BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 3,995: 0 0 0 3,028 3,865 3,028 3,865: 967 130
Old : 3,995: 0 0 0 3,028 3,865 3,028 3,865: 967 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -344: 0 0 0 -284 -289 -284 -289: -60 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 75.8 96.7 75.8 96.7: 24.2 3.3
Old : 100.0: 0.0 0.0 0.0 75.8 96.7 75.8 96.7: 24.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 9 14 9:
Old : 20: 0 0 0 14 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 77.5 61.2 96.5 44.5 75.6 60.2 93.5
Old : 44.5 77.5 61.2 96.5 44.5 75.6 60.2 93.5
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 49,294: 4,958 2,034 8,051 31,033 28,827 44,043 38,912: 5,251 10,381
Old : 49,294: 4,958 2,034 8,051 31,033 28,827 44,043 38,912: 5,251 10,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 851: -90 271 125 1,125 477 1,159 872: -309 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 4.1 16.3 63.0 58.5 89.3 78.9: 10.7 21.1
Old : 100.0: 10.1 4.1 16.3 63.0 58.5 89.3 78.9: 10.7 21.1
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 : 64: 13 16 20 26 29 50 54:
Old : 64: 13 16 20 26 29 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 30.4 63.4 43.2 38.7 25.8 54.1 35.4
Old : 43.9 30.4 63.4 43.2 38.7 25.8 54.1 35.4
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 270,917: 58,965 41,177 58,855 122,491 135,040 240,311 235,071: 30,606 35,845
Old : 133,868: 29,612 42,689 19,401 70,362 53,376 119,375 115,465: 14,494 18,403
Other: 137,048: 42,347 11,482 26,460 52,129 81,663 120,936 119,606: 16,112 17,443
: : :
: : Changes in Commitments from: July 8, 2008 :
: 3,506: 10,366 -3,171 -4,035 -3,340 10,241 2,990 3,035: 516 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 15.2 21.7 45.2 49.8 88.7 86.8: 11.3 13.2
Old : 100.0: 22.1 31.9 14.5 52.6 39.9 89.2 86.3: 10.8 13.7
Other: 100.0: 30.9 8.4 19.3 38.0 59.6 88.2 87.3: 11.8 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 95 87 98 51 58 204 202:
Old : 240: 74 97 65 43 51 155 177:
Other: 196: 83 40 56 38 52 145 128:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 26.6 38.6 36.3 21.2 24.1 31.5 29.4
Old : 34.2 24.3 44.2 33.2 34.2 22.5 44.2 29.4
Other: 30.8 36.0 42.2 46.0 26.2 34.1 37.4 41.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 1,963: 752 605 83 300 679 1,135 1,367: 828 596
Old : 1,831: 752 582 78 258 676 1,088 1,336: 743 494
Other: 132: 0 23 5 42 3 47 31: 85 101
: : :
: : Changes in Commitments from: July 8, 2008 :
: -146: 37 -57 42 -75 -122 4 -137: -150 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 30.8 4.2 15.3 34.6 57.8 69.6: 42.2 30.4
Old : 100.0: 41.1 31.8 4.3 14.1 36.9 59.4 73.0: 40.6 27.0
Other: 100.0: 0.3 17.4 3.6 31.8 2.3 35.7 23.3: 64.3 76.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 8 2 7 3 18 11:
Old : 25: 9 8 2 7 3 18 11:
Other: 5: 1 1 2 1 2 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 46.3 44.2 64.3 30.6 44.1 42.5 58.8
Old : 32.8 49.2 45.0 67.5 32.8 47.1 43.3 61.7
Other: 35.7 23.3 35.7 23.3 32.0 19.7 32.0 19.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 361,826: 85,040 29,607 91,688 157,690 169,825 334,418 291,121: 27,408 70,705
Old : 361,826: 85,040 29,607 91,688 157,690 169,825 334,418 291,121: 27,408 70,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -15,278: -9,307 5,187 1,555 -6,780 -18,885 -14,532 -12,143: -745 -3,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.2 25.3 43.6 46.9 92.4 80.5: 7.6 19.5
Old : 100.0: 23.5 8.2 25.3 43.6 46.9 92.4 80.5: 7.6 19.5
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 : 384: 126 66 113 94 166 272 310:
Old : 384: 126 66 113 94 166 272 310:
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 : 19.7 15.3 31.1 24.0 19.3 13.6 30.2 20.7
Old : 19.7 15.3 31.1 24.0 19.3 13.6 30.2 20.7
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 with Delta-adjusted Options and Futures Combined, July 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 14,292: 3,919 5,307 2,429 6,004 4,658 12,352 12,393: 1,940 1,899
