MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 19, 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 : 37,455: 4,715 3,663 504 28,111 24,158 33,330 28,325: 4,125 9,130
Old : 37,455: 4,715 3,663 504 28,111 24,158 33,330 28,325: 4,125 9,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 2,898: -149 918 92 2,677 818 2,620 1,828: 278 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.8 1.3 75.1 64.5 89.0 75.6: 11.0 24.4
Old : 100.0: 12.6 9.8 1.3 75.1 64.5 89.0 75.6: 11.0 24.4
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 : 62: 13 15 12 21 24 37 48:
Old : 62: 13 15 12 21 24 37 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 : 50.8 34.8 69.6 50.3 50.2 30.8 68.3 45.3
Old : 50.8 34.8 69.6 50.3 50.2 30.8 68.3 45.3
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, August 19, 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 : 229,244: 46,849 35,149 55,017 104,836 111,422 206,702 201,588: 22,542 27,656
Old : 83,270: 24,717 40,721 1,850 49,481 31,048 76,048 73,619: 7,222 9,651
Other: 145,974: 48,593 20,889 26,706 55,355 80,374 130,654 127,969: 15,320 18,005
: : :
: : Changes in Commitments from: August 12, 2008 :
: -5,864: 60 -845 159 -5,426 -4,000 -5,207 -4,686: -657 -1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 15.3 24.0 45.7 48.6 90.2 87.9: 9.8 12.1
Old : 100.0: 29.7 48.9 2.2 59.4 37.3 91.3 88.4: 8.7 11.6
Other: 100.0: 33.3 14.3 18.3 37.9 55.1 89.5 87.7: 10.5 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 77 60 78 39 55 172 155:
Old : 183: 52 67 8 25 42 84 110:
Other: 193: 78 42 48 33 51 133 122:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 28.6 40.7 40.3 26.8 26.3 38.3 35.6
Old : 44.3 24.2 58.6 39.1 44.3 24.2 58.6 39.1
Other: 28.4 33.0 42.1 47.2 24.5 32.1 36.9 43.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 19, 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 : 275,574: 74,371 57,552 41,277 140,076 123,210 255,724 222,039: 19,850 53,535
Old : 275,574: 74,371 57,552 41,277 140,076 123,210 255,724 222,039: 19,850 53,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -725: -905 2,250 561 688 -4,565 344 -1,754: -1,069 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 20.9 15.0 50.8 44.7 92.8 80.6: 7.2 19.4
Old : 100.0: 27.0 20.9 15.0 50.8 44.7 92.8 80.6: 7.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 78 85 77 66 137 189 270:
Old : 331: 78 85 77 66 137 189 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 15.3 36.8 23.3 23.0 14.1 36.5 20.9
Old : 23.3 15.3 36.8 23.3 23.0 14.1 36.5 20.9
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, August 19, 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 : 14,386: 4,217 4,030 2,946 5,169 5,850 12,332 12,826: 2,054 1,560
Old : 14,386: 4,217 4,030 2,946 5,169 5,850 12,332 12,826: 2,054 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -409: -148 -614 -197 -101 594 -446 -217: 37 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 28.0 20.5 35.9 40.7 85.7 89.2: 14.3 10.8
Old : 100.0: 29.3 28.0 20.5 35.9 40.7 85.7 89.2: 14.3 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 30 27 18 18 29 64 63:
Old : 100: 30 27 18 18 29 64 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 23.6 44.5 38.2 25.2 21.9 41.7 34.2
Old : 25.5 23.6 44.5 38.2 25.2 21.9 41.7 34.2
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 33,591: 12,389 6,586 7,730 8,901 7,791 29,020 22,107: 4,571 11,484
Old : 33,591: 12,389 6,586 7,730 8,901 7,791 29,020 22,107: 4,571 11,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -1,039: 19 642 -64 -331 -393 -376 185: -663 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 19.6 23.0 26.5 23.2 86.4 65.8: 13.6 34.2
Old : 100.0: 36.9 19.6 23.0 26.5 23.2 86.4 65.8: 13.6 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 30 31 29 26 35 77 81:
Old : 117: 30 31 29 26 35 77 81:
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 : 27.5 22.4 44.1 32.5 25.3 13.4 35.1 18.8
Old : 27.5 22.4 44.1 32.5 25.3 13.4 35.1 18.8
