MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 47,508: 4,374 1,844 7,259 31,082 28,070 42,715 37,173: 4,793 10,335
Old : 47,508: 4,374 1,844 7,259 31,082 28,070 42,715 37,173: 4,793 10,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -2,949: -731 -82 -727 -979 -2,465 -2,436 -3,273: -513 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.9 15.3 65.4 59.1 89.9 78.2: 10.1 21.8
Old : 100.0: 9.2 3.9 15.3 65.4 59.1 89.9 78.2: 10.1 21.8
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 : 61: 12 13 19 25 30 49 50:
Old : 61: 12 13 19 25 30 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 29.9 61.9 43.3 39.2 24.7 54.3 35.6
Old : 44.3 29.9 61.9 43.3 39.2 24.7 54.3 35.6
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, August 5, 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 : 264,722: 48,811 32,655 70,787 117,110 127,603 236,708 231,045: 28,014 33,677
Old : 109,055: 26,533 46,999 10,610 60,666 37,961 97,810 95,571: 11,245 13,484
Other: 155,668: 50,771 14,148 31,684 56,444 89,642 138,899 135,474: 16,769 20,193
: : :
: : Changes in Commitments from: July 29, 2008 :
: 8,702: 1,879 -1,012 7,019 660 4,530 9,557 10,538: -854 -1,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 12.3 26.7 44.2 48.2 89.4 87.3: 10.6 12.7
Old : 100.0: 24.3 43.1 9.7 55.6 34.8 89.7 87.6: 10.3 12.4
Other: 100.0: 32.6 9.1 20.4 36.3 57.6 89.2 87.0: 10.8 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 93 64 97 49 55 197 179:
Old : 208: 67 73 43 37 51 129 143:
Other: 199: 83 42 66 39 51 152 134:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 27.6 36.6 38.5 24.3 24.8 34.3 31.8
Old : 37.2 21.1 49.3 33.5 37.2 20.5 49.3 31.3
Other: 27.0 35.9 40.3 48.1 23.4 32.4 35.2 42.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 341,514: 74,935 48,831 81,780 158,231 148,653 314,946 279,265: 26,568 62,249
Old : 341,514: 74,935 48,831 81,780 158,231 148,653 314,946 279,265: 26,568 62,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -15,046: 484 5,605 -13,017 -3,013 -4,772 -15,547 -12,184: 501 -2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.3 23.9 46.3 43.5 92.2 81.8: 7.8 18.2
Old : 100.0: 21.9 14.3 23.9 46.3 43.5 92.2 81.8: 7.8 18.2
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 : 362: 94 80 110 104 152 261 302:
Old : 362: 94 80 110 104 152 261 302:
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 : 20.3 15.1 32.3 23.7 20.1 12.6 32.0 20.6
Old : 20.3 15.1 32.3 23.7 20.1 12.6 32.0 20.6
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, August 5, 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 : 14,406: 3,935 4,539 3,035 5,534 5,121 12,504 12,695: 1,903 1,711
Old : 14,406: 3,935 4,539 3,035 5,534 5,121 12,504 12,695: 1,903 1,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -502: 101 -569 107 -520 251 -313 -211: -189 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 31.5 21.1 38.4 35.5 86.8 88.1: 13.2 11.9
Old : 100.0: 27.3 31.5 21.1 38.4 35.5 86.8 88.1: 13.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 39 31 19 22 30 71 72:
Old : 110: 39 31 19 22 30 71 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 23.0 45.2 36.4 25.1 22.3 42.9 34.1
Old : 25.4 23.0 45.2 36.4 25.1 22.3 42.9 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 38,356: 12,679 5,290 9,145 10,667 8,738 32,491 23,173: 5,866 15,183
Old : 38,356: 12,679 5,290 9,145 10,667 8,738 32,491 23,173: 5,866 15,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 3,405: 762 -857 366 1,761 1,461 2,889 970: 516 2,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 13.8 23.8 27.8 22.8 84.7 60.4: 15.3 39.6
Old : 100.0: 33.1 13.8 23.8 27.8 22.8 84.7 60.4: 15.3 39.6
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 : 135: 36 33 40 41 42 106 94:
Old : 135: 36 33 40 41 42 106 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 18.4 37.2 26.0 22.3 12.1 31.0 16.9
Old : 25.7 18.4 37.2 26.0 22.3 12.1 31.0 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 131,308: 39,041 54,653 8,171 53,021 39,477 100,233 102,302: 31,075 29,007
Old : 131,308: 39,041 54,653 8,171 53,021 39,477 100,233 102,302: 31,075 29,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 22,304: 6,109 22,537 1,059 15,463 -6,818 22,631 16,778: -326 5,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 41.6 6.2 40.4 30.1 76.3 77.9: 23.7 22.1
