BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 16, 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 : 3,372: 0 0 0 2,580 3,135 2,580 3,135: 792 237
Old : 3,372: 0 0 0 2,580 3,135 2,580 3,135: 792 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -591: 0 0 0 -470 -447 -470 -447: -121 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 76.5 93.0 76.5 93.0: 23.5 7.0
Old : 100.0: 0.0 0.0 0.0 76.5 93.0 76.5 93.0: 23.5 7.0
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 : 20: 0 0 0 15 9 15 9:
Old : 20: 0 0 0 15 9 15 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 : 43.5 79.2 62.1 92.4 41.7 71.8 56.6 83.7
Old : 43.5 79.2 62.1 92.4 41.7 71.8 56.6 83.7
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 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,446: 4,106 4,497 641 27,932 23,959 32,679 29,097: 4,767 8,349
Old : 37,446: 4,106 4,497 641 27,932 23,959 32,679 29,097: 4,767 8,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 1,501: 5 598 85 1,160 442 1,250 1,125: 251 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.0 1.7 74.6 64.0 87.3 77.7: 12.7 22.3
Old : 100.0: 11.0 12.0 1.7 74.6 64.0 87.3 77.7: 12.7 22.3
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 : 64: 14 13 11 24 27 41 48:
Old : 64: 14 13 11 24 27 41 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 : 47.2 33.8 65.6 49.3 46.5 28.8 63.9 43.8
Old : 47.2 33.8 65.6 49.3 46.5 28.8 63.9 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 16, 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 : 205,622: 40,756 32,722 43,309 97,855 96,402 181,920 172,433: 23,702 33,189
Old : 32,990: 15,649 13,556 448 10,680 11,820 26,777 25,824: 6,213 7,166
Other: 172,632: 36,500 30,559 31,468 87,175 84,582 155,143 146,609: 17,489 26,023
: : :
: : Changes in Commitments from: September 9, 2008 :
: -12,633: 2,240 2,782 -13,634 -3,354 -2,906 -14,748 -13,758: 2,115 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 15.9 21.1 47.6 46.9 88.5 83.9: 11.5 16.1
Old : 100.0: 47.4 41.1 1.4 32.4 35.8 81.2 78.3: 18.8 21.7
Other: 100.0: 21.1 17.7 18.2 50.5 49.0 89.9 84.9: 10.1 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 71 76 92 41 54 165 187:
Old : 163: 63 44 8 22 37 89 85:
Other: 217: 58 82 70 37 50 139 165:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 25.6 39.6 35.9 25.0 23.5 38.0 32.0
Old : 29.6 23.0 39.2 35.1 29.2 23.0 38.3 35.1
Other: 27.1 28.1 42.5 37.5 26.7 26.5 40.4 34.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 16, 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 : 276,655: 72,444 72,215 38,935 140,561 110,088 251,940 221,238: 24,715 55,417
Old : 276,655: 72,444 72,215 38,935 140,561 110,088 251,940 221,238: 24,715 55,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 4,303: -2,529 1,548 1,290 1,834 -524 595 2,314: 3,708 1,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 26.1 14.1 50.8 39.8 91.1 80.0: 8.9 20.0
Old : 100.0: 26.2 26.1 14.1 50.8 39.8 91.1 80.0: 8.9 20.0
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 : 324: 66 96 82 67 135 186 276:
Old : 324: 66 96 82 67 135 186 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 15.4 35.5 23.0 21.3 14.2 34.9 21.1
Old : 21.9 15.4 35.5 23.0 21.3 14.2 34.9 21.1
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 16, 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 : 11,935: 4,132 5,253 1,388 4,573 3,179 10,093 9,820: 1,842 2,115
Old : 11,935: 4,132 5,253 1,388 4,573 3,179 10,093 9,820: 1,842 2,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -501: 268 370 -544 -74 -485 -350 -659: -151 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 44.0 11.6 38.3 26.6 84.6 82.3: 15.4 17.7
Old : 100.0: 34.6 44.0 11.6 38.3 26.6 84.6 82.3: 15.4 17.7
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 : 97: 24 40 14 15 22 47 72:
Old : 97: 24 40 14 15 22 47 72:
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 : 28.9 26.7 50.1 39.1 28.9 25.8 48.5 36.1
Old : 28.9 26.7 50.1 39.1 28.9 25.8 48.5 36.1
