 45: Old : 80: 24 18 5 21 23 47 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 : 21.9 26.0 33.8 42.8 20.2 26.0 30.4 42.8 Old : 21.9 26.0 33.8 42.8 20.2 26.0 30.4 42.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, July 29, 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 : 56,449: 17,401 22,056 0 22,274 18,567 39,675 40,623: 16,774 15,826 Old : 56,449: 17,401 22,056 0 22,274 18,567 39,675 40,623: 16,774 15,826 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 4,658: -499 2,490 0 9,594 -548 9,095 1,942: -4,437 2,716 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 39.1 0.0 39.5 32.9 70.3 72.0: 29.7 28.0 Old : 100.0: 30.8 39.1 0.0 39.5 32.9 70.3 72.0: 29.7 28.0 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 : 50: 13 17 0 13 12 26 29: Old : 50: 13 17 0 13 12 26 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.9 36.0 48.7 49.8 35.7 36.0 47.5 48.2 Old : 36.9 36.0 48.7 49.8 35.7 36.0 47.5 48.2 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 29, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 104,551: 90,545 11,777 305 5,693 91,016 96,543 103,098: 8,008 1,453 Old : 104,551: 90,545 11,777 305 5,693 91,016 96,543 103,098: 8,008 1,453 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -7,041: -7,430 3,939 -1,144 118 -9,300 -8,456 -6,505: 1,415 -536 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 11.3 0.3 5.4 87.1 92.3 98.6: 7.7 1.4 Old : 100.0: 86.6 11.3 0.3 5.4 87.1 92.3 98.6: 7.7 1.4 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 : 102: 67 13 1 9 16 76 30: Old : 102: 67 13 1 9 16 76 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 : 50.5 64.2 61.7 83.1 50.5 64.2 61.7 82.1 Old : 50.5 64.2 61.7 83.1 50.5 64.2 61.7 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, July 29, 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 : 102,737: 43,269 41,809 573 39,755 36,064 83,597 78,446: 19,140 24,291 Old : 102,737: 43,269 41,809 573 39,755 36,064 83,597 78,446: 19,140 24,291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -4,586: -5,244 -3,382 95 2,235 -715 -2,914 -4,002: -1,672 -584 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.1 40.7 0.6 38.7 35.1 81.4 76.4: 18.6 23.6 Old : 100.0: 42.1 40.7 0.6 38.7 35.1 81.4 76.4: 18.6 23.6 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 : 73: 17 31 5 14 19 35 51: Old : 73: 17 31 5 14 19 35 51: 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 : 36.3 28.2 54.6 40.4 34.7 27.7 52.7 39.9 Old : 36.3 28.2 54.6 40.4 34.7 27.7 52.7 39.9 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 29, 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 : 178,959: 39,162 45,442 653 117,604 109,446 157,419 155,541: 21,540 23,418 Old : 178,959: 39,162 45,442 653 117,604 109,446 157,419 155,541: 21,540 23,418 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -8,826: -9,271 7,533 9 3,437 -20,985 -5,825 -13,443: -3,001 4,617 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 25.4 0.4 65.7 61.2 88.0 86.9: 12.0 13.1 Old : 100.0: 21.9 25.4 0.4 65.7 61.2 88.0 86.9: 12.0 13.1 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 : 91: 28 27 6 24 21 56 50: Old : 91: 28 27 6 24 21 56 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 : 50.0 45.4 63.8 60.2 36.7 29.6 45.2 41.0 Old : 50.0 45.4 63.8 60.2 36.7 29.6 45.2 41.0 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 29, 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 : 149,933: 51,585 67,803 2,528 54,512 35,374 108,625 105,705: 41,308 44,228 Old : 149,933: 51,585 67,803 2,528 54,512 35,374 108,625 105,705: 41,308 44,228 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -21,572: -19,003 1,286 -710 1,962 -23,050 -17,751 -22,474: -3,821 902 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 45.2 1.7 36.4 23.6 72.4 70.5: 27.6 29.5 Old : 100.0: 34.4 45.2 1.7 36.4 23.6 72.4 70.5: 27.6 29.5 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 : 129: 40 45 12 26 32 72 83: Old : 129: 40 45 12 26 32 72 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 : 25.0 19.0 35.9 29.4 24.7 19.0 34.9 28.5 Old : 25.0 19.0 35.9 29.4 24.7 19.0 34.9 28.