Old : 100.0: 29.7 41.6 6.2 40.4 30.1 76.3 77.9: 23.7 22.1
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 : 88: 23 28 11 30 20 57 55:
Old : 88: 23 28 11 30 20 57 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 28.9 39.1 43.2 23.3 28.2 35.1 41.7
Old : 27.2 28.9 39.1 43.2 23.3 28.2 35.1 41.7
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, August 5, 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 : 66,469: 15,195 23,920 3,895 32,259 21,801 51,349 49,616: 15,121 16,854
Old : 66,469: 15,195 23,920 3,895 32,259 21,801 51,349 49,616: 15,121 16,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 2,964: -2,584 1,828 341 7,963 1,060 5,720 3,229: -2,757 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 36.0 5.9 48.5 32.8 77.3 74.6: 22.7 25.4
Old : 100.0: 22.9 36.0 5.9 48.5 32.8 77.3 74.6: 22.7 25.4
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 : 52: 14 18 6 15 12 31 34:
Old : 52: 14 18 6 15 12 31 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 : 41.7 31.1 52.8 45.7 36.2 31.1 46.3 43.5
Old : 41.7 31.1 52.8 45.7 36.2 31.1 46.3 43.5
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, August 5, 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 : 113,338: 82,217 9,927 929 19,778 97,961 102,924 108,817: 10,414 4,521
Old : 113,338: 82,217 9,927 929 19,778 97,961 102,924 108,817: 10,414 4,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 8,695: -8,328 -1,862 624 14,073 6,945 6,369 5,707: 2,326 2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 8.8 0.8 17.5 86.4 90.8 96.0: 9.2 4.0
Old : 100.0: 72.5 8.8 0.8 17.5 86.4 90.8 96.0: 9.2 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 : 108: 68 16 4 10 17 79 37:
Old : 108: 68 16 4 10 17 79 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 65.3 58.9 81.5 42.0 59.2 54.7 74.5
Old : 43.4 65.3 58.9 81.5 42.0 59.2 54.7 74.5
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, August 5, 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 : 102,893: 21,739 46,849 7,251 56,856 22,131 85,846 76,231: 17,048 26,662
Old : 102,893: 21,739 46,849 7,251 56,856 22,131 85,846 76,231: 17,048 26,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -8,944: -21,531 6,071 409 15,331 -16,027 -5,791 -9,547: -3,154 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 45.5 7.0 55.3 21.5 83.4 74.1: 16.6 25.9
Old : 100.0: 21.1 45.5 7.0 55.3 21.5 83.4 74.1: 16.6 25.9
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 : 83: 16 40 12 19 17 41 63:
Old : 83: 16 40 12 19 17 41 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 : 39.7 17.1 58.0 30.0 37.9 17.1 55.9 28.6
Old : 39.7 17.1 58.0 30.0 37.9 17.1 55.9 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 245,186: 39,851 56,627 20,679 159,192 142,500 219,722 219,806: 25,464 25,380
Old : 245,186: 39,851 56,627 20,679 159,192 142,500 219,722 219,806: 25,464 25,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 21,681: 5,662 11,915 654 13,528 9,315 19,844 21,884: 1,837 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 23.1 8.4 64.9 58.1 89.6 89.6: 10.4 10.4
Old : 100.0: 16.3 23.1 8.4 64.9 58.1 89.6 89.6: 10.4 10.4
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: 32 38 16 31 25 70 72:
Old : 113: 32 38 16 31 25 70 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 43.4 60.2 56.6 32.9 31.3 39.5 40.4
Old : 47.0 43.4 60.2 56.6 32.9 31.3 39.5 40.4
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, August 5, 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 : 214,661: 58,062 66,473 39,804 67,475 54,740 165,341 161,017: 49,320 53,644
Old : 214,661: 58,062 66,473 39,804 67,475 54,740 165,341 161,017: 49,320 53,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 21,129: 4,143 -2,295 8,696 5,429 11,067 18,267 17,468: 2,861 3,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 31.0 18.5 31.4 25.5 77.0 75.0: 23.0 25.0
Old : 100.0: 27.0 31.0 18.5 31.4 25.5 77.0 75.0: 23.0 25.0
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 : 152: 53 50 42 32 37 106 108:
Old : 152: 53 50 42 32 37 106 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 22.7 34.8 33.2 19.6 18.2 27.7 26.0
Old : 22.1 22.7 34.8 33.2 19.6 18.2 27.7 26.0
