BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 4,238: 0 0 0 3,204 4,064 3,204 4,064: 1,034 175
Old : 4,238: 0 0 0 3,204 4,064 3,204 4,064: 1,034 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 103: 0 0 0 71 73 71 73: 31 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 75.6 95.9 75.6 95.9: 24.4 4.1
Old : 100.0: 0.0 0.0 0.0 75.6 95.9 75.6 95.9: 24.4 4.1
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 : 20: 0 0 0 14 8 14 8:
Old : 20: 0 0 0 14 8 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 76.2 60.8 95.9 42.9 74.4 60.6 92.5
Old : 42.9 76.2 60.8 95.9 42.9 74.4 60.6 92.5
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 29, 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 : 50,457: 5,105 1,926 7,985 32,060 30,535 45,151 40,446: 5,306 10,011
Old : 50,457: 5,105 1,926 7,985 32,060 30,535 45,151 40,446: 5,306 10,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,170: 154 -138 82 1,079 1,477 1,315 1,422: -146 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.8 15.8 63.5 60.5 89.5 80.2: 10.5 19.8
Old : 100.0: 10.1 3.8 15.8 63.5 60.5 89.5 80.2: 10.5 19.8
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 : 65: 11 17 22 26 30 53 53:
Old : 65: 11 17 22 26 30 53 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 : 43.6 31.4 62.7 44.2 38.8 25.8 53.2 35.9
Old : 43.6 31.4 62.7 44.2 38.8 25.8 53.2 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 256,020: 46,933 33,666 63,768 116,450 123,073 227,151 220,508: 28,869 35,512
Old : 107,100: 24,477 47,776 9,961 61,531 34,737 95,969 92,474: 11,130 14,625
Other: 148,920: 46,159 9,594 30,103 54,920 88,336 131,182 128,033: 17,738 20,887
: : :
: : Changes in Commitments from: July 22, 2008 :
: -7,855: -5,935 2,633 -451 -1,512 -9,169 -7,897 -6,987: 42 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 13.1 24.9 45.5 48.1 88.7 86.1: 11.3 13.9
Old : 100.0: 22.9 44.6 9.3 57.5 32.4 89.6 86.3: 10.4 13.7
Other: 100.0: 31.0 6.4 20.2 36.9 59.3 88.1 86.0: 11.9 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 90 71 98 46 55 196 183:
Old : 211: 66 80 51 38 48 135 149:
Other: 201: 85 40 62 38 51 155 128:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 26.9 37.7 37.0 24.9 24.1 35.5 30.6
Old : 39.2 17.7 50.7 27.9 39.2 17.6 50.7 26.0
Other: 27.6 34.8 39.7 46.7 24.3 31.9 34.5 41.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 356,559: 74,451 43,226 94,797 161,244 153,425 330,493 291,449: 26,067 65,111
Old : 356,559: 74,451 43,226 94,797 161,244 153,425 330,493 291,449: 26,067 65,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -5,348: -4,315 6,440 -3,454 3,624 -4,432 -4,145 -1,446: -1,203 -3,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 12.1 26.6 45.2 43.0 92.7 81.7: 7.3 18.3
Old : 100.0: 20.9 12.1 26.6 45.2 43.0 92.7 81.7: 7.3 18.3
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 : 369: 93 90 117 102 154 268 307:
Old : 369: 93 90 117 102 154 268 307:
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 : 19.9 15.4 31.4 24.3 19.6 12.3 30.9 20.1
Old : 19.9 15.4 31.4 24.3 19.6 12.3 30.9 20.1
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 with Delta-adjusted Options and Futures Combined, July 29, 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 : 14,909: 3,835 5,108 2,928 6,054 4,870 12,817 12,906: 2,092 2,002
Old : 14,909: 3,835 5,108 2,928 6,054 4,870 12,817 12,906: 2,092 2,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 328: -37 -446 190 -23 386 130 131: 198 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 34.3 19.6 40.6 32.7 86.0 86.6: 14.0 13.4
Old : 100.0: 25.7 34.3 19.6 40.6 32.7 86.0 86.6: 14.0 13.4
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 : 113: 40 32 21 22 29 72 77:
Old : 113: 40 32 21 22 29 72 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 : 26.7 24.2 48.2 38.5 26.7 22.2 44.7 34.6
Old : 26.7 24.2 48.2 38.5 26.7 22.2 44.7 34.6
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 29, 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 : 34,952: 11,917 6,148 8,780 8,906 7,277 29,602 22,204: 5,350 12,748
