BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,963: 0 0 0 3,050 3,582 3,050 3,582: 913 381
Old : 3,963: 0 0 0 3,050 3,582 3,050 3,582: 913 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 105: 0 0 0 21 58 21 58: 84 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 77.0 90.4 77.0 90.4: 23.0 9.6
Old : 100.0: 0.0 0.0 0.0 77.0 90.4 77.0 90.4: 23.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 9 14 9:
Old : 20: 0 0 0 14 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 75.5 61.8 90.0 43.2 70.6 60.1 84.3
Old : 43.6 75.5 61.8 90.0 43.2 70.6 60.1 84.3
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, September 2, 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 : 39,761: 4,750 4,444 656 30,209 26,364 35,615 31,464: 4,146 8,297
Old : 39,761: 4,750 4,444 656 30,209 26,364 35,615 31,464: 4,146 8,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 523: 65 186 114 275 681 454 981: 69 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.2 1.6 76.0 66.3 89.6 79.1: 10.4 20.9
Old : 100.0: 11.9 11.2 1.6 76.0 66.3 89.6 79.1: 10.4 20.9
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 : 66: 13 15 11 25 27 41 50:
Old : 66: 13 15 11 25 27 41 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 : 49.0 34.8 67.4 50.7 48.7 30.0 66.3 44.9
Old : 49.0 34.8 67.4 50.7 48.7 30.0 66.3 44.9
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, September 2, 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 : 223,941: 39,727 29,370 56,313 106,168 108,703 202,208 194,386: 21,733 29,555
Old : 73,881: 18,746 38,319 1,955 47,288 22,926 67,989 63,200: 5,892 10,681
Other: 150,060: 47,916 17,986 27,423 58,880 85,777 134,219 131,186: 15,841 18,874
: : :
: : Changes in Commitments from: August 26, 2008 :
: -985: -4,261 1,281 2,171 1,348 -3,954 -742 -502: -243 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 13.1 25.1 47.4 48.5 90.3 86.8: 9.7 13.2
Old : 100.0: 25.4 51.9 2.6 64.0 31.0 92.0 85.5: 8.0 14.5
Other: 100.0: 31.9 12.0 18.3 39.2 57.2 89.4 87.4: 10.6 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 64 78 91 39 57 173 180:
Old : 186: 51 74 12 22 44 81 122:
Other: 210: 84 49 50 35 51 144 131:
:----------------------------------------------------------------------------------------------------
: 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 26.1 41.8 36.6 26.2 23.4 37.6 31.9
Old : 47.9 19.1 63.7 31.3 47.8 19.1 63.6 31.3
Other: 28.5 32.2 42.4 43.9 25.2 30.5 37.1 40.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 2, 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 : 275,222: 73,827 64,245 42,149 139,057 116,676 255,033 223,070: 20,189 52,152
Old : 275,222: 73,827 64,245 42,149 139,057 116,676 255,033 223,070: 20,189 52,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 3,866: 1,780 6,380 952 -682 -3,570 2,050 3,762: 1,816 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 23.3 15.3 50.5 42.4 92.7 81.1: 7.3 18.9
Old : 100.0: 26.8 23.3 15.3 50.5 42.4 92.7 81.1: 7.3 18.9
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 : 325: 74 94 83 63 124 187 266:
Old : 325: 74 94 83 63 124 187 266:
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 : 23.9 14.9 37.5 22.8 23.0 13.8 36.5 20.9
Old : 23.9 14.9 37.5 22.8 23.0 13.8 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, September 2, 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 : 12,831: 3,613 3,983 2,191 5,031 5,096 10,835 11,270: 1,996 1,561
Old : 12,831: 3,613 3,983 2,191 5,031 5,096 10,835 11,270: 1,996 1,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -407: -239 270 -307 -139 -726 -685 -763: 278 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 31.0 17.1 39.2 39.7 84.4 87.8: 15.6 12.2
Old : 100.0: 28.2 31.0 17.1 39.2 39.7 84.4 87.8: 15.6 12.2
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 : 101: 31 31 19 19 27 61 69:
Old : 101: 31 31 19 19 27 61 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 26.0 48.6 41.0 27.7 23.4 45.2 35.8
Old : 28.0 26.0 48.6 41.0 27.7 23.4 45.2 35.8
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, September 2, 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 : 30,026: 10,312 8,372 7,671 7,380 4,943 25,363 20,986: 4,663 9,040