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, August 5, 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 : 32,162: 11,583 12,964 0 17,983 16,893 29,566 29,857: 2,596 2,305
Old : 32,162: 11,583 12,964 0 17,983 16,893 29,566 29,857: 2,596 2,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 3,167: -66 2,899 0 3,316 -223 3,250 2,676: -83 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 40.3 0.0 55.9 52.5 91.9 92.8: 8.1 7.2
Old : 100.0: 36.0 40.3 0.0 55.9 52.5 91.9 92.8: 8.1 7.2
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 : 41: 11 13 0 13 9 24 22:
Old : 41: 11 13 0 13 9 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 71.7 69.4 84.3 44.5 62.4 61.0 72.8
Old : 48.4 71.7 69.4 84.3 44.5 62.4 61.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 :15,794,616: 917,946 370,260 5,324,279 8,512,585 9,123,477 14,754,811 14,818,016: 1,039,805 976,600
Old :15,794,616: 917,946 370,260 5,324,279 8,512,585 9,123,477 14,754,811 14,818,016: 1,039,805 976,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 106,408: 66,235 15,422 23,915 35,214 77,690 125,364 117,027: -18,956 -10,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.3 33.7 53.9 57.8 93.4 93.8: 6.6 6.2
Old : 100.0: 5.8 2.3 33.7 53.9 57.8 93.4 93.8: 6.6 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 : 287: 83 51 118 137 132 276 254:
Old : 287: 83 51 118 137 132 276 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 22.5 30.8 35.1 17.1 14.9 20.8 21.5
Old : 20.8 22.5 30.8 35.1 17.1 14.9 20.8 21.5
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, August 5, 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 : 699,265: 78,519 52,147 89,024 412,985 413,403 580,528 554,573: 118,737 144,691
Old : 699,265: 78,519 52,147 89,024 412,985 413,403 580,528 554,573: 118,737 144,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -5,777: 674 -60 4,341 -5,790 -176 -775 4,105: -5,002 -9,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.5 12.7 59.1 59.1 83.0 79.3: 17.0 20.7
Old : 100.0: 11.2 7.5 12.7 59.1 59.1 83.0 79.3: 17.0 20.7
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 : 210: 53 52 67 82 66 171 150:
Old : 210: 53 52 67 82 66 171 150:
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 : 18.2 22.9 27.2 33.3 17.3 22.8 25.6 32.1
Old : 18.2 22.9 27.2 33.3 17.3 22.8 25.6 32.1
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, August 5, 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 : 2,669,522: 476,641 626,367 186,981 1,525,928 1,635,526 2,189,549 2,448,874: 479,973 220,648
Old : 2,669,522: 476,641 626,367 186,981 1,525,928 1,635,526 2,189,549 2,448,874: 479,973 220,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 3,668: 7,303 -3,092 -2,003 18,416 -3,018 23,716 -8,113: -20,048 11,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.5 7.0 57.2 61.3 82.0 91.7: 18.0 8.3
Old : 100.0: 17.9 23.5 7.0 57.2 61.3 82.0 91.7: 18.0 8.3
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 : 394: 112 121 102 108 109 281 271:
Old : 394: 112 121 102 108 109 281 271:
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 : 16.6 18.0 25.5 27.3 11.7 13.3 19.9 21.9
Old : 16.6 18.0 25.5 27.3 11.7 13.3 19.9 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 104,695: 15,776 30,107 345 73,324 70,554 89,445 101,006: 15,249 3,688
Old : 104,695: 15,776 30,107 345 73,324 70,554 89,445 101,006: 15,249 3,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -636: -300 -418 -296 -855 -429 -1,451 -1,143: 815 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 28.8 0.3 70.0 67.4 85.4 96.5: 14.6 3.5
Old : 100.0: 15.1 28.8 0.3 70.0 67.4 85.4 96.5: 14.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 11 16 3 33 29 46 46:
Old : 76: 11 16 3 33 29 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 39.6 51.4 62.2 26.9 39.6 46.1 60.7
Old : 29.4 39.6 51.4 62.2 26.9 39.6 46.1 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, August 5, 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 : 30,816: 2,876 5,811 5 21,728 17,836 24,609 23,652: 6,206 7,164
Old : 30,816: 2,876 5,811 5 21,728 17,836 24,609 23,652: 6,206 7,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 597: -252 -383 -0 759 213 507 -171: 90 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.9 0.0 70.5 57.9 79.9 76.8: 20.1 23.2