Old : 34,952: 11,917 6,148 8,780 8,906 7,277 29,602 22,204: 5,350 12,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -1,959: 835 -197 -306 -1,512 71 -982 -432: -977 -1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.6 25.1 25.5 20.8 84.7 63.5: 15.3 36.5
Old : 100.0: 34.1 17.6 25.1 25.5 20.8 84.7 63.5: 15.3 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 : 131: 37 32 37 44 36 108 85:
Old : 131: 37 32 37 44 36 108 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 20.3 33.9 28.8 17.3 13.4 25.7 19.7
Old : 21.3 20.3 33.9 28.8 17.3 13.4 25.7 19.7
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 29, 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 : 109,004: 32,932 32,116 7,112 37,558 46,296 77,603 85,524: 31,401 23,480
Old : 109,004: 32,932 32,116 7,112 37,558 46,296 77,603 85,524: 31,401 23,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -1,368: -12,470 11,985 -844 13,239 -11,813 -74 -672: -1,294 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 29.5 6.5 34.5 42.5 71.2 78.5: 28.8 21.5
Old : 100.0: 30.2 29.5 6.5 34.5 42.5 71.2 78.5: 28.8 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 23 20 10 25 23 51 51:
Old : 81: 23 20 10 25 23 51 51:
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 : 22.1 24.3 35.5 40.8 19.6 23.1 30.2 39.5
Old : 22.1 24.3 35.5 40.8 19.6 23.1 30.2 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 63,505: 17,779 22,092 3,554 24,295 20,741 45,628 46,387: 17,877 17,119
Old : 63,505: 17,779 22,092 3,554 24,295 20,741 45,628 46,387: 17,877 17,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 5,170: -315 2,440 493 9,686 -436 9,864 2,497: -4,693 2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 34.8 5.6 38.3 32.7 71.8 73.0: 28.2 27.0
Old : 100.0: 28.0 34.8 5.6 38.3 32.7 71.8 73.0: 28.2 27.0
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 : 50: 14 16 5 15 12 30 32:
Old : 50: 14 16 5 15 12 30 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 : 36.6 32.0 49.5 45.6 32.3 32.0 42.8 42.9
Old : 36.6 32.0 49.5 45.6 32.3 32.0 42.8 42.9
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 104,643: 90,545 11,789 305 5,705 91,016 96,555 103,110: 8,088 1,533
Old : 104,643: 90,545 11,789 305 5,705 91,016 96,555 103,110: 8,088 1,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -7,046: -7,430 3,926 -1,144 105 -9,300 -8,469 -6,518: 1,423 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 11.3 0.3 5.5 87.0 92.3 98.5: 7.7 1.5
Old : 100.0: 86.5 11.3 0.3 5.5 87.0 92.3 98.5: 7.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 67 13 1 9 16 76 30:
Old : 102: 67 13 1 9 16 76 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 : 50.5 64.1 61.6 83.0 50.5 64.1 61.6 82.0
Old : 50.5 64.1 61.6 83.0 50.5 64.1 61.6 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 111,838: 43,270 40,778 6,842 41,524 38,158 91,636 85,778: 20,201 26,059
Old : 111,838: 43,270 40,778 6,842 41,524 38,158 91,636 85,778: 20,201 26,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -4,483: -5,248 -3,497 448 1,997 -645 -2,802 -3,694: -1,681 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 36.5 6.1 37.1 34.1 81.9 76.7: 18.1 23.3
Old : 100.0: 38.7 36.5 6.1 37.1 34.1 81.9 76.7: 18.1 23.3
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 : 77: 20 32 11 14 19 40 56:
Old : 77: 20 32 11 14 19 40 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 27.2 50.2 39.6 31.9 25.4 48.4 37.0
Old : 33.4 27.2 50.2 39.6 31.9 25.4 48.4 37.0
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 29, 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 : 223,505: 34,188 44,712 20,026 145,664 133,184 199,878 197,922: 23,627 25,583
Old : 223,505: 34,188 44,712 20,026 145,664 133,184 199,878 197,922: 23,627 25,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -8,398: -8,096 9,750 -846 3,896 -21,076 -5,046 -12,172: -3,351 3,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.0 9.0 65.2 59.6 89.4 88.6: 10.6 11.4
Old : 100.0: 15.3 20.0 9.0 65.2 59.6 89.4 88.6: 10.6 11.4
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 : 98: 31 30 17 27 23 65 63:
Old : 98: 31 30 17 27 23 65 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 44.2 63.5 60.0 33.6 31.5 40.4 40.6
Old : 48.7 44.2 63.5 60.0 33.6 31.5 40.4 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 193,533: 53,919 68,768 31,109 62,046 43,672 147,074 143,550: 46,459 49,983
Old : 193,533: 53,919 68,768 31,109 62,046 43,672 147,074 143,550: 46,459 49,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -17,671: -16,948 3,861 512 1,525 -22,561 -14,911 -18,188: -2,760 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 35.5 16.1 32.1 22.6 76.0 74.2: 24.0 25.8
Old : 100.0: 27.9 35.5 16.1 32.1 22.6 76.0 74.2: 24.0 25.8
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 : 146: 50 49 41 32 37 102 107:
Old : 146: 50 49 41 32 37 102 107:
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 : 20.0 18.0 31.0 28.4 19.1 14.7 27.1 23.1
Old : 20.0 18.0 31.0 28.4 19.1 14.7 27.1 23.1
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 28,995: 11,649 10,065 0 14,667 17,116 26,316 27,181: 2,679 1,814
Old : 28,995: 11,649 10,065 0 14,667 17,116 26,316 27,181: 2,679 1,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,063: -1,735 1,665 0 2,773 -980 1,038 685: 25 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 34.7 0.0 50.6 59.0 90.8 93.7: 9.2 6.3
Old : 100.0: 40.2 34.7 0.0 50.6 59.0 90.8 93.7: 9.2 6.3
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 : 39: 12 9 0 13 10 25 19:
Old : 39: 12 9 0 13 10 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 78.6 69.1 86.4 50.7 72.7 65.8 80.5
Old : 50.7 78.6 69.1 86.4 50.7 72.7 65.8 80.5
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 29, 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 :15,688,209: 851,711 354,837 5,300,365 8,477,371 9,045,787 14,629,447 14,700,989: 1,058,762 987,219
Old :15,688,209: 851,711 354,837 5,300,365 8,477,371 9,045,787 14,629,447 14,700,989: 1,058,762 987,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 197,409: -29,759 16,415 169,757 88,076 81,488 228,074 267,660: -30,665 -70,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.3 33.8 54.0 57.7 93.3 93.7: 6.7 6.3
Old : 100.0: 5.4 2.3 33.8 54.0 57.7 93.3 93.7: 6.7 6.3
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 : 281: 82 50 119 132 127 271 250:
Old : 281: 82 50 119 132 127 271 250:
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 : 20.6 21.9 31.1 34.4 16.8 13.9 20.6 20.5
Old : 20.6 21.9 31.1 34.4 16.8 13.9 20.6 20.5
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 29, 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 : 705,042: 77,845 52,207 84,682 418,776 413,579 581,302 550,468: 123,739 154,573
Old : 705,042: 77,845 52,207 84,682 418,776 413,579 581,302 550,468: 123,739 154,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 7,708: -7,217 2,800 1,726 9,051 1,815 3,560 6,341: 4,149 1,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.4 12.0 59.4 58.7 82.4 78.1: 17.6 21.9
Old : 100.0: 11.0 7.4 12.0 59.4 58.7 82.4 78.1: 17.6 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 : 209: 51 51 65 83 65 169 147:
Old : 209: 51 51 65 83 65 169 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 21.9 26.8 32.2 17.3 21.8 25.4 31.2
Old : 17.8 21.9 26.8 32.2 17.3 21.8 25.4 31.2
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 29, 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 : 2,665,854: 469,338 629,459 188,983 1,507,511 1,638,545 2,165,833 2,456,987: 500,021 208,867
Old : 2,665,854: 469,338 629,459 188,983 1,507,511 1,638,545 2,165,833 2,456,987: 500,021 208,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 74,374: 27,116 -20,679 11,391 32,200 79,896 70,706 70,609: 3,668 3,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 23.6 7.1 56.5 61.5 81.2 92.2: 18.8 7.8
Old : 100.0: 17.6 23.6 7.1 56.5 61.5 81.2 92.2: 18.8 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 : 395: 117 114 98 112 109 285 266:
Old : 395: 117 114 98 112 109 285 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 18.0 26.1 27.1 12.1 13.6 20.4 22.2
Old : 16.7 18.0 26.1 27.1 12.1 13.6 20.4 22.2