Old : 14,292: 3,919 5,307 2,429 6,004 4,658 12,352 12,393: 1,940 1,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -630: -122 3 -262 -149 -330 -532 -588: -98 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 37.1 17.0 42.0 32.6 86.4 86.7: 13.6 13.3
Old : 100.0: 27.4 37.1 17.0 42.0 32.6 86.4 86.7: 13.6 13.3
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 : 100: 32 29 13 19 28 56 69:
Old : 100: 32 29 13 19 28 56 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 24.2 53.2 39.4 29.4 22.8 48.1 36.6
Old : 29.4 24.2 53.2 39.4 29.4 22.8 48.1 36.6
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 35,956: 9,800 7,005 8,550 11,879 7,215 30,229 22,770: 5,727 13,187
Old : 35,956: 9,800 7,005 8,550 11,879 7,215 30,229 22,770: 5,727 13,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 1,221: 210 359 475 -100 -469 585 364: 636 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.5 23.8 33.0 20.1 84.1 63.3: 15.9 36.7
Old : 100.0: 27.3 19.5 23.8 33.0 20.1 84.1 63.3: 15.9 36.7
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 : 131: 33 34 35 40 41 98 90:
Old : 131: 33 34 35 40 41 98 90:
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 : 24.5 20.0 34.7 29.0 20.0 13.5 28.4 19.5
Old : 24.5 20.0 34.7 29.0 20.0 13.5 28.4 19.5
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 107,593: 41,983 25,697 6,454 26,991 52,980 75,429 85,131: 32,164 22,461
Old : 107,593: 41,983 25,697 6,454 26,991 52,980 75,429 85,131: 32,164 22,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 6,672: 8,093 -10,436 1,393 -4,277 18,881 5,209 9,839: 1,463 -3,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 23.9 6.0 25.1 49.2 70.1 79.1: 29.9 20.9
Old : 100.0: 39.0 23.9 6.0 25.1 49.2 70.1 79.1: 29.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 27 16 8 20 21 51 42:
Old : 76: 27 16 8 20 21 51 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 26.6 32.3 45.9 21.2 26.4 30.6 43.2
Old : 22.5 26.6 32.3 45.9 21.2 26.4 30.6 43.2
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 69,645: 33,098 18,033 2,601 8,730 38,612 44,429 59,245: 25,215 10,399
Old : 69,645: 33,098 18,033 2,601 8,730 38,612 44,429 59,245: 25,215 10,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 12,145: 14,700 -4,843 201 -5,090 18,950 9,811 14,308: 2,333 -2,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 25.9 3.7 12.5 55.4 63.8 85.1: 36.2 14.9
Old : 100.0: 47.5 25.9 3.7 12.5 55.4 63.8 85.1: 36.2 14.9
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: 24 15 4 9 16 34 34:
Old : 58: 24 15 4 9 16 34 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 : 23.7 34.6 37.3 49.9 21.1 34.6 32.7 49.3
Old : 23.7 34.6 37.3 49.9 21.1 34.6 32.7 49.3
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 107,271: 87,130 14,896 322 12,424 89,986 99,876 105,204: 7,395 2,067
Old : 107,271: 87,130 14,896 322 12,424 89,986 99,876 105,204: 7,395 2,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 6,800: 4,446 4,306 -84 3,025 8,331 7,387 12,553: -587 -5,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 13.9 0.3 11.6 83.9 93.1 98.1: 6.9 1.9
Old : 100.0: 81.2 13.9 0.3 11.6 83.9 93.1 98.1: 6.9 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 : 95: 60 16 1 8 15 68 32:
Old : 95: 60 16 1 8 15 68 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 : 41.4 68.2 55.3 87.9 41.4 67.9 55.3 86.9
Old : 41.4 68.2 55.3 87.9 41.4 67.9 55.3 86.9
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 118,030: 50,350 43,023 6,556 39,233 43,034 96,139 92,613: 21,891 25,417
Old : 118,030: 50,350 43,023 6,556 39,233 43,034 96,139 92,613: 21,891 25,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 26,019: 19,083 4,287 925 4,971 22,307 24,979 27,519: 1,040 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 36.5 5.6 33.2 36.5 81.5 78.5: 18.5 21.5
Old : 100.0: 42.7 36.5 5.6 33.2 36.5 81.5 78.5: 18.5 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 22 32 9 12 18 40 53:
Old : 78: 22 32 9 12 18 40 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 31.0 45.4 43.3 28.6 29.7 44.6 41.8
