MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 9, 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 : 35,945: 4,101 3,899 556 26,772 23,517 31,429 27,972: 4,516 7,973
Old : 35,945: 4,101 3,899 556 26,772 23,517 31,429 27,972: 4,516 7,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -3,816: -649 -545 -100 -3,437 -2,847 -4,186 -3,492: 370 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.8 1.5 74.5 65.4 87.4 77.8: 12.6 22.2
Old : 100.0: 11.4 10.8 1.5 74.5 65.4 87.4 77.8: 12.6 22.2
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 : 63: 13 13 14 24 27 42 49:
Old : 63: 13 13 14 24 27 42 49:
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 34.3 66.0 50.4 48.4 29.9 64.8 45.2
Old : 49.0 34.3 66.0 50.4 48.4 29.9 64.8 45.2
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 9, 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 : 218,255: 38,516 29,940 56,943 101,209 99,308 196,668 186,191: 21,587 32,064
Old : 56,362: 16,678 30,164 1,774 32,845 15,964 51,297 47,902: 5,065 8,460
Other: 161,893: 44,285 22,223 32,722 68,364 83,344 145,371 138,289: 16,522 23,604
: : :
: : Changes in Commitments from: September 2, 2008 :
: -5,686: -1,211 570 630 -4,959 -9,395 -5,540 -8,195: -146 2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.7 26.1 46.4 45.5 90.1 85.3: 9.9 14.7
Old : 100.0: 29.6 53.5 3.1 58.3 28.3 91.0 85.0: 9.0 15.0
Other: 100.0: 27.4 13.7 20.2 42.2 51.5 89.8 85.4: 10.2 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 60 83 93 38 56 162 189:
Old : 178: 56 65 10 21 39 84 107:
Other: 207: 67 63 66 35 53 141 151:
:----------------------------------------------------------------------------------------------------
: 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 24.8 40.9 34.5 25.7 22.1 37.1 30.0
Old : 43.0 24.2 56.8 38.1 43.0 24.2 56.8 38.0
Other: 28.5 28.4 41.3 38.2 25.0 26.9 36.3 34.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 9, 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 : 272,352: 74,973 70,667 37,645 138,727 110,612 251,345 218,924: 21,007 53,428
Old : 272,352: 74,973 70,667 37,645 138,727 110,612 251,345 218,924: 21,007 53,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -2,870: 1,146 6,422 -4,504 -330 -6,064 -3,688 -4,146: 818 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 25.9 13.8 50.9 40.6 92.3 80.4: 7.7 19.6
Old : 100.0: 27.5 25.9 13.8 50.9 40.6 92.3 80.4: 7.7 19.6
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 : 329: 74 96 84 69 127 193 273:
Old : 329: 74 96 84 69 127 193 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 15.5 37.5 23.6 23.2 14.5 36.8 21.7
Old : 23.7 15.5 37.5 23.6 23.2 14.5 36.8 21.7
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 9, 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 : 12,436: 3,864 4,883 1,932 4,647 3,664 10,443 10,479: 1,993 1,957
Old : 12,436: 3,864 4,883 1,932 4,647 3,664 10,443 10,479: 1,993 1,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -395: 251 900 -259 -384 -1,432 -392 -791: -3 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 39.3 15.5 37.4 29.5 84.0 84.3: 16.0 15.7
Old : 100.0: 31.1 39.3 15.5 37.4 29.5 84.0 84.3: 16.0 15.7
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 : 104: 29 38 16 17 27 55 76:
Old : 104: 29 38 16 17 27 55 76:
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 : 28.7 25.4 49.7 39.9 27.6 24.9 45.6 36.0
Old : 28.7 25.4 49.7 39.9 27.6 24.9 45.6 36.0
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 9, 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 : 27,901: 9,430 8,959 5,261 8,000 4,118 22,691 18,338: 5,210 9,563
Old : 27,901: 9,430 8,959 5,261 8,000 4,118 22,691 18,338: 5,210 9,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -2,125: -882 587 -2,410 620 -825 -2,672 -2,648: 547 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 32.1 18.9 28.7 14.8 81.3 65.7: 18.7 34.3
Old : 100.0: 33.8 32.1 18.9 28.7 14.8 81.3 65.7: 18.7 34.3
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 : 112: 28 38 35 28 21 79 78:
Old : 112: 28 38 35 28 21 79 78:
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 : 25.6 23.8 41.4 34.2 23.4 19.0 34.8 25.3
Old : 25.6 23.8 41.4 34.2 23.4 19.0 34.8 25.3
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 9, 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 : 142,344: 36,134 46,118 7,945 74,147 62,721 118,226 116,784: 24,118 25,560
Old : 142,344: 36,134 46,118 7,945 74,147 62,721 118,226 116,784: 24,118 25,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 20,067: -1,071 -8,661 2,132 19,700 28,615 20,761 22,086: -694 -2,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 32.4 5.6 52.1 44.1 83.1 82.0: 16.9 18.0
Old : 100.0: 25.4 32.4 5.6 52.1 44.1 83.1 82.0: 16.9 18.0
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 : 86: 19 26 9 29 22 54 55:
Old : 86: 19 26 9 29 22 54 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 : 31.9 33.5 44.7 47.3 22.0 22.5 34.0 32.9
Old : 31.9 33.5 44.7 47.3 22.0 22.5 34.0 32.9
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 9, 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 : 70,332: 11,076 25,991 0 47,387 26,934 58,463 52,925: 11,869 17,407
Old : 70,332: 11,076 25,991 0 47,387 26,934 58,463 52,925: 11,869 17,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 6,248: -983 669 -13 6,680 4,275 5,684 4,931: 564 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 37.0 0.0 67.4 38.3 83.1 75.3: 16.9 24.7
Old : 100.0: 15.7 37.0 0.0 67.4 38.3 83.1 75.3: 16.9 24.7
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 : 50: 9 22 0 16 11 25 33:
Old : 50: 9 22 0 16 11 25 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 : 51.1 35.7 66.5 48.5 46.4 28.1 57.0 38.7
Old : 51.1 35.7 66.5 48.5 46.4 28.1 57.0 38.7
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 9, 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 : 88,224: 32,754 7,275 1,496 43,466 72,493 77,716 81,264: 10,508 6,960
Old : 88,224: 32,754 7,275 1,496 43,466 72,493 77,716 81,264: 10,508 6,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -16,436: -18,250 -152 -64 3,797 -14,750 -14,517 -14,966: -1,919 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 8.2 1.7 49.3 82.2 88.1 92.1: 11.9 7.9
Old : 100.0: 37.1 8.2 1.7 49.3 82.2 88.1 92.1: 11.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 32 22 7 14 18 48 46:
Old : 80: 32 22 7 14 18 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 66.5 59.3 78.6 31.9 54.5 45.1 62.4
Old : 42.3 66.5 59.3 78.6 31.9 54.5 45.1 62.4
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 9, 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 : 127,527: 16,511 64,031 3,973 85,124 25,230 105,608 93,234: 21,919 34,293
Old : 127,527: 16,511 64,031 3,973 85,124 25,230 105,608 93,234: 21,919 34,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 7,028: 4,007 4,242 2,161 -1,561 -392 4,607 6,011: 2,421 1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 50.2 3.1 66.7 19.8 82.8 73.1: 17.2 26.9
Old : 100.0: 12.9 50.2 3.1 66.7 19.8 82.8 73.1: 17.2 26.9
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 : 81: 12 41 4 18 20 33 63:
Old : 81: 12 41 4 18 20 33 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 : 47.5 18.3 62.9 31.3 45.3 18.3 60.4 30.6
Old : 47.5 18.3 62.9 31.3 45.3 18.3 60.4 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 9, 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 : 206,916: 39,298 24,477 701 143,124 161,962 183,123 187,140: 23,793 19,776
Old : 206,916: 39,298 24,477 701 143,124 161,962 183,123 187,140: 23,793 19,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,103: 893 -18,948 -242 -507 22,420 144 3,230: 959 -2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.8 0.3 69.2 78.3 88.5 90.4: 11.5 9.6
Old : 100.0: 19.0 11.8 0.3 69.2 78.3 88.5 90.4: 11.5 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 : 90: 31 21 5 26 24 60 48:
Old : 90: 31 21 5 26 24 60 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 : 49.4 57.9 61.3 69.0 38.4 44.9 46.1 52.1
Old : 49.4 57.9 61.3 69.0 38.4 44.9 46.1 52.1