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, July 29, 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 : 28,995: 11,649 10,065 0 14,667 17,116 26,316 27,181: 2,679 1,814 Old : 28,995: 11,649 10,065 0 14,667 17,116 26,316 27,181: 2,679 1,814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 1,063: -1,735 1,665 0 2,773 -980 1,038 685: 25 378 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 34.7 0.0 50.6 59.0 90.8 93.7: 9.2 6.3 Old : 100.0: 40.2 34.7 0.0 50.6 59.0 90.8 93.7: 9.2 6.3 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 : 39: 12 9 0 13 10 25 19: Old : 39: 12 9 0 13 10 25 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 78.6 69.1 86.4 50.7 72.7 65.8 80.5 Old : 50.7 78.6 69.1 86.4 50.7 72.7 65.8 80.5 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 29, 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 : 9,674,254: 1,587,468 634,907 766,618 6,357,875 7,357,326 8,711,961 8,758,851: 962,293 915,403 Old : 9,674,254: 1,587,468 634,907 766,618 6,357,875 7,357,326 8,711,961 8,758,851: 962,293 915,403 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -49,072: -27,081 31,969 10,391 -1,437 -17,513 -18,127 24,847: -30,945 -73,919 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 6.6 7.9 65.7 76.1 90.1 90.5: 9.9 9.5 Old : 100.0: 16.4 6.6 7.9 65.7 76.1 90.1 90.5: 9.9 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 : 248: 69 37 90 116 118 227 216: Old : 248: 69 37 90 116 118 227 216: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 30.8 39.8 44.3 26.8 23.1 33.6 34.3 Old : 29.9 30.8 39.8 44.3 26.8 23.1 33.6 34.3 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 29, 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 : 566,172: 70,324 46,464 11,302 376,271 372,614 457,897 430,380: 108,275 135,792 Old : 566,172: 70,324 46,464 11,302 376,271 372,614 457,897 430,380: 108,275 135,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 3,184: -6,783 1,375 -1,037 8,061 2,410 241 2,748: 2,943 436 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 8.2 2.0 66.5 65.8 80.9 76.0: 19.1 24.0 Old : 100.0: 12.4 8.2 2.0 66.5 65.8 80.9 76.0: 19.1 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 : 189: 45 39 19 75 59 132 105: Old : 189: 45 39 19 75 59 132 105: 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 : 22.1 27.2 32.8 38.8 21.7 27.2 31.9 38.8 Old : 22.1 27.2 32.8 38.8 21.7 27.2 31.9 38.8 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 29, 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 : 2,488,058: 470,543 643,569 62,189 1,471,447 1,589,771 2,004,179 2,295,529: 483,879 192,529 Old : 2,488,058: 470,543 643,569 62,189 1,471,447 1,589,771 2,004,179 2,295,529: 483,879 192,529 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 52,794: 28,626 -20,696 -2,232 26,950 74,275 53,344 51,347: -550 1,447 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 25.9 2.5 59.1 63.9 80.6 92.3: 19.4 7.7 Old : 100.0: 18.9 25.9 2.5 59.1 63.9 80.6 92.3: 19.4 7.7 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 : 384: 113 107 50 105 107 244 239: Old : 384: 113 107 50 105 107 244 239: 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 : 17.8 19.2 28.0 29.0 13.0 14.5 21.9 23.8 Old : 17.8 19.2 28.0 29.0 13.0 14.5 21.9 23.8 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 29, 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 : 105,307: 16,076 30,525 641 74,177 70,982 90,894 102,148: 14,413 3,159 Old : 105,307: 16,076 30,525 641 74,177 70,982 90,894 102,148: 14,413 3,159 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 9,320: 3,713 422 280 4,796 9,002 8,789 9,704: 531 -384 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 29.0 0.6 70.4 67.4 86.3 97.0: 13.7 3.0 Old : 100.0: 15.3 29.0 0.6 70.4 67.4 86.3 97.0: 13.7 