Old : 28.6 31.0 45.4 43.3 28.6 29.7 44.6 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 258,956: 73,703 25,930 19,240 130,962 190,713 223,906 235,883: 35,050 23,073
Old : 258,956: 73,703 25,930 19,240 130,962 190,713 223,906 235,883: 35,050 23,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 42,737: 38,732 -6,096 449 -3,204 50,563 35,978 44,917: 6,760 -2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.0 7.4 50.6 73.6 86.5 91.1: 13.5 8.9
Old : 100.0: 28.5 10.0 7.4 50.6 73.6 86.5 91.1: 13.5 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 : 102: 40 23 9 25 26 70 53:
Old : 102: 40 23 9 25 26 70 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 55.4 50.4 68.6 25.4 43.5 33.9 49.4
Old : 38.2 55.4 50.4 68.6 25.4 43.5 33.9 49.4
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 224,460: 85,387 60,003 31,287 54,713 86,910 171,387 178,201: 53,073 46,259
Old : 224,460: 85,387 60,003 31,287 54,713 86,910 171,387 178,201: 53,073 46,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 15,338: 3,331 3,493 6,730 3,022 9,531 13,084 19,755: 2,254 -4,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 26.7 13.9 24.4 38.7 76.4 79.4: 23.6 20.6
Old : 100.0: 38.0 26.7 13.9 24.4 38.7 76.4 79.4: 23.6 20.6
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 : 157: 52 56 43 33 38 117 105:
Old : 157: 52 56 43 33 38 117 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 28.8 28.8 38.9 15.7 27.0 26.7 35.3
Old : 16.3 28.8 28.8 38.9 15.7 27.0 26.7 35.3
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 29,068: 13,581 8,254 0 12,655 19,023 26,236 27,277: 2,832 1,791
Old : 29,068: 13,581 8,254 0 12,655 19,023 26,236 27,277: 2,832 1,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -1,455: 1,369 -1,817 0 -1,437 418 -68 -1,399: -1,387 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 28.4 0.0 43.5 65.4 90.3 93.8: 9.7 6.2
Old : 100.0: 46.7 28.4 0.0 43.5 65.4 90.3 93.8: 9.7 6.2
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 : 38: 16 4 0 11 12 27 16:
Old : 38: 16 4 0 11 12 27 16:
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 : 50.6 83.5 66.7 90.2 50.6 80.6 66.6 87.2
Old : 50.6 83.5 66.7 90.2 50.6 80.6 66.6 87.2
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 with Delta-adjusted Options and Futures Combined, July 15, 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 :15,931,153: 1,008,726 368,380 5,389,271 8,406,800 9,125,241 14,804,797 14,882,892: 1,126,356 1,048,261
Old :15,931,153: 1,008,726 368,380 5,389,271 8,406,800 9,125,241 14,804,797 14,882,892: 1,126,356 1,048,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 135,834: 167,630 -183,955 3,947 -28,458 283,730 143,119 103,722: -7,285 32,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.3 33.8 52.8 57.3 92.9 93.4: 7.1 6.6
Old : 100.0: 6.3 2.3 33.8 52.8 57.3 92.9 93.4: 7.1 6.6
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 : 277: 82 47 110 133 129 267 244:
Old : 277: 82 47 110 133 129 267 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 21.5 31.4 34.0 16.9 13.6 20.4 19.9
Old : 20.7 21.5 31.4 34.0 16.9 13.6 20.4 19.9
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 799,911: 90,310 59,905 153,114 420,239 432,643 663,662 645,662: 136,249 154,249
Old : 799,911: 90,310 59,905 153,114 420,239 432,643 663,662 645,662: 136,249 154,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 97,833: 6,745 4,870 46,276 30,494 31,786 83,515 82,933: 14,318 14,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.5 19.1 52.5 54.1 83.0 80.7: 17.0 19.3
Old : 100.0: 11.3 7.5 19.1 52.5 54.1 83.0 80.7: 17.0 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 : 219: 69 44 74 84 64 182 153:
Old : 219: 69 44 74 84 64 182 153:
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 : 15.9 19.9 23.8 29.4 15.3 19.8 21.5 28.1
Old : 15.9 19.9 23.8 29.4 15.3 19.8 21.5 28.1
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 2,897,781: 458,327 627,128 307,085 1,596,260 1,743,164 2,361,671 2,677,377: 536,110 220,405