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 16, 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 : 26,824: 9,162 9,915 3,759 8,893 3,348 21,814 17,022: 5,010 9,802
Old : 26,824: 9,162 9,915 3,759 8,893 3,348 21,814 17,022: 5,010 9,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -1,077: -268 956 -1,502 893 -770 -877 -1,316: -200 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 37.0 14.0 33.2 12.5 81.3 63.5: 18.7 36.5
Old : 100.0: 34.2 37.0 14.0 33.2 12.5 81.3 63.5: 18.7 36.5
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 : 119: 30 39 28 35 19 81 75:
Old : 119: 30 39 28 35 19 81 75:
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 : 26.2 23.4 38.3 30.5 23.1 19.7 34.0 25.6
Old : 26.2 23.4 38.3 30.5 23.1 19.7 34.0 25.6
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 16, 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 : 145,036: 33,090 43,312 5,280 80,684 70,204 119,054 118,796: 25,982 26,240
Old : 145,036: 33,090 43,312 5,280 80,684 70,204 119,054 118,796: 25,982 26,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 2,692: -3,044 -2,806 -2,665 6,537 7,483 828 2,012: 1,864 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 29.9 3.6 55.6 48.4 82.1 81.9: 17.9 18.1
Old : 100.0: 22.8 29.9 3.6 55.6 48.4 82.1 81.9: 17.9 18.1
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 : 79: 21 23 8 27 19 51 49:
Old : 79: 21 23 8 27 19 51 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 : 34.7 37.1 47.3 52.7 20.5 19.6 31.6 30.2
Old : 34.7 37.1 47.3 52.7 20.5 19.6 31.6 30.2
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 16, 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 : 39,036: 7,451 20,899 17 21,918 2,559 29,386 23,475: 9,650 15,561
Old : 39,036: 7,451 20,899 17 21,918 2,559 29,386 23,475: 9,650 15,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -31,296: -3,625 -5,092 17 -25,469 -24,375 -29,077 -29,450: -2,219 -1,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 53.5 0.0 56.1 6.6 75.3 60.1: 24.7 39.9
Old : 100.0: 19.1 53.5 0.0 56.1 6.6 75.3 60.1: 24.7 39.9
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 : 43: 8 22 2 9 7 17 31:
Old : 43: 8 22 2 9 7 17 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 : 49.4 18.8 64.0 31.0 49.0 18.8 63.5 31.0
Old : 49.4 18.8 64.0 31.0 49.0 18.8 63.5 31.0
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 16, 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 : 50,220: 24,814 7,506 3 21,117 40,100 45,934 47,609: 4,286 2,611
Old : 50,220: 24,814 7,506 3 21,117 40,100 45,934 47,609: 4,286 2,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -38,004: -7,940 231 -1,493 -22,349 -32,393 -31,782 -33,655: -6,222 -4,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 14.9 0.0 42.0 79.8 91.5 94.8: 8.5 5.2
Old : 100.0: 49.4 14.9 0.0 42.0 79.8 91.5 94.8: 8.5 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 : 73: 33 20 1 10 12 44 32:
Old : 73: 33 20 1 10 12 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 66.7 64.5 78.1 33.0 47.3 46.1 56.9
Old : 50.1 66.7 64.5 78.1 33.0 47.3 46.1 56.9
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 16, 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 : 105,913: 18,353 67,712 35 74,572 12,287 92,960 80,034: 12,953 25,879
Old : 105,913: 18,353 67,712 35 74,572 12,287 92,960 80,034: 12,953 25,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -21,614: 1,842 3,681 -3,938 -10,552 -12,943 -12,648 -13,200: -8,966 -8,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 63.9 0.0 70.4 11.6 87.8 75.6: 12.2 24.4
Old : 100.0: 17.3 63.9 0.0 70.4 11.6 87.8 75.6: 12.2 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 8 41 2 17 16 26 58:
Old : 75: 8 41 2 17 16 26 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 21.6 70.8 35.4 46.2 21.6 69.4 35.4
Old : 46.7 21.6 70.8 35.4 46.2 21.6 69.4 35.4
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 16, 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 : 132,133: 50,625 24,025 333 57,162 88,537 108,120 112,895: 24,013 19,238