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, August 19, 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 : 126,865: 38,641 66,726 4,538 58,423 27,097 101,602 98,361: 25,263 28,504
Old : 126,865: 38,641 66,726 4,538 58,423 27,097 101,602 98,361: 25,263 28,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 5,711: 4,991 7,747 -1,066 2,503 -2,664 6,428 4,017: -717 1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 52.6 3.6 46.1 21.4 80.1 77.5: 19.9 22.5
Old : 100.0: 30.5 52.6 3.6 46.1 21.4 80.1 77.5: 19.9 22.5
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 : 91: 24 29 7 24 20 52 53:
Old : 91: 24 29 7 24 20 52 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 : 30.1 29.7 42.8 41.5 28.9 29.7 41.7 41.5
Old : 30.1 29.7 42.8 41.5 28.9 29.7 41.7 41.5
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, August 19, 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 : 62,081: 9,683 23,085 488 38,575 21,177 48,746 44,750: 13,335 17,331
Old : 62,081: 9,683 23,085 488 38,575 21,177 48,746 44,750: 13,335 17,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 3,769: -3,872 1,147 332 5,495 556 1,955 2,035: 1,814 1,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 37.2 0.8 62.1 34.1 78.5 72.1: 21.5 27.9
Old : 100.0: 15.6 37.2 0.8 62.1 34.1 78.5 72.1: 21.5 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 11 20 2 13 12 25 34:
Old : 52: 11 20 2 13 12 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 30.2 65.5 44.9 51.3 30.2 61.7 44.4
Old : 52.4 30.2 65.5 44.9 51.3 30.2 61.7 44.4
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, August 19, 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 : 106,247: 59,148 8,833 760 33,327 81,634 93,235 91,227: 13,012 15,020
Old : 106,247: 59,148 8,833 760 33,327 81,634 93,235 91,227: 13,012 15,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 551: -899 -690 58 646 -6,261 -195 -6,893: 746 7,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 8.3 0.7 31.4 76.8 87.8 85.9: 12.2 14.1
Old : 100.0: 55.7 8.3 0.7 31.4 76.8 87.8 85.9: 12.2 14.1
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 : 92: 53 17 3 10 16 63 36:
Old : 92: 53 17 3 10 16 63 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 64.2 58.2 75.1 32.2 49.3 42.5 58.0
Old : 41.7 64.2 58.2 75.1 32.2 49.3 42.5 58.0
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, August 19, 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 : 109,921: 14,836 58,564 940 77,262 18,099 93,038 77,603: 16,883 32,318
Old : 109,921: 14,836 58,564 940 77,262 18,099 93,038 77,603: 16,883 32,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 10,102: -4,050 6,732 382 12,211 -460 8,543 6,654: 1,559 3,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 53.3 0.9 70.3 16.5 84.6 70.6: 15.4 29.4
Old : 100.0: 13.5 53.3 0.9 70.3 16.5 84.6 70.6: 15.4 29.4
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 : 78: 11 40 6 20 16 35 58:
Old : 78: 11 40 6 20 16 35 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 18.8 67.7 32.8 46.3 18.8 64.8 32.8
Old : 48.8 18.8 67.7 32.8 46.3 18.8 64.8 32.8
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, August 19, 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 : 212,982: 40,933 64,071 539 148,456 118,462 189,928 183,072: 23,054 29,910
Old : 212,982: 40,933 64,071 539 148,456 118,462 189,928 183,072: 23,054 29,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 4,360: -5,231 4,658 -8 7,379 -3,185 2,140 1,465: 2,220 2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 30.1 0.3 69.7 55.6 89.2 86.0: 10.8 14.0
Old : 100.0: 19.2 30.1 0.3 69.7 55.6 89.2 86.0: 10.8 14.0
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 : 101: 30 30 4 29 21 62 52:
Old : 101: 30 30 4 29 21 62 52:
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 43.1 62.8 58.5 39.3 30.0 47.8 42.6
Old : 50.8 43.1 62.8 58.5 39.3 30.0 47.8 42.6
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, August 19, 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 : 153,468: 39,958 60,322 3,660 55,286 33,789 98,904 97,771: 54,564 55,697