Old : 2,897,781: 458,327 627,128 307,085 1,596,260 1,743,164 2,361,671 2,677,377: 536,110 220,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 329,286: 94,708 -9,881 59,628 84,493 256,492 238,829 306,240: 90,457 23,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.6 10.6 55.1 60.2 81.5 92.4: 18.5 7.6
Old : 100.0: 15.8 21.6 10.6 55.1 60.2 81.5 92.4: 18.5 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 : 399: 122 109 98 115 112 275 281:
Old : 399: 122 109 98 115 112 275 281:
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 : 16.3 18.6 25.0 28.4 12.0 15.9 19.7 24.7
Old : 16.3 18.6 25.0 28.4 12.0 15.9 19.7 24.7
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 97,505: 13,126 29,365 117 71,722 64,104 84,964 93,586: 12,541 3,919
Old : 97,505: 13,126 29,365 117 71,722 64,104 84,964 93,586: 12,541 3,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 4,701: 104 2,370 16 3,502 2,844 3,622 5,231: 1,078 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 30.1 0.1 73.6 65.7 87.1 96.0: 12.9 4.0
Old : 100.0: 13.5 30.1 0.1 73.6 65.7 87.1 96.0: 12.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 13 18 2 40 28 54 47:
Old : 88: 13 18 2 40 28 54 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 41.9 46.4 60.5 25.7 40.4 43.9 59.1
Old : 27.9 41.9 46.4 60.5 25.7 40.4 43.9 59.1
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 30,313: 3,818 7,358 43 19,467 17,278 23,328 24,679: 6,985 5,634
Old : 30,313: 3,818 7,358 43 19,467 17,278 23,328 24,679: 6,985 5,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 3,809: 104 138 0 3,933 2,882 4,037 3,020: -228 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 24.3 0.1 64.2 57.0 77.0 81.4: 23.0 18.6
Old : 100.0: 12.6 24.3 0.1 64.2 57.0 77.0 81.4: 23.0 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 9 2 19 18 28 27:
Old : 45: 7 9 2 19 18 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 36.9 60.4 56.1 46.5 36.9 58.8 56.1
Old : 48.0 36.9 60.4 56.1 46.5 36.9 58.8 56.1
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 316,706: 103,781 115,083 14,256 178,030 162,600 296,067 291,939: 20,639 24,767
Old : 316,706: 103,781 115,083 14,256 178,030 162,600 296,067 291,939: 20,639 24,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -497: 999 733 4,611 -5,383 -1,510 227 3,834: -724 -4,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 36.3 4.5 56.2 51.3 93.5 92.2: 6.5 7.8
Old : 100.0: 32.8 36.3 4.5 56.2 51.3 93.5 92.2: 6.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 63 69 24 53 59 127 142:
Old : 231: 63 69 24 53 59 127 142:
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 : 27.3 22.4 42.4 35.9 24.2 19.4 36.3 31.0
Old : 27.3 22.4 42.4 35.9 24.2 19.4 36.3 31.0
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 112,687: 69,926 14,709 3,730 7,687 83,820 81,343 102,259: 31,344 10,428
Old : 112,687: 69,926 14,709 3,730 7,687 83,820 81,343 102,259: 31,344 10,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 9,101: 9,505 2,632 -59 -669 15,828 8,778 18,401: 324 -9,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 13.1 3.3 6.8 74.4 72.2 90.7: 27.8 9.3
Old : 100.0: 62.1 13.1 3.3 6.8 74.4 72.2 90.7: 27.8 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 : 65: 31 12 3 16 18 49 31:
Old : 65: 31 12 3 16 18 49 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 : 26.7 54.1 40.6 68.0 26.7 53.2 40.1 65.9
Old : 26.7 54.1 40.6 68.0 26.7 53.2 40.1 65.9
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 38,042: 993 18,090 0 28,543 16,329 29,536 34,419: 8,506 3,622
Old : 38,042: 993 18,090 0 28,543 16,329 29,536 34,419: 8,506 3,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 4,198: 133 2,817 0 2,517 2,086 2,650 4,903: 1,548 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 47.6 0.0 75.0 42.9 77.6 90.5: 22.4 9.5
Old : 100.0: 2.6 47.6 0.0 75.0 42.9 77.6 90.5: 22.4 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 : 51: 2 18 0 17 19 19 37:
Old : 51: 2 18 0 17 19 19 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 : 57.2 34.2 67.7 52.4 50.7 34.2 61.2 50.5
Old : 57.2 34.2 67.7 52.4 50.7 34.2 61.2 50.5
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 678,789: 93,107 294,694 4,400 565,354 331,613 662,861 630,706: 15,928 48,083