Old : 30,026: 10,312 8,372 7,671 7,380 4,943 25,363 20,986: 4,663 9,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -2,879: -1,346 767 -132 -1,208 -1,833 -2,686 -1,198: -193 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 27.9 25.5 24.6 16.5 84.5 69.9: 15.5 30.1
Old : 100.0: 34.3 27.9 25.5 24.6 16.5 84.5 69.9: 15.5 30.1
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 : 110: 25 40 35 23 25 76 81:
Old : 110: 25 40 35 23 25 76 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 : 28.6 24.7 45.7 35.5 25.2 15.1 36.2 20.9
Old : 28.6 24.7 45.7 35.5 25.2 15.1 36.2 20.9
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, September 2, 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 : 122,277: 37,205 54,779 5,813 54,447 34,106 97,465 94,698: 24,812 27,579
Old : 122,277: 37,205 54,779 5,813 54,447 34,106 97,465 94,698: 24,812 27,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 6,024: 3,876 5,686 1,447 3,919 -1,036 9,242 6,097: -3,218 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 44.8 4.8 44.5 27.9 79.7 77.4: 20.3 22.6
Old : 100.0: 30.4 44.8 4.8 44.5 27.9 79.7 77.4: 20.3 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 22 31 8 24 18 51 55:
Old : 89: 22 31 8 24 18 51 55:
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 : 27.6 24.1 40.8 37.1 26.2 24.1 39.4 35.8
Old : 27.6 24.1 40.8 37.1 26.2 24.1 39.4 35.8
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, September 2, 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 : 64,084: 12,059 25,322 13 40,707 22,659 52,779 47,994: 11,305 16,090
Old : 64,084: 12,059 25,322 13 40,707 22,659 52,779 47,994: 11,305 16,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,826: -89 -155 -38 -2,049 -1,290 -2,176 -1,483: 350 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 39.5 0.0 63.5 35.4 82.4 74.9: 17.6 25.1
Old : 100.0: 18.8 39.5 0.0 63.5 35.4 82.4 74.9: 17.6 25.1
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 : 50: 10 21 1 13 15 23 37:
Old : 50: 10 21 1 13 15 23 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 27.8 68.3 41.1 53.5 27.8 65.2 40.7
Old : 53.6 27.8 68.3 41.1 53.5 27.8 65.2 40.7
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, September 2, 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 : 104,660: 51,004 7,427 1,560 39,669 87,243 92,233 96,230: 12,427 8,430
Old : 104,660: 51,004 7,427 1,560 39,669 87,243 92,233 96,230: 12,427 8,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -2,482: -8,395 1,896 532 5,823 -5,494 -2,040 -3,066: -442 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 7.1 1.5 37.9 83.4 88.1 91.9: 11.9 8.1
Old : 100.0: 48.7 7.1 1.5 37.9 83.4 88.1 91.9: 11.9 8.1
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 : 84: 40 19 4 11 18 54 39:
Old : 84: 40 19 4 11 18 54 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 70.1 58.5 80.0 28.1 52.3 38.2 58.8
Old : 43.8 70.1 58.5 80.0 28.1 52.3 38.2 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 2, 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 : 120,499: 12,504 59,789 1,812 86,685 25,622 101,001 87,223: 19,498 33,276
Old : 120,499: 12,504 59,789 1,812 86,685 25,622 101,001 87,223: 19,498 33,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 5,325: -3,707 -1,531 198 3,421 5,513 -88 4,180: 5,413 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 49.6 1.5 71.9 21.3 83.8 72.4: 16.2 27.6
Old : 100.0: 10.4 49.6 1.5 71.9 21.3 83.8 72.4: 16.2 27.6
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 : 80: 13 38 6 20 19 35 61:
Old : 80: 13 38 6 20 19 35 61:
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 : 47.9 17.9 65.9 30.5 44.4 17.9 60.6 30.4
Old : 47.9 17.9 65.9 30.5 44.4 17.9 60.6 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 2, 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 : 205,813: 38,405 43,425 943 143,631 139,542 182,979 183,910: 22,834 21,903
Old : 205,813: 38,405 43,425 943 143,631 139,542 182,979 183,910: 22,834 21,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -3,325: -1,698 -16,648 375 -3,344 14,664 -4,667 -1,609: 1,342 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 21.1 0.5 69.8 67.8 88.9 89.4: 11.1 10.6
Old : 100.0: 18.7 21.1 0.5 69.8 67.8 88.9 89.4: 11.1 10.6