Old : 153,468: 39,958 60,322 3,660 55,286 33,789 98,904 97,771: 54,564 55,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 7,233: 136 1,073 -492 1,147 -1,241 791 -660: 6,442 7,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 39.3 2.4 36.0 22.0 64.4 63.7: 35.6 36.3
Old : 100.0: 26.0 39.3 2.4 36.0 22.0 64.4 63.7: 35.6 36.3
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 : 122: 35 46 13 25 30 69 80:
Old : 122: 35 46 13 25 30 69 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 16.2 39.4 24.7 28.2 15.6 36.3 23.7
Old : 30.0 16.2 39.4 24.7 28.2 15.6 36.3 23.7
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, August 19, 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 : 28,137: 10,267 10,864 0 15,206 13,776 25,473 24,640: 2,664 3,497
Old : 28,137: 10,267 10,864 0 15,206 13,776 25,473 24,640: 2,664 3,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -3,571: -372 -1,226 0 -3,596 -3,495 -3,968 -4,721: 397 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 38.6 0.0 54.0 49.0 90.5 87.6: 9.5 12.4
Old : 100.0: 36.5 38.6 0.0 54.0 49.0 90.5 87.6: 9.5 12.4
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 : 36: 9 8 0 12 11 21 19:
Old : 36: 9 8 0 12 11 21 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 : 50.5 62.1 72.4 79.7 48.9 52.8 64.5 69.4
Old : 50.5 62.1 72.4 79.7 48.9 52.8 64.5 69.4
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, August 19, 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 : 9,969,654: 1,790,813 619,061 644,946 6,436,842 7,656,724 8,872,601 8,920,731: 1,097,053 1,048,923
Old : 9,969,654: 1,790,813 619,061 644,946 6,436,842 7,656,724 8,872,601 8,920,731: 1,097,053 1,048,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 119,043: 52,265 19,450 -52,510 48,997 32,147 48,752 -913: 70,291 119,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.2 6.5 64.6 76.8 89.0 89.5: 11.0 10.5
Old : 100.0: 18.0 6.2 6.5 64.6 76.8 89.0 89.5: 11.0 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 76 36 82 120 123 228 216:
Old : 257: 76 36 82 120 123 228 216:
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 : 29.7 32.8 39.5 46.7 27.5 25.8 34.1 36.9
Old : 29.7 32.8 39.5 46.7 27.5 25.8 34.1 36.9
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, August 19, 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 : 564,126: 71,077 55,320 12,624 375,294 379,228 458,995 447,172: 105,131 116,954
Old : 564,126: 71,077 55,320 12,624 375,294 379,228 458,995 447,172: 105,131 116,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -8,731: -1,937 6,228 -629 -5,035 -6,105 -7,601 -506: -1,130 -8,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.8 2.2 66.5 67.2 81.4 79.3: 18.6 20.7
Old : 100.0: 12.6 9.8 2.2 66.5 67.2 81.4 79.3: 18.6 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 : 179: 38 38 18 73 64 120 111:
Old : 179: 38 38 18 73 64 120 111:
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 : 22.7 28.0 34.0 39.7 22.2 28.0 32.7 39.7
Old : 22.7 28.0 34.0 39.7 22.2 28.0 32.7 39.7
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, August 19, 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 : 2,480,117: 478,913 648,547 69,165 1,476,200 1,559,614 2,024,278 2,277,326: 455,839 202,791
Old : 2,480,117: 478,913 648,547 69,165 1,476,200 1,559,614 2,024,278 2,277,326: 455,839 202,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 15,925: 11,568 29,109 6,048 22,190 -9,656 39,806 25,501: -23,881 -9,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 26.1 2.8 59.5 62.9 81.6 91.8: 18.4 8.2
Old : 100.0: 19.3 26.1 2.8 59.5 62.9 81.6 91.8: 18.4 8.2
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 : 374: 84 131 46 102 106 215 254:
Old : 374: 84 131 46 102 106 215 254:
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 : 17.7 22.4 27.4 32.8 12.5 16.4 21.6 25.6
Old : 17.7 22.4 27.4 32.8 12.5 16.4 21.6 25.6
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, August 19, 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 : 107,305: 17,618 29,843 329 74,008 73,871 91,955 104,043: 15,350 3,262