Old : 678,789: 93,107 294,694 4,400 565,354 331,613 662,861 630,706: 15,928 48,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 21,925: 9,801 14,734 833 9,455 578 20,089 16,145: 1,836 5,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 43.4 0.6 83.3 48.9 97.7 92.9: 2.3 7.1
Old : 100.0: 13.7 43.4 0.6 83.3 48.9 97.7 92.9: 2.3 7.1
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 : 259: 36 116 25 61 70 113 195:
Old : 259: 36 116 25 61 70 113 195:
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 : 57.5 21.9 75.4 33.2 54.4 21.9 72.3 32.3
Old : 57.5 21.9 75.4 33.2 54.4 21.9 72.3 32.3
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 73,762: 13,452 35,060 404 51,544 30,553 65,400 66,018: 8,362 7,744
Old : 73,762: 13,452 35,060 404 51,544 30,553 65,400 66,018: 8,362 7,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 4,887: 2,324 4,025 397 2,649 741 5,370 5,163: -484 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 47.5 0.5 69.9 41.4 88.7 89.5: 11.3 10.5
Old : 100.0: 18.2 47.5 0.5 69.9 41.4 88.7 89.5: 11.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 19 22 5 13 22 36 45:
Old : 72: 19 22 5 13 22 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 45.7 69.8 60.8 52.4 45.7 69.1 59.1
Old : 52.4 45.7 69.8 60.8 52.4 45.7 69.1 59.1
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 53,567: 8,118 7,021 421 22,137 38,897 30,676 46,339: 22,891 7,228
Old : 53,567: 8,118 7,021 421 22,137 38,897 30,676 46,339: 22,891 7,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 6,166: 2,343 1,943 -53 1,752 4,523 4,042 6,413: 2,124 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.1 0.8 41.3 72.6 57.3 86.5: 42.7 13.5
Old : 100.0: 15.2 13.1 0.8 41.3 72.6 57.3 86.5: 42.7 13.5
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 : 57: 13 12 2 17 22 32 34:
Old : 57: 13 12 2 17 22 32 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 : 28.2 45.9 38.7 61.0 23.1 45.0 32.3 57.5
Old : 28.2 45.9 38.7 61.0 23.1 45.0 32.3 57.5
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 18,698: 4,441 11,080 52 12,052 6,163 16,545 17,295: 2,153 1,403
Old : 18,698: 4,441 11,080 52 12,052 6,163 16,545 17,295: 2,153 1,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 225: 4 -204 0 -18 265 -14 61: 239 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 59.3 0.3 64.5 33.0 88.5 92.5: 11.5 7.5
Old : 100.0: 23.8 59.3 0.3 64.5 33.0 88.5 92.5: 11.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 7 1 8 6 17 14:
Old : 28: 9 7 1 8 6 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 62.8 75.2 83.4 58.6 62.8 67.8 79.6
Old : 64.9 62.8 75.2 83.4 58.6 62.8 67.8 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 16,371: 6,511 693 44 7,889 14,188 14,444 14,925: 1,927 1,446
Old : 16,371: 6,511 693 44 7,889 14,188 14,444 14,925: 1,927 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 165: 168 119 -137 230 120 261 102: -96 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 4.2 0.3 48.2 86.7 88.2 91.2: 11.8 8.8
Old : 100.0: 39.8 4.2 0.3 48.2 86.7 88.2 91.2: 11.8 8.8
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 : 25: 12 4 2 7 6 19 12:
Old : 25: 12 4 2 7 6 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 85.5 75.3 89.5 59.4 83.9 74.0 87.2
Old : 60.6 85.5 75.3 89.5 59.4 83.9 74.0 87.2
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 11,524: 1,080 279 14 8,104 8,865 9,198 9,158: 2,326 2,366
Old : 11,524: 1,080 279 14 8,104 8,865 9,198 9,158: 2,326 2,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -1,199: -200 -906 0 263 315 63 -591: -1,262 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.4 0.1 70.3 76.9 79.8 79.5: 20.2 20.5
Old : 100.0: 9.4 2.4 0.1 70.3 76.9 79.8 79.5: 20.2 20.5
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 : 24: 4 2 2 12 11 17 14:
Old : 24: 4 2 2 12 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 58.6 64.4 73.4 44.8 53.4 61.2 66.4
Old : 46.8 58.6 64.4 73.4 44.8 53.4 61.2 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2008