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 9, 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 : 182,828: 35,890 72,322 4,300 98,579 62,462 138,769 139,084: 44,059 43,744
Old : 182,828: 35,890 72,322 4,300 98,579 62,462 138,769 139,084: 44,059 43,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 19,370: -2,107 -4,298 599 16,891 24,268 15,383 20,569: 3,987 -1,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 39.6 2.4 53.9 34.2 75.9 76.1: 24.1 23.9
Old : 100.0: 19.6 39.6 2.4 53.9 34.2 75.9 76.1: 24.1 23.9
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 : 125: 31 48 14 30 31 69 85:
Old : 125: 31 48 14 30 31 69 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 21.2 47.4 33.5 27.4 15.2 35.7 23.3
Old : 32.5 21.2 47.4 33.5 27.4 15.2 35.7 23.3
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 9, 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 : 28,411: 8,773 11,723 0 18,656 13,985 27,429 25,708: 982 2,703
Old : 28,411: 8,773 11,723 0 18,656 13,985 27,429 25,708: 982 2,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,468: -592 544 0 1,800 678 1,208 1,222: 260 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 41.3 0.0 65.7 49.2 96.5 90.5: 3.5 9.5
Old : 100.0: 30.9 41.3 0.0 65.7 49.2 96.5 90.5: 3.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 11 0 18 11 24 22:
Old : 39: 6 11 0 18 11 24 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 : 45.6 62.7 68.9 80.5 45.6 58.3 68.6 76.0
Old : 45.6 62.7 68.9 80.5 45.6 58.3 68.6 76.0
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 9, 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 : 9,987,276: 1,806,380 654,466 743,146 6,456,774 7,662,417 9,006,300 9,060,029: 980,976 927,247
Old : 9,987,276: 1,806,380 654,466 743,146 6,456,774 7,662,417 9,006,300 9,060,029: 980,976 927,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -51,376: 14,650 14,863 -18,464 8,425 -44,351 4,611 -47,952: -55,987 -3,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.6 7.4 64.7 76.7 90.2 90.7: 9.8 9.3
Old : 100.0: 18.1 6.6 7.4 64.7 76.7 90.2 90.7: 9.8 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 : 247: 74 33 85 110 117 219 213:
Old : 247: 74 33 85 110 117 219 213:
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 : 29.0 31.9 38.5 45.6 26.5 24.8 33.2 35.8
Old : 29.0 31.9 38.5 45.6 26.5 24.8 33.2 35.8
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 9, 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 : 574,631: 74,692 63,158 13,725 378,275 389,913 466,692 466,796: 107,939 107,835
Old : 574,631: 74,692 63,158 13,725 378,275 389,913 466,692 466,796: 107,939 107,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 9,760: 1,531 10,865 2,070 -1,117 -2,132 2,484 10,803: 7,276 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.0 2.4 65.8 67.9 81.2 81.2: 18.8 18.8
Old : 100.0: 13.0 11.0 2.4 65.8 67.9 81.2 81.2: 18.8 18.8
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 : 180: 41 41 23 74 63 128 114:
Old : 180: 41 41 23 74 63 128 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 26.3 32.3 38.6 20.5 25.9 29.6 37.9
Old : 21.6 26.3 32.3 38.6 20.5 25.9 29.6 37.9
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 9, 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 : 2,584,380: 495,857 662,056 78,908 1,581,049 1,637,626 2,155,814 2,378,590: 428,566 205,790
Old : 2,584,380: 495,857 662,056 78,908 1,581,049 1,637,626 2,155,814 2,378,590: 428,566 205,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 124,563: 52,714 17,867 12,788 73,750 95,904 139,252 126,559: -14,689 -1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 25.6 3.1 61.2 63.4 83.4 92.0: 16.6 8.0
Old : 100.0: 19.2 25.6 3.1 61.2 63.4 83.4 92.0: 16.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 97 118 52 119 119 245 260:
Old : 391: 97 118 52 119 119 245 260:
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 : 17.0 22.3 26.4 32.5 11.7 17.1 20.2 26.4
Old : 17.0 22.3 26.4 32.5 11.7 17.1 20.2 26.4
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 9, 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 : 112,348: 18,342 30,018 865 78,152 77,553 97,359 108,436: 14,989 3,912