Old : 107,305: 17,618 29,843 329 74,008 73,871 91,955 104,043: 15,350 3,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 2,335: 1,366 170 0 271 1,324 1,637 1,494: 698 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.8 0.3 69.0 68.8 85.7 97.0: 14.3 3.0
Old : 100.0: 16.4 27.8 0.3 69.0 68.8 85.7 97.0: 14.3 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 : 81: 14 16 2 35 30 50 47:
Old : 81: 14 16 2 35 30 50 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 : 28.6 39.4 50.5 62.1 26.7 39.0 45.6 60.2
Old : 28.6 39.4 50.5 62.1 26.7 39.0 45.6 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 19, 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 : 32,055: 4,975 3,004 0 18,219 18,837 23,194 21,841: 8,861 10,214
Old : 32,055: 4,975 3,004 0 18,219 18,837 23,194 21,841: 8,861 10,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,996: 1,503 -1,683 0 -1,959 1,047 -456 -636: 2,452 2,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.4 0.0 56.8 58.8 72.4 68.1: 27.6 31.9
Old : 100.0: 15.5 9.4 0.0 56.8 58.8 72.4 68.1: 27.6 31.9
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 : 48: 7 8 0 20 21 27 29:
Old : 48: 7 8 0 20 21 27 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 : 39.9 27.2 52.6 44.7 38.5 27.2 51.2 44.7
Old : 39.9 27.2 52.6 44.7 38.5 27.2 51.2 44.7
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, August 19, 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 : 342,299: 129,314 127,244 3,730 159,182 181,019 292,226 311,993: 50,073 30,306
Old : 342,299: 129,314 127,244 3,730 159,182 181,019 292,226 311,993: 50,073 30,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 7,520: 6,315 -13,232 -2,958 -8,080 18,771 -4,723 2,581: 12,243 4,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 37.2 1.1 46.5 52.9 85.4 91.1: 14.6 8.9
Old : 100.0: 37.8 37.2 1.1 46.5 52.9 85.4 91.1: 14.6 8.9
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 : 234: 62 76 20 52 57 127 141:
Old : 234: 62 76 20 52 57 127 141:
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 : 19.0 27.6 30.4 40.2 16.6 27.6 27.1 39.5
Old : 19.0 27.6 30.4 40.2 16.6 27.6 27.1 39.5
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, August 19, 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 : 76,367: 31,016 25,066 355 26,828 32,556 58,199 57,977: 18,168 18,390
Old : 76,367: 31,016 25,066 355 26,828 32,556 58,199 57,977: 18,168 18,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,562: 3,302 6,405 -14 3,896 -10,692 7,184 -4,301: -5,622 5,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 32.8 0.5 35.1 42.6 76.2 75.9: 23.8 24.1
Old : 100.0: 40.6 32.8 0.5 35.1 42.6 76.2 75.9: 23.8 24.1
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 : 51: 15 17 2 14 13 29 32:
Old : 51: 15 17 2 14 13 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 37.8 55.0 52.8 40.6 36.6 51.6 51.3
Old : 43.7 37.8 55.0 52.8 40.6 36.6 51.6 51.3
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, August 19, 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 : 30,855: 1,049 8,516 0 25,987 18,528 27,036 27,044: 3,819 3,811
Old : 30,855: 1,049 8,516 0 25,987 18,528 27,036 27,044: 3,819 3,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 769: 0 -148 0 454 200 454 52: 315 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 27.6 0.0 84.2 60.0 87.6 87.6: 12.4 12.4
Old : 100.0: 3.4 27.6 0.0 84.2 60.0 87.6 87.6: 12.4 12.4
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 : 46: 2 10 0 17 21 19 31:
Old : 46: 2 10 0 17 21 19 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 : 53.8 31.8 72.9 50.7 45.2 31.8 64.3 47.8
Old : 53.8 31.8 72.9 50.7 45.2 31.8 64.3 47.8
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 572,315: 81,088 184,724 5,648 469,566 362,787 556,302 553,159: 16,013 19,156
Old : 572,315: 81,088 184,724 5,648 469,566 362,787 556,302 553,159: 16,013 19,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -3,349: 8,153 -23,833 3,987 15,537 31,181 27,677 11,335: -31,026 -14,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 32.3 1.0 82.0 63.4 97.2 96.7: 2.8 3.3