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 29, 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 : 105,331: 16,076 30,525 641 74,179 70,983 90,896 102,149: 14,434 3,182
Old : 105,331: 16,076 30,525 641 74,179 70,983 90,896 102,149: 14,434 3,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 9,319: 3,713 422 280 4,796 9,002 8,789 9,704: 530 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 29.0 0.6 70.4 67.4 86.3 97.0: 13.7 3.0
Old : 100.0: 15.3 29.0 0.6 70.4 67.4 86.3 97.0: 13.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 11 18 4 39 28 53 47:
Old : 84: 11 18 4 39 28 53 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 : 27.8 39.9 48.1 61.9 26.4 39.9 44.4 60.7
Old : 27.8 39.9 48.1 61.9 26.4 39.9 44.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 30,219: 3,128 6,195 5 20,970 17,623 24,103 23,823: 6,116 6,396
Old : 30,219: 3,128 6,195 5 20,970 17,623 24,103 23,823: 6,116 6,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,680: 177 -1,840 -0 1,272 1,763 1,449 -77: 231 1,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 20.5 0.0 69.4 58.3 79.8 78.8: 20.2 21.2
Old : 100.0: 10.4 20.5 0.0 69.4 58.3 79.8 78.8: 20.2 21.2
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 : 48: 5 11 1 20 20 26 31:
Old : 48: 5 11 1 20 20 26 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 : 50.6 36.2 62.8 54.5 49.1 36.2 61.3 54.4
Old : 50.6 36.2 62.8 54.5 49.1 36.2 61.3 54.4
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 29, 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 : 331,670: 104,569 139,875 8,615 187,035 156,850 300,219 305,341: 31,451 26,329
Old : 331,670: 104,569 139,875 8,615 187,035 156,850 300,219 305,341: 31,451 26,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 2,565: 10,108 -3,741 -2,996 -7,506 10,888 -394 4,151: 2,958 -1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 42.2 2.6 56.4 47.3 90.5 92.1: 9.5 7.9
Old : 100.0: 31.5 42.2 2.6 56.4 47.3 90.5 92.1: 9.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 71 71 24 55 57 143 136:
Old : 240: 71 71 24 55 57 143 136:
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 : 27.4 22.6 39.9 35.0 23.6 21.9 35.6 33.5
Old : 27.4 22.6 39.9 35.0 23.6 21.9 35.6 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 101,014: 45,321 19,160 5,508 20,964 66,465 71,793 91,133: 29,222 9,881
Old : 101,014: 45,321 19,160 5,508 20,964 66,465 71,793 91,133: 29,222 9,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -17,551: -21,200 4,395 -2,380 8,353 -16,166 -15,228 -14,152: -2,324 -3,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 19.0 5.5 20.8 65.8 71.1 90.2: 28.9 9.8
Old : 100.0: 44.9 19.0 5.5 20.8 65.8 71.1 90.2: 28.9 9.8
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 : 58: 23 12 3 19 15 43 29:
Old : 58: 23 12 3 19 15 43 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 49.3 33.4 66.8 18.3 47.7 30.2 64.1
Old : 20.4 49.3 33.4 66.8 18.3 47.7 30.2 64.1
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 29, 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 : 31,464: 1,320 11,474 0 26,154 16,219 27,474 27,693: 3,990 3,770
Old : 31,464: 1,320 11,474 0 26,154 16,219 27,474 27,693: 3,990 3,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -4,380: 296 -4,155 0 -1,305 33 -1,009 -4,122: -3,371 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 36.5 0.0 83.1 51.5 87.3 88.0: 12.7 12.0
Old : 100.0: 4.2 36.5 0.0 83.1 51.5 87.3 88.0: 12.7 12.0
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 : 51: 3 15 0 19 19 22 34:
Old : 51: 3 15 0 19 19 22 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 : 59.7 29.8 71.6 46.0 52.4 28.2 62.8 43.3
Old : 59.7 29.8 71.6 46.0 52.4 28.2 62.8 43.3
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 29, 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 : 601,485: 83,635 261,354 5,332 500,248 310,630 589,214 577,316: 12,271 24,169
Old : 601,485: 83,635 261,354 5,332 500,248 310,630 589,214 577,316: 12,271 24,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -33,713: 103 -19,059 -287 -34,034 9,431 -34,219 -9,915: 505 -23,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 43.5 0.9 83.2 51.6 98.0 96.0: 2.0 4.0