Old : 112,348: 18,342 30,018 865 78,152 77,553 97,359 108,436: 14,989 3,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 2,320: -705 -1,931 153 2,301 1,821 1,749 43: 571 2,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 26.7 0.8 69.6 69.0 86.7 96.5: 13.3 3.5
Old : 100.0: 16.3 26.7 0.8 69.6 69.0 86.7 96.5: 13.3 3.5
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 : 85: 11 18 4 37 35 49 56:
Old : 85: 11 18 4 37 35 49 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 39.3 49.0 62.8 27.0 39.3 44.0 60.3
Old : 27.9 39.3 49.0 62.8 27.0 39.3 44.0 60.3
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 30,729: 4,783 4,468 0 19,631 20,365 24,414 24,833: 6,315 5,896
Old : 30,729: 4,783 4,468 0 19,631 20,365 24,414 24,833: 6,315 5,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,327: 1,128 2,158 0 700 1,378 1,828 3,536: -501 -2,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.5 0.0 63.9 66.3 79.4 80.8: 20.6 19.2
Old : 100.0: 15.6 14.5 0.0 63.9 66.3 79.4 80.8: 20.6 19.2
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 : 47: 6 8 0 19 26 25 34:
Old : 47: 6 8 0 19 26 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 : 51.9 28.4 64.8 45.4 50.4 26.3 63.3 43.1
Old : 51.9 28.4 64.8 45.4 50.4 26.3 63.3 43.1
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 9, 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 : 356,462: 114,584 151,053 6,373 217,381 186,793 338,338 344,219: 18,124 12,243
Old : 356,462: 114,584 151,053 6,373 217,381 186,793 338,338 344,219: 18,124 12,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 33,257: 5,388 19,460 -1,471 49,478 22,208 53,395 40,197: -20,138 -6,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 42.4 1.8 61.0 52.4 94.9 96.6: 5.1 3.4
Old : 100.0: 32.1 42.4 1.8 61.0 52.4 94.9 96.6: 5.1 3.4
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 : 255: 64 84 24 60 63 139 157:
Old : 255: 64 84 24 60 63 139 157:
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 19.5 42.4 32.1 21.7 17.1 35.2 28.0
Old : 28.0 19.5 42.4 32.1 21.7 17.1 35.2 28.0
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 9, 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 : 93,898: 31,792 30,206 21 46,263 45,571 78,076 75,798: 15,822 18,100
Old : 93,898: 31,792 30,206 21 46,263 45,571 78,076 75,798: 15,822 18,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 9,225: -1,760 -1,835 -121 12,903 11,247 11,022 9,291: -1,797 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 32.2 0.0 49.3 48.5 83.1 80.7: 16.9 19.3
Old : 100.0: 33.9 32.2 0.0 49.3 48.5 83.1 80.7: 16.9 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 : 50: 9 20 2 15 18 26 38:
Old : 50: 9 20 2 15 18 26 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 : 42.7 35.4 57.1 48.4 38.2 26.5 50.4 38.2
Old : 42.7 35.4 57.1 48.4 38.2 26.5 50.4 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 9, 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 : 32,170: 1,449 8,596 0 27,001 19,767 28,450 28,363: 3,720 3,807
Old : 32,170: 1,449 8,596 0 27,001 19,767 28,450 28,363: 3,720 3,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -11: 0 -46 0 -1,051 127 -1,051 81: 1,040 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 26.7 0.0 83.9 61.4 88.4 88.2: 11.6 11.8
Old : 100.0: 4.5 26.7 0.0 83.9 61.4 88.4 88.2: 11.6 11.8
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 : 47: 2 10 0 18 21 20 31:
Old : 47: 2 10 0 18 21 20 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 : 57.8 33.0 72.6 51.2 50.1 33.0 64.7 48.0
Old : 57.8 33.0 72.6 51.2 50.1 33.0 64.7 48.0
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 9, 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 : 548,331: 86,165 175,823 10,914 442,805 345,192 539,884 531,929: 8,447 16,402
Old : 548,331: 86,165 175,823 10,914 442,805 345,192 539,884 531,929: 8,447 16,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -17,077: -418 -7,209 2,156 -17,326 -13,478 -15,588 -18,531: -1,489 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 32.1 2.0 80.8 63.0 98.5 97.0: 1.5 3.0