Old : 100.0: 14.2 32.3 1.0 82.0 63.4 97.2 96.7: 2.8 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 : 253: 41 99 14 61 75 110 180:
Old : 253: 41 99 14 61 75 110 180:
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 21.8 73.3 31.7 55.9 21.8 69.4 30.9
Old : 59.5 21.8 73.3 31.7 55.9 21.8 69.4 30.9
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, August 19, 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 : 78,105: 10,872 38,377 15 58,310 31,246 69,197 69,638: 8,908 8,467
Old : 78,105: 10,872 38,377 15 58,310 31,246 69,197 69,638: 8,908 8,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,461: -1,951 383 0 2,596 133 645 516: 816 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 49.1 0.0 74.7 40.0 88.6 89.2: 11.4 10.8
Old : 100.0: 13.9 49.1 0.0 74.7 40.0 88.6 89.2: 11.4 10.8
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 : 67: 15 17 2 18 20 34 38:
Old : 67: 15 17 2 18 20 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 47.0 69.0 64.5 51.6 45.1 67.9 62.5
Old : 51.6 47.0 69.0 64.5 51.6 45.1 67.9 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, August 19, 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 : 67,231: 13,641 8,768 233 22,804 47,504 36,678 56,505: 30,553 10,726
Old : 67,231: 13,641 8,768 233 22,804 47,504 36,678 56,505: 30,553 10,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 8,654: 4,570 -831 20 -191 5,189 4,399 4,378: 4,255 4,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 13.0 0.3 33.9 70.7 54.6 84.0: 45.4 16.0
Old : 100.0: 20.3 13.0 0.3 33.9 70.7 54.6 84.0: 45.4 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 : 55: 12 9 4 19 17 34 27:
Old : 55: 12 9 4 19 17 34 27:
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 : 22.4 47.1 32.3 63.1 20.0 44.1 27.7 58.1
Old : 22.4 47.1 32.3 63.1 20.0 44.1 27.7 58.1
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, August 19, 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 : 21,254: 4,366 12,419 0 15,057 7,646 19,423 20,065: 1,831 1,189
Old : 21,254: 4,366 12,419 0 15,057 7,646 19,423 20,065: 1,831 1,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,320: -708 437 0 1,889 847 1,181 1,284: 139 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 58.4 0.0 70.8 36.0 91.4 94.4: 8.6 5.6
Old : 100.0: 20.5 58.4 0.0 70.8 36.0 91.4 94.4: 8.6 5.6
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 : 31: 9 7 0 10 7 19 14:
Old : 31: 9 7 0 10 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 : 66.5 65.6 75.6 83.8 60.8 65.6 69.5 80.6
Old : 66.5 65.6 75.6 83.8 60.8 65.6 69.5 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, August 19, 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 : 13,909: 5,144 1,310 2 7,831 11,785 12,977 13,097: 932 812
Old : 13,909: 5,144 1,310 2 7,831 11,785 12,977 13,097: 932 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -3,601: -746 97 -387 -71 -719 -1,204 -1,009: -2,397 -2,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 9.4 0.0 56.3 84.7 93.3 94.2: 6.7 5.8
Old : 100.0: 37.0 9.4 0.0 56.3 84.7 93.3 94.2: 6.7 5.8
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 : 24: 11 5 1 5 5 17 10:
Old : 24: 11 5 1 5 5 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 87.1 85.8 92.3 70.9 87.1 83.8 91.8
Old : 72.3 87.1 85.8 92.3 70.9 87.1 83.8 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, August 19, 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 : 14,686: 1,080 2,046 14 9,491 10,359 10,585 12,419: 4,101 2,267
Old : 14,686: 1,080 2,046 14 9,491 10,359 10,585 12,419: 4,101 2,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,086: 0 523 0 581 -56 581 467: 505 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 13.9 0.1 64.6 70.5 72.1 84.6: 27.9 15.4
Old : 100.0: 7.4 13.9 0.1 64.6 70.5 72.1 84.6: 27.9 15.4
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 : 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 : 39.4 50.0 54.6 67.7 37.3 45.6 52.4 62.2
Old : 39.4 50.0 54.6 67.7 37.3 45.6 52.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2008