Old : 132,133: 50,625 24,025 333 57,162 88,537 108,120 112,895: 24,013 19,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -74,783: 11,327 -452 -368 -85,962 -73,425 -75,003 -74,245: 220 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 18.2 0.3 43.3 67.0 81.8 85.4: 18.2 14.6
Old : 100.0: 38.3 18.2 0.3 43.3 67.0 81.8 85.4: 18.2 14.6
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 : 87: 36 22 3 16 18 55 40:
Old : 87: 36 22 3 16 18 55 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 51.3 50.7 62.3 36.5 51.1 50.7 62.1
Old : 36.5 51.3 50.7 62.3 36.5 51.1 50.7 62.1
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 16, 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 : 142,148: 35,314 75,968 4,720 68,208 23,682 108,242 104,370: 33,906 37,778
Old : 142,148: 35,314 75,968 4,720 68,208 23,682 108,242 104,370: 33,906 37,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -40,680: -576 3,646 420 -30,371 -38,780 -30,527 -34,714: -10,153 -5,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 53.4 3.3 48.0 16.7 76.1 73.4: 23.9 26.6
Old : 100.0: 24.8 53.4 3.3 48.0 16.7 76.1 73.4: 23.9 26.6
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 : 113: 30 43 8 23 28 56 77:
Old : 113: 30 43 8 23 28 56 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 22.0 44.9 31.6 28.3 21.0 43.6 30.6
Old : 28.4 22.0 44.9 31.6 28.3 21.0 43.6 30.6
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 16, 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 : 19,338: 7,744 11,644 0 10,869 4,698 18,613 16,342: 725 2,996
Old : 19,338: 7,744 11,644 0 10,869 4,698 18,613 16,342: 725 2,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -9,073: -1,029 -79 0 -7,787 -9,287 -8,816 -9,366: -257 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 60.2 0.0 56.2 24.3 96.3 84.5: 3.7 15.5
Old : 100.0: 40.0 60.2 0.0 56.2 24.3 96.3 84.5: 3.7 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 12 0 11 7 16 19:
Old : 33: 5 12 0 11 7 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 65.3 88.6 74.1 61.8 65.3 88.6 74.0
Old : 61.8 65.3 88.6 74.1 61.8 65.3 88.6 74.0
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 16, 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 : 8,595,270: 1,385,751 445,820 530,986 5,655,283 6,737,639 7,572,020 7,714,445: 1,023,250 880,825
Old : 8,595,270: 1,385,751 445,820 530,986 5,655,283 6,737,639 7,572,020 7,714,445: 1,023,250 880,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
:-1,392,006: -420,629 -208,646 -212,160 -801,491 -924,778 -1,434,280 -1,345,584: 42,274 -46,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.2 6.2 65.8 78.4 88.1 89.8: 11.9 10.2
Old : 100.0: 16.1 5.2 6.2 65.8 78.4 88.1 89.8: 11.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 65 34 76 102 107 202 194:
Old : 226: 65 34 76 102 107 202 194:
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 : 31.8 32.3 40.6 47.0 29.4 25.5 34.8 36.9
Old : 31.8 32.3 40.6 47.0 29.4 25.5 34.8 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 16, 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 : 680,491: 76,539 60,248 27,179 439,882 444,080 543,600 531,507: 136,891 148,984
Old : 680,491: 76,539 60,248 27,179 439,882 444,080 543,600 531,507: 136,891 148,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 105,860: 1,847 -2,910 13,454 61,607 54,167 76,908 64,711: 28,952 41,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.9 4.0 64.6 65.3 79.9 78.1: 20.1 21.9
Old : 100.0: 11.2 8.9 4.0 64.6 65.3 79.9 78.1: 20.1 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 44 44 42 83 67 151 131:
Old : 190: 44 44 42 83 67 151 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 22.3 28.5 33.5 17.9 20.0 25.2 30.3
Old : 19.6 22.3 28.5 33.5 17.9 20.0 25.2 30.3
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 16, 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 : 3,205,598: 575,434 661,459 142,396 2,035,538 2,158,026 2,753,368 2,961,881: 452,230 243,717
Old : 3,205,598: 575,434 661,459 142,396 2,035,538 2,158,026 2,753,368 2,961,881: 452,230 243,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 621,218: 79,577 -597 63,488 454,489 520,400 597,554 583,291: 23,664 37,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 20.6 4.4 63.5 67.3 85.9 92.4: 14.1 7.6