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 : 95: 28 30 5 24 23 56 54:
Old : 95: 28 30 5 24 23 56 54:
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 : 53.4 52.4 65.5 61.8 41.2 37.2 49.5 45.2
Old : 53.4 52.4 65.5 61.8 41.2 37.2 49.5 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 2, 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 : 163,458: 37,997 76,620 3,701 81,688 38,194 123,386 118,515: 40,072 44,943
Old : 163,458: 37,997 76,620 3,701 81,688 38,194 123,386 118,515: 40,072 44,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 9,014: 1,971 6,816 373 9,328 3,214 11,672 10,403: -2,658 -1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 46.9 2.3 50.0 23.4 75.5 72.5: 24.5 27.5
Old : 100.0: 23.2 46.9 2.3 50.0 23.4 75.5 72.5: 24.5 27.5
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 : 138: 38 51 14 33 32 82 86:
Old : 138: 38 51 14 33 32 82 86:
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 : 35.4 18.8 46.6 29.2 31.0 17.3 41.3 26.4
Old : 35.4 18.8 46.6 29.2 31.0 17.3 41.3 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 2, 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 : 26,943: 9,365 11,179 0 16,856 13,307 26,221 24,486: 722 2,457
Old : 26,943: 9,365 11,179 0 16,856 13,307 26,221 24,486: 722 2,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 230: -484 867 0 985 454 501 1,321: -271 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 41.5 0.0 62.6 49.4 97.3 90.9: 2.7 9.1
Old : 100.0: 34.8 41.5 0.0 62.6 49.4 97.3 90.9: 2.7 9.1
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 : 38: 8 9 0 15 13 23 22:
Old : 38: 8 9 0 15 13 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 66.0 72.6 82.5 49.9 61.3 71.5 77.8
Old : 49.9 66.0 72.6 82.5 49.9 61.3 71.5 77.8
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, September 2, 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 :10,038,652: 1,791,730 639,603 761,610 6,448,349 7,706,768 9,001,689 9,107,981: 1,036,963 930,671
Old :10,038,652: 1,791,730 639,603 761,610 6,448,349 7,706,768 9,001,689 9,107,981: 1,036,963 930,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 95,168: -10,400 1,211 77,508 38,153 65,479 105,261 144,198: -10,093 -49,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.4 7.6 64.2 76.8 89.7 90.7: 10.3 9.3
Old : 100.0: 17.8 6.4 7.6 64.2 76.8 89.7 90.7: 10.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 74 34 79 116 120 222 214:
Old : 252: 74 34 79 116 120 222 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 32.6 39.0 46.5 26.8 25.8 33.5 36.8
Old : 29.2 32.6 39.0 46.5 26.8 25.8 33.5 36.8
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, September 2, 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 : 564,871: 73,161 52,293 11,655 379,392 392,045 464,208 455,993: 100,663 108,878
Old : 564,871: 73,161 52,293 11,655 379,392 392,045 464,208 455,993: 100,663 108,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 199: 547 648 -1,032 3,160 14,339 2,675 13,955: -2,476 -13,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.3 2.1 67.2 69.4 82.2 80.7: 17.8 19.3
Old : 100.0: 13.0 9.3 2.1 67.2 69.4 82.2 80.7: 17.8 19.3
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 : 179: 41 35 19 75 64 126 108:
Old : 179: 41 35 19 75 64 126 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 28.1 33.9 40.5 21.4 28.1 31.0 40.0
Old : 23.0 28.1 33.9 40.5 21.4 28.1 31.0 40.0
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, September 2, 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 : 2,459,817: 443,143 644,189 66,120 1,507,299 1,541,722 2,016,562 2,252,031: 443,255 207,786
Old : 2,459,817: 443,143 644,189 66,120 1,507,299 1,541,722 2,016,562 2,252,031: 443,255 207,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 14,897: 3,604 6,996 -5,041 7,100 7,518 5,663 9,473: 9,234 5,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 26.2 2.7 61.3 62.7 82.0 91.6: 18.0 8.4
Old : 100.0: 18.0 26.2 2.7 61.3 62.7 82.0 91.6: 18.0 8.4
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 : 358: 89 107 46 108 108 222 236:
Old : 358: 89 107 46 108 108 222 236:
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 22.5 27.1 32.7 12.1 17.0 20.8 25.9