Old : 100.0: 15.7 32.1 2.0 80.8 63.0 98.5 97.0: 1.5 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 : 256: 44 99 13 55 80 106 185:
Old : 256: 44 99 13 55 80 106 185:
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 : 58.8 22.4 72.9 32.0 54.5 21.9 67.8 30.7
Old : 58.8 22.4 72.9 32.0 54.5 21.9 67.8 30.7
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 9, 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 : 104,538: 13,622 41,207 1,866 71,859 44,287 87,347 87,360: 17,191 17,178
Old : 104,538: 13,622 41,207 1,866 71,859 44,287 87,347 87,360: 17,191 17,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 22,035: 1,803 -832 1,169 10,417 12,167 13,389 12,504: 8,646 9,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 39.4 1.8 68.7 42.4 83.6 83.6: 16.4 16.4
Old : 100.0: 13.0 39.4 1.8 68.7 42.4 83.6 83.6: 16.4 16.4
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 : 73: 17 17 5 22 28 40 49:
Old : 73: 17 17 5 22 28 40 49:
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 38.3 59.1 53.7 39.3 36.8 52.8 50.5
Old : 42.4 38.3 59.1 53.7 39.3 36.8 52.8 50.5
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 9, 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 : 94,780: 10,311 19,138 2,307 35,207 62,833 47,825 84,278: 46,955 10,502
Old : 94,780: 10,311 19,138 2,307 35,207 62,833 47,825 84,278: 46,955 10,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 21,253: -5,624 4,230 1,872 5,827 10,152 2,075 16,254: 19,178 4,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 20.2 2.4 37.1 66.3 50.5 88.9: 49.5 11.1
Old : 100.0: 10.9 20.2 2.4 37.1 66.3 50.5 88.9: 49.5 11.1
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 : 61: 13 13 7 24 22 43 36:
Old : 61: 13 13 7 24 22 43 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 : 21.0 39.4 30.1 58.0 17.7 37.9 24.3 53.5
Old : 21.0 39.4 30.1 58.0 17.7 37.9 24.3 53.5
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 9, 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 : 23,024: 2,571 13,430 798 17,121 7,447 20,490 21,675: 2,534 1,349
Old : 23,024: 2,571 13,430 798 17,121 7,447 20,490 21,675: 2,534 1,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 362: -1,412 705 -580 1,717 79 -275 204: 637 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 58.3 3.5 74.4 32.3 89.0 94.1: 11.0 5.9
Old : 100.0: 11.2 58.3 3.5 74.4 32.3 89.0 94.1: 11.0 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 : 28: 4 8 2 10 9 16 17:
Old : 28: 4 8 2 10 9 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 57.2 77.1 78.9 60.8 54.9 69.5 73.3
Old : 67.0 57.2 77.1 78.9 60.8 54.9 69.5 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, September 9, 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 : 15,510: 5,335 1,213 5 7,926 12,447 13,266 13,665: 2,244 1,845
Old : 15,510: 5,335 1,213 5 7,926 12,447 13,266 13,665: 2,244 1,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,223: -84 -69 5 79 191 0 127: 1,223 1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 7.8 0.0 51.1 80.3 85.5 88.1: 14.5 11.9
Old : 100.0: 34.4 7.8 0.0 51.1 80.3 85.5 88.1: 14.5 11.9
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 : 24: 10 5 1 6 5 16 11:
Old : 24: 10 5 1 6 5 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 81.3 77.6 86.5 64.6 81.3 76.2 86.0
Old : 65.9 81.3 77.6 86.5 64.6 81.3 76.2 86.0
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 9, 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 : 13,882: 1,437 1,021 7 8,575 11,036 10,019 12,064: 3,863 1,818
Old : 13,882: 1,437 1,021 7 8,575 11,036 10,019 12,064: 3,863 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 248: 71 -224 0 -597 244 -526 20: 774 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.4 0.1 61.8 79.5 72.2 86.9: 27.8 13.1
Old : 100.0: 10.4 7.4 0.1 61.8 79.5 72.2 86.9: 27.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.6 53.2 53.2 68.2 37.5 49.3 51.7 63.2
Old : 37.6 53.2 53.2 68.2 37.5 49.3 51.7 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2008