Old : 100.0: 18.0 20.6 4.4 63.5 67.3 85.9 92.4: 14.1 7.6
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 : 411: 114 124 92 134 127 290 301:
Old : 411: 114 124 92 134 127 290 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 26.8 27.4 36.0 9.7 14.6 16.5 22.4
Old : 19.2 26.8 27.4 36.0 9.7 14.6 16.5 22.4
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 16, 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 : 129,031: 19,923 29,570 1,900 90,399 92,886 112,222 124,356: 16,809 4,675
Old : 129,031: 19,923 29,570 1,900 90,399 92,886 112,222 124,356: 16,809 4,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 16,683: 1,581 -448 1,035 12,247 15,333 14,863 15,920: 1,820 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 22.9 1.5 70.1 72.0 87.0 96.4: 13.0 3.6
Old : 100.0: 15.4 22.9 1.5 70.1 72.0 87.0 96.4: 13.0 3.6
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: 11 17 7 44 41 59 61:
Old : 89: 11 17 7 44 41 59 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 : 27.9 36.4 45.9 58.2 24.8 36.4 40.2 55.5
Old : 27.9 36.4 45.9 58.2 24.8 36.4 40.2 55.5
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 16, 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 : 39,653: 5,838 4,419 226 25,120 26,522 31,184 31,167: 8,469 8,486
Old : 39,653: 5,838 4,419 226 25,120 26,522 31,184 31,167: 8,469 8,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 8,924: 1,055 -49 226 5,489 6,157 6,770 6,334: 2,154 2,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.1 0.6 63.3 66.9 78.6 78.6: 21.4 21.4
Old : 100.0: 14.7 11.1 0.6 63.3 66.9 78.6 78.6: 21.4 21.4
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 : 50: 7 10 3 24 26 33 37:
Old : 50: 7 10 3 24 26 33 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 : 43.7 30.9 58.7 46.1 41.4 21.3 51.5 33.5
Old : 43.7 30.9 58.7 46.1 41.4 21.3 51.5 33.5
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 16, 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 : 434,630: 115,475 120,251 23,358 249,804 252,510 388,637 396,119: 45,993 38,511
Old : 434,630: 115,475 120,251 23,358 249,804 252,510 388,637 396,119: 45,993 38,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 78,168: 891 -30,802 16,985 32,423 65,717 50,299 51,900: 27,869 26,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 27.7 5.4 57.5 58.1 89.4 91.1: 10.6 8.9
Old : 100.0: 26.6 27.7 5.4 57.5 58.1 89.4 91.1: 10.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 57 80 30 65 71 138 165:
Old : 243: 57 80 30 65 71 138 165:
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 : 23.4 19.5 38.0 30.9 17.3 15.8 28.0 24.3
Old : 23.4 19.5 38.0 30.9 17.3 15.8 28.0 24.3
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 16, 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 : 53,874: 8,575 25,601 262 28,995 10,126 37,832 35,989: 16,042 17,885
Old : 53,874: 8,575 25,601 262 28,995 10,126 37,832 35,989: 16,042 17,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -40,024: -23,217 -4,605 241 -17,268 -35,445 -40,244 -39,809: 220 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 47.5 0.5 53.8 18.8 70.2 66.8: 29.8 33.2
Old : 100.0: 15.9 47.5 0.5 53.8 18.8 70.2 66.8: 29.8 33.2
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 : 45: 7 19 3 8 15 17 35:
Old : 45: 7 19 3 8 15 17 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 : 47.8 22.5 60.5 34.5 47.6 22.5 58.0 34.5
Old : 47.8 22.5 60.5 34.5 47.6 22.5 58.0 34.5
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 16, 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 : 29,629: 1,075 5,761 0 26,774 21,240 27,849 27,001: 1,780 2,628
Old : 29,629: 1,075 5,761 0 26,774 21,240 27,849 27,001: 1,780 2,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -2,541: -374 -2,835 0 -227 1,473 -601 -1,362: -1,940 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 19.4 0.0 90.4 71.7 94.0 91.1: 6.0 8.9
Old : 100.0: 3.6 19.4 0.0 90.4 71.7 94.0 91.1: 6.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 6 0 14 24 16 30:
Old : 43: 2 6 0 14 24 16 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 32.9 81.6 51.6 63.7 32.9 74.1 48.7
Old : 65.9 32.9 81.6 51.6 63.7 32.9 74.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, September 16, 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 : 499,575: 66,466 129,361 9,919 420,395 350,956 496,780 490,236: 2,795 9,339
Old : 499,575: 66,466 129,361 9,919 420,395 350,956 496,780 490,236: 2,795 9,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -48,756: -19,699 -46,462 -995 -22,410 5,764 -43,104 -41,693: -5,652 -7,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 25.9 2.0 84.2 70.3 99.4 98.1: 0.6 1.9
Old : 100.0: 13.3 25.9 2.0 84.2 70.3 99.4 98.1: 0.6 1.9
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 : 211: 28 63 8 54 87 88 154:
Old : 211: 28 63 8 54 87 88 154:
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 : 64.1 26.0 79.0 36.7 59.9 25.9 73.8 36.1
Old : 64.1 26.0 79.0 36.7 59.9 25.9 73.8 36.1
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 16, 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 : 54,885: 11,505 25,242 0 33,839 22,012 45,344 47,254: 9,541 7,631
Old : 54,885: 11,505 25,242 0 33,839 22,012 45,344 47,254: 9,541 7,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -49,653: -2,117 -15,965 -1,866 -38,020 -22,275 -42,003 -40,106: -7,650 -9,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 46.0 0.0 61.7 40.1 82.6 86.1: 17.4 13.9
Old : 100.0: 21.0 46.0 0.0 61.7 40.1 82.6 86.1: 17.4 13.9
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 : 58: 17 14 0 14 16 31 30:
Old : 58: 17 14 0 14 16 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 46.5 59.0 64.5 40.2 46.5 59.0 64.5
Old : 40.2 46.5 59.0 64.5 40.2 46.5 59.0 64.5
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 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 52,680: 7,330 12,946 1,094 28,960 19,693 37,384 33,733: 15,296 18,947
Old : 52,680: 7,330 12,946 1,094 28,960 19,693 37,384 33,733: 15,296 18,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -42,100: -2,981 -6,192 -1,213 -6,247 -43,140 -10,441 -50,545: -31,659 8,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 24.6 2.1 55.0 37.4 71.0 64.0: 29.0 36.0
Old : 100.0: 13.9 24.6 2.1 55.0 37.4 71.0 64.0: 29.0 36.0
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 : 52: 7 14 2 17 16 25 31:
Old : 52: 7 14 2 17 16 25 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 : 35.4 27.7 51.0 42.0 34.3 27.5 48.8 41.7
Old : 35.4 27.7 51.0 42.0 34.3 27.5 48.8 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, September 16, 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 : 23,800: 3,135 12,964 844 17,874 8,395 21,853 22,203: 1,947 1,597
Old : 23,800: 3,135 12,964 844 17,874 8,395 21,853 22,203: 1,947 1,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 776: 564 -466 46 753 948 1,363 528: -587 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 54.5 3.5 75.1 35.3 91.8 93.3: 8.2 6.7
Old : 100.0: 13.2 54.5 3.5 75.1 35.3 91.8 93.3: 8.2 6.7
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: 6 8 2 8 9 16 18:
Old : 29: 6 8 2 8 9 16 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 : 71.9 52.9 81.0 76.5 64.8 51.6 73.0 71.4
Old : 71.9 52.9 81.0 76.5 64.8 51.6 73.0 71.4
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 16, 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 : 15,983: 6,353 1,583 151 8,069 12,899 14,573 14,633: 1,410 1,350
Old : 15,983: 6,353 1,583 151 8,069 12,899 14,573 14,633: 1,410 1,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 473: 1,018 370 146 143 452 1,307 968: -834 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 9.9 0.9 50.5 80.7 91.2 91.6: 8.8 8.4
Old : 100.0: 39.7 9.9 0.9 50.5 80.7 91.2 91.6: 8.8 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 : 27: 11 7 1 6 5 17 13:
Old : 27: 11 7 1 6 5 17 13:
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 : 64.2 81.7 80.6 87.2 62.9 81.7 78.4 87.0
Old : 64.2 81.7 80.6 87.2 62.9 81.7 78.4 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2008