Old : 17.7 22.5 27.1 32.7 12.1 17.0 20.8 25.9
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, September 2, 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 : 110,028: 19,047 31,949 712 75,851 75,732 95,610 108,393: 14,418 1,635
Old : 110,028: 19,047 31,949 712 75,851 75,732 95,610 108,393: 14,418 1,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 473: 503 471 383 612 1,591 1,498 2,445: -1,025 -1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 29.0 0.6 68.9 68.8 86.9 98.5: 13.1 1.5
Old : 100.0: 17.3 29.0 0.6 68.9 68.8 86.9 98.5: 13.1 1.5
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 : 87: 13 20 4 39 30 54 52:
Old : 87: 13 20 4 39 30 54 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 : 27.7 39.0 47.9 62.9 25.2 38.6 42.3 59.7
Old : 27.7 39.0 47.9 62.9 25.2 38.6 42.3 59.7
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, September 2, 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 : 29,402: 3,655 2,310 0 18,931 18,987 22,586 21,297: 6,816 8,105
Old : 29,402: 3,655 2,310 0 18,931 18,987 22,586 21,297: 6,816 8,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -908: -129 -12 0 271 -585 142 -597: -1,050 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.9 0.0 64.4 64.6 76.8 72.4: 23.2 27.6
Old : 100.0: 12.4 7.9 0.0 64.4 64.6 76.8 72.4: 23.2 27.6
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 : 45: 5 8 0 22 21 27 29:
Old : 45: 5 8 0 22 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 : 43.8 33.6 55.6 50.9 42.2 31.4 54.1 47.6
Old : 43.8 33.6 55.6 50.9 42.2 31.4 54.1 47.6
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, September 2, 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 : 323,205: 109,196 131,593 7,844 167,903 164,585 284,943 304,022: 38,262 19,183
Old : 323,205: 109,196 131,593 7,844 167,903 164,585 284,943 304,022: 38,262 19,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 1,183: -5,794 10,353 1,075 12,186 -2,370 7,467 9,058: -6,284 -7,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 40.7 2.4 51.9 50.9 88.2 94.1: 11.8 5.9
Old : 100.0: 33.8 40.7 2.4 51.9 50.9 88.2 94.1: 11.8 5.9
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 : 252: 73 79 23 62 55 147 145:
Old : 252: 73 79 23 62 55 147 145:
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 : 20.8 24.2 32.5 36.9 18.0 22.1 29.2 33.6
Old : 20.8 24.2 32.5 36.9 18.0 22.1 29.2 33.6
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, September 2, 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 : 84,673: 33,552 32,041 142 33,360 34,324 67,054 66,507: 17,619 18,166
Old : 84,673: 33,552 32,041 142 33,360 34,324 67,054 66,507: 17,619 18,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 6,194: 1,732 1,598 -23 2,810 1,561 4,519 3,136: 1,675 3,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 37.8 0.2 39.4 40.5 79.2 78.5: 20.8 21.5
Old : 100.0: 39.6 37.8 0.2 39.4 40.5 79.2 78.5: 20.8 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 15 17 1 17 17 32 35:
Old : 55: 15 17 1 17 17 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 32.6 56.2 47.3 42.3 30.0 51.5 44.7
Old : 45.2 32.6 56.2 47.3 42.3 30.0 51.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 2, 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 : 32,181: 1,449 8,642 0 28,052 19,640 29,501 28,282: 2,680 3,899
Old : 32,181: 1,449 8,642 0 28,052 19,640 29,501 28,282: 2,680 3,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 611: 0 479 0 1,242 161 1,242 640: -631 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 26.9 0.0 87.2 61.0 91.7 87.9: 8.3 12.1
Old : 100.0: 4.5 26.9 0.0 87.2 61.0 91.7 87.9: 8.3 12.1
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 : 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 : 61.0 32.7 76.3 51.1 53.2 32.7 68.4 47.9
Old : 61.0 32.7 76.3 51.1 53.2 32.7 68.4 47.9
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, September 2, 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 : 565,408: 86,583 183,032 8,758 460,131 358,670 555,472 550,460: 9,936 14,948
Old : 565,408: 86,583 183,032 8,758 460,131 358,670 555,472 550,460: 9,936 14,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -8,251: -424 6,826 -132 -2,826 -12,902 -3,382 -6,208: -4,869 -2,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 32.4 1.5 81.4 63.4 98.2 97.4: 1.8 2.6