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 : 84: 11 18 4 39 28 53 47: Old : 84: 11 18 4 39 28 53 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.8 39.9 48.1 61.9 26.4 39.9 44.5 60.7 Old : 27.8 39.9 48.1 61.9 26.4 39.9 44.5 60.7 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 29, 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 : 30,101: 3,128 6,190 0 20,936 17,603 24,064 23,793: 6,037 6,308 Old : 30,101: 3,128 6,190 0 20,936 17,603 24,064 23,793: 6,037 6,308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 1,664: 177 -1,840 0 1,262 1,756 1,439 -84: 225 1,748 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 20.6 0.0 69.6 58.5 79.9 79.0: 20.1 21.0 Old : 100.0: 10.4 20.6 0.0 69.6 58.5 79.9 79.0: 20.1 21.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 5 11 0 20 19 25 30: Old : 48: 5 11 0 20 19 25 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 : 50.8 36.4 63.1 54.6 49.3 36.4 61.6 54.6 Old : 50.8 36.4 63.1 54.6 49.3 36.4 61.6 54.6 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 29, 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 : 326,574: 104,308 140,375 6,322 185,153 154,459 295,783 301,156: 30,791 25,418 Old : 326,574: 104,308 140,375 6,322 185,153 154,459 295,783 301,156: 30,791 25,418 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 1,853: 10,154 -3,127 -3,369 -7,649 10,534 -864 4,038: 2,717 -2,185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 43.0 1.9 56.7 47.3 90.6 92.2: 9.4 7.8 Old : 100.0: 31.9 43.0 1.9 56.7 47.3 90.6 92.2: 9.4 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 238: 70 70 20 55 56 139 133: Old : 238: 70 70 20 55 56 139 133: 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 : 27.7 22.6 39.9 35.1 24.1 22.4 36.3 34.2 Old : 27.7 22.6 39.9 35.1 24.1 22.4 36.3 34.2 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 29, 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 : 85,686: 40,755 11,836 756 16,854 64,479 58,365 77,071: 27,321 8,615 Old : 85,686: 40,755 11,836 756 16,854 64,479 58,365 77,071: 27,321 8,615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -22,090: -26,350 -1,681 -23 6,612 -16,931 -19,761 -18,635: -2,329 -3,455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.6 13.8 0.9 19.7 75.3 68.1 89.9: 31.9 10.1 Old : 100.0: 47.6 13.8 0.9 19.7 75.3 68.1 89.9: 31.9 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 22 13 2 16 15 40 28: Old : 58: 22 13 2 16 15 40 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.1 55.2 31.9 70.8 19.1 54.0 31.8 67.2 Old : 19.1 55.2 31.9 70.8 19.1 54.0 31.8 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 Commitments of Traders - Futures Only, July 29, 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 : 31,462: 1,320 11,474 0 26,153 16,219 27,473 27,693: 3,989 3,769 Old : 31,462: 1,320 11,474 0 26,153 16,219 27,473 27,693: 3,989 3,769 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -4,380: 296 -4,155 0 -1,305 33 -1,009 -4,122: -3,371 -258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 36.5 0.0 83.1 51.6 87.3 88.0: 12.7 12.0 Old : 100.0: 4.2 36.5 0.0 83.1 51.6 87.3 88.0: 12.7 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 : 50: 3 14 0 19 19 22 33: Old : 50: 3 14 0 19 19 22 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 29.8 71.6 46.0 52.4 28.2 62.8 43.3 Old : 59.7 29.8 71.6 46.0 52.4 28.2 62.8 43.3 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 29, 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 : 595,755: 83,692 261,793 411 499,671 309,985 583,774 572,189: 11,981 23,566 Old : 595,755: 83,692 261,793 411 499,671 309,985 583,774 572,189: 11,981 23,566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -34,388: -83 -19,284 -679 -34,088 9,376 -34,850 -10,587: 462 -23,801 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 43.9 0.1 83.9 52.0 98.0 96.0: 2.0 4.0 Old : 100.0: 14.0 43.9 0.1 83.9 52.0 98.0 96.0: 2.0 4.0 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 : 252: 40 101 