Old : 100.0: 13.9 43.5 0.9 83.2 51.6 98.0 96.0: 2.0 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 : 256: 40 105 27 60 75 120 187:
Old : 256: 40 105 27 60 75 120 187:
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 : 60.4 23.4 73.7 33.5 57.3 23.4 70.2 32.6
Old : 60.4 23.4 73.7 33.5 57.3 23.4 70.2 32.6
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 29, 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 : 76,994: 14,141 37,871 7 54,130 31,204 68,278 69,082: 8,716 7,912
Old : 76,994: 14,141 37,871 7 54,130 31,204 68,278 69,082: 8,716 7,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,720: 32 1,422 0 1,574 -369 1,606 1,053: 114 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 49.2 0.0 70.3 40.5 88.7 89.7: 11.3 10.3
Old : 100.0: 18.4 49.2 0.0 70.3 40.5 88.7 89.7: 11.3 10.3
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 : 74: 21 20 3 16 23 39 44:
Old : 74: 21 20 3 16 23 39 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 45.2 68.2 65.1 52.2 43.8 67.3 63.7
Old : 52.2 45.2 68.2 65.1 52.2 43.8 67.3 63.7
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 29, 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 : 59,910: 7,952 8,666 388 20,342 41,594 28,682 50,648: 31,228 9,262
Old : 59,910: 7,952 8,666 388 20,342 41,594 28,682 50,648: 31,228 9,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 7,857: 297 2,113 49 881 3,327 1,227 5,489: 6,630 2,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 14.5 0.6 34.0 69.4 47.9 84.5: 52.1 15.5
Old : 100.0: 13.3 14.5 0.6 34.0 69.4 47.9 84.5: 52.1 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 : 56: 13 9 2 19 19 34 28:
Old : 56: 13 9 2 19 19 34 28:
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 : 20.2 48.9 29.3 64.0 17.9 46.4 25.1 58.7
Old : 20.2 48.9 29.3 64.0 17.9 46.4 25.1 58.7
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 with Delta-adjusted Options and Futures Combined, July 29, 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 : 19,741: 5,222 11,371 52 12,835 6,615 18,109 18,038: 1,632 1,703
Old : 19,741: 5,222 11,371 52 12,835 6,615 18,109 18,038: 1,632 1,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 834: 316 618 0 291 12 607 630: 227 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 57.6 0.3 65.0 33.5 91.7 91.4: 8.3 8.6
Old : 100.0: 26.5 57.6 0.3 65.0 33.5 91.7 91.4: 8.3 8.6
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 : 30: 11 6 1 8 7 19 14:
Old : 30: 11 6 1 8 7 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 62.2 75.9 80.8 59.8 62.2 69.4 77.3
Old : 65.7 62.2 75.9 80.8 59.8 62.2 69.4 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,849: 6,288 1,490 0 7,718 12,626 14,006 14,116: 843 733
Old : 14,849: 6,288 1,490 0 7,718 12,626 14,006 14,116: 843 733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 142: 254 706 0 -17 -523 237 183: -95 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 10.0 0.0 52.0 85.0 94.3 95.1: 5.7 4.9
Old : 100.0: 42.3 10.0 0.0 52.0 85.0 94.3 95.1: 5.7 4.9
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 : 27: 12 6 0 6 6 18 12:
Old : 27: 12 6 0 6 6 18 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 : 66.5 86.7 83.6 91.8 65.1 86.7 81.8 91.4
Old : 66.5 86.7 83.6 91.8 65.1 86.7 81.8 91.4
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 13,685: 1,080 1,127 14 8,910 10,409 10,004 11,550: 3,681 2,135
Old : 13,685: 1,080 1,127 14 8,910 10,409 10,004 11,550: 3,681 2,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,197: 0 400 0 680 1,216 680 1,616: 517 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.2 0.1 65.1 76.1 73.1 84.4: 26.9 15.6
Old : 100.0: 7.9 8.2 0.1 65.1 76.1 73.1 84.4: 26.9 15.6
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 : 28: 4 4 2 14 13 19 18:
Old : 28: 4 4 2 14 13 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 52.9 57.3 68.3 40.1 49.6 54.8 63.1
Old : 42.3 52.9 57.3 68.3 40.1 49.6 54.8 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2008