Old : 100.0: 15.3 32.4 1.5 81.4 63.4 98.2 97.4: 1.8 2.6
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 : 258: 43 102 11 57 80 107 186:
Old : 258: 43 102 11 57 80 107 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 22.6 73.0 32.9 54.7 22.1 68.6 31.5
Old : 58.6 22.6 73.0 32.9 54.7 22.1 68.6 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 2, 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 : 82,503: 11,819 42,039 697 61,442 32,120 73,958 74,856: 8,545 7,647
Old : 82,503: 11,819 42,039 697 61,442 32,120 73,958 74,856: 8,545 7,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 4,052: 890 2,893 684 1,866 -187 3,440 3,390: 612 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 51.0 0.8 74.5 38.9 89.6 90.7: 10.4 9.3
Old : 100.0: 14.3 51.0 0.8 74.5 38.9 89.6 90.7: 10.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 15 20 4 20 22 38 44:
Old : 73: 15 20 4 20 22 38 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 47.8 66.1 64.5 49.6 44.8 65.3 61.5
Old : 49.6 47.8 66.1 64.5 49.6 44.8 65.3 61.5
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, September 2, 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 : 73,527: 15,935 14,908 435 29,380 52,681 45,750 68,024: 27,777 5,503
Old : 73,527: 15,935 14,908 435 29,380 52,681 45,750 68,024: 27,777 5,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 4,788: 466 915 158 4,695 4,285 5,319 5,358: -531 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 20.3 0.6 40.0 71.6 62.2 92.5: 37.8 7.5
Old : 100.0: 21.7 20.3 0.6 40.0 71.6 62.2 92.5: 37.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 14 12 5 21 19 38 33:
Old : 63: 14 12 5 21 19 38 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 : 26.6 45.9 39.5 63.6 24.5 44.3 34.4 60.5
Old : 26.6 45.9 39.5 63.6 24.5 44.3 34.4 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, September 2, 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 : 22,662: 3,983 12,725 1,378 15,404 7,368 20,765 21,471: 1,897 1,191
Old : 22,662: 3,983 12,725 1,378 15,404 7,368 20,765 21,471: 1,897 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -30: -191 -109 48 -127 155 -270 94: 240 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 56.2 6.1 68.0 32.5 91.6 94.7: 8.4 5.3
Old : 100.0: 17.6 56.2 6.1 68.0 32.5 91.6 94.7: 8.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 8 2 10 7 19 15:
Old : 30: 7 8 2 10 7 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 61.0 74.6 82.5 55.2 60.8 64.8 75.8
Old : 63.1 61.0 74.6 82.5 55.2 60.8 64.8 75.8
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, September 2, 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 : 14,287: 5,419 1,282 0 7,847 12,256 13,266 13,538: 1,021 749
Old : 14,287: 5,419 1,282 0 7,847 12,256 13,266 13,538: 1,021 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 323: 192 143 -2 32 118 222 259: 101 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 9.0 0.0 54.9 85.8 92.9 94.8: 7.1 5.2
Old : 100.0: 37.9 9.0 0.0 54.9 85.8 92.9 94.8: 7.1 5.2
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 : 24: 11 5 0 5 5 16 10:
Old : 24: 11 5 0 5 5 16 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 : 72.1 88.2 85.7 93.0 70.6 88.2 83.7 92.5
Old : 72.1 88.2 85.7 93.0 70.6 88.2 83.7 92.5
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, September 2, 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 : 13,634: 1,366 1,245 7 9,172 10,792 10,545 12,044: 3,089 1,590
Old : 13,634: 1,366 1,245 7 9,172 10,792 10,545 12,044: 3,089 1,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,602: 100 433 0 -130 48 -30 481: -1,572 -2,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.1 0.1 67.3 79.2 77.3 88.3: 22.7 11.7
Old : 100.0: 10.0 9.1 0.1 67.3 79.2 77.3 88.3: 22.7 11.7
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 : 29: 5 3 1 14 15 20 18:
Old : 29: 5 3 1 14 15 20 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 : 42.4 51.5 58.2 70.1 40.2 47.9 55.8 65.1
Old : 42.4 51.5 58.2 70.1 40.2 47.9 55.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2008