9 59 74 105 178: Old : 252: 40 101 9 59 74 105 178: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 23.6 74.4 33.8 57.8 23.6 70.9 32.9 Old : 61.0 23.6 74.4 33.8 57.8 23.6 70.9 32.9 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 29, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 76,987: 14,139 37,870 5 54,127 31,200 68,271 69,075: 8,716 7,912 Old : 76,987: 14,139 37,870 5 54,127 31,200 68,271 69,075: 8,716 7,912 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 1,720: 32 1,422 0 1,574 -369 1,606 1,053: 114 667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 49.2 0.0 70.3 40.5 88.7 89.7: 11.3 10.3 Old : 100.0: 18.4 49.2 0.0 70.3 40.5 88.7 89.7: 11.3 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 71: 18 20 1 16 22 35 42: Old : 71: 18 20 1 16 22 35 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 : 52.2 45.2 68.2 65.1 52.2 43.8 67.3 63.7 Old : 52.2 45.2 68.2 65.1 52.2 43.8 67.3 63.7 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 29, 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 : 59,910: 7,952 8,666 388 20,342 41,594 28,682 50,648: 31,228 9,262 Old : 59,910: 7,952 8,666 388 20,342 41,594 28,682 50,648: 31,228 9,262 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 7,857: 297 2,113 49 881 3,327 1,227 5,489: 6,630 2,368 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 14.5 0.6 34.0 69.4 47.9 84.5: 52.1 15.5 Old : 100.0: 13.3 14.5 0.6 34.0 69.4 47.9 84.5: 52.1 15.5 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 : 56: 13 9 2 19 19 34 28: Old : 56: 13 9 2 19 19 34 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 48.9 29.3 64.0 17.9 46.4 25.1 58.7 Old : 20.2 48.9 29.3 64.0 17.9 46.4 25.1 58.7 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 29, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 19,741: 5,222 11,371 52 12,835 6,615 18,109 18,038: 1,632 1,703 Old : 19,741: 5,222 11,371 52 12,835 6,615 18,109 18,038: 1,632 1,703 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 834: 316 618 0 291 12 607 630: 227 204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 57.6 0.3 65.0 33.5 91.7 91.4: 8.3 8.6 Old : 100.0: 26.5 57.6 0.3 65.0 33.5 91.7 91.4: 8.3 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 11 6 1 8 7 19 14: Old : 30: 11 6 1 8 7 19 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.7 62.2 75.9 80.8 59.8 62.2 69.4 77.3 Old : 65.7 62.2 75.9 80.8 59.8 62.2 69.4 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, July 29, 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 : 14,849: 6,288 1,490 0 7,718 12,626 14,006 14,116: 843 733 Old : 14,849: 6,288 1,490 0 7,718 12,626 14,006 14,116: 843 733 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 142: 254 706 0 -17 -523 237 183: -95 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 10.0 0.0 52.0 85.0 94.3 95.1: 5.7 4.9 Old : 100.0: 42.3 10.0 0.0 52.0 85.0 94.3 95.1: 5.7 4.9 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 : 27: 12 6 0 6 6 18 12: Old : 27: 12 6 0 6 6 18 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 : 66.5 86.7 83.6 91.8 65.1 86.7 81.8 91.4 Old : 66.5 86.7 83.6 91.8 65.1 86.7 81.8 91.4 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 29, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 100,000,000) : : : : All : 13,685: 1,080 1,127 14 8,910 10,409 10,004 11,550: 3,681 2,135 Old : 13,685: 1,080 1,127 14 8,910 10,409 10,004 11,550: 3,681 2,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 1,197: 0 400 0 680 1,216 680 1,616: 517 -419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 8.2 0.1 65.1 76.1 73.1 84.4: 26.9 15.6 Old : 100.0: 7.9 8.2 0.1 65.1 76.1 73.1 84.4: 26.9 15.6 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 : 28: 4 4 2 14 13 19 18: Old : 28: 4 4 2 14 13 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 52.9 57.3 68.3 40.1 49.6 54.8 63.1 Old : 42.3 52.9 57.3 68.3 40.1 49.6 54.8 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2008