Old : 100.0: 9.3 18.9 0.0 70.5 57.9 79.9 76.8: 20.1 23.2
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 : 44: 4 10 1 19 19 24 29:
Old : 44: 4 10 1 19 19 24 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 : 53.2 31.5 65.2 51.8 51.7 31.5 63.7 51.7
Old : 53.2 31.5 65.2 51.8 51.7 31.5 63.7 51.7
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, August 5, 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 : 314,530: 111,591 137,561 7,598 165,662 143,441 284,851 288,600: 29,679 25,930
Old : 314,530: 111,591 137,561 7,598 165,662 143,441 284,851 288,600: 29,679 25,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -17,140: 7,022 -2,315 -1,017 -21,373 -13,409 -15,368 -16,741: -1,772 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 43.7 2.4 52.7 45.6 90.6 91.8: 9.4 8.2
Old : 100.0: 35.5 43.7 2.4 52.7 45.6 90.6 91.8: 9.4 8.2
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 : 230: 66 72 27 53 53 139 133:
Old : 230: 66 72 27 53 53 139 133:
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 : 26.9 24.8 39.3 37.5 23.2 24.4 35.1 36.5
Old : 26.9 24.8 39.3 37.5 23.2 24.4 35.1 36.5
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, August 5, 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 : 99,063: 39,073 26,651 5,675 28,310 51,909 73,058 84,235: 26,005 14,828
Old : 99,063: 39,073 26,651 5,675 28,310 51,909 73,058 84,235: 26,005 14,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,951: -6,247 7,491 167 7,346 -14,556 1,266 -6,898: -3,217 4,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 26.9 5.7 28.6 52.4 73.7 85.0: 26.3 15.0
Old : 100.0: 39.4 26.9 5.7 28.6 52.4 73.7 85.0: 26.3 15.0
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 : 60: 24 14 4 18 15 43 32:
Old : 60: 24 14 4 18 15 43 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 : 30.5 41.6 41.9 55.9 26.4 39.1 35.6 53.2
Old : 30.5 41.6 41.9 55.9 26.4 39.1 35.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 30,825: 1,299 11,363 0 25,278 15,969 26,577 27,332: 4,248 3,492
Old : 30,825: 1,299 11,363 0 25,278 15,969 26,577 27,332: 4,248 3,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -639: -21 -111 0 -876 -250 -897 -361: 258 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 36.9 0.0 82.0 51.8 86.2 88.7: 13.8 11.3
Old : 100.0: 4.2 36.9 0.0 82.0 51.8 86.2 88.7: 13.8 11.3
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 : 51: 3 15 0 18 19 21 34:
Old : 51: 3 15 0 18 19 21 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 : 54.5 30.5 69.2 47.5 48.0 29.8 60.6 45.0
Old : 54.5 30.5 69.2 47.5 48.0 29.8 60.6 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 587,567: 73,990 242,825 6,251 495,424 311,185 575,665 560,262: 11,902 27,306
Old : 587,567: 73,990 242,825 6,251 495,424 311,185 575,665 560,262: 11,902 27,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -13,918: -9,645 -18,529 920 -4,824 555 -13,549 -17,054: -369 3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 41.3 1.1 84.3 53.0 98.0 95.4: 2.0 4.6
Old : 100.0: 12.6 41.3 1.1 84.3 53.0 98.0 95.4: 2.0 4.6
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 : 254: 38 105 28 61 74 120 186:
Old : 254: 38 105 28 61 74 120 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 23.0 74.2 33.7 58.5 23.0 70.6 32.4
Old : 61.6 23.0 74.2 33.7 58.5 23.0 70.6 32.4
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, August 5, 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 : 78,114: 14,201 38,132 7 55,257 32,611 69,465 70,750: 8,649 7,364
Old : 78,114: 14,201 38,132 7 55,257 32,611 69,465 70,750: 8,649 7,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 1,120: 60 261 0 1,127 1,407 1,187 1,668: -67 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 48.8 0.0 70.7 41.7 88.9 90.6: 11.1 9.4
Old : 100.0: 18.2 48.8 0.0 70.7 41.7 88.9 90.6: 11.1 9.4
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 : 72: 20 19 3 16 21 38 41:
Old : 72: 20 19 3 16 21 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 47.5 67.8 65.9 51.5 46.1 66.9 64.4
Old : 51.5 47.5 67.8 65.9 51.5 46.1 66.9 64.4
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, August 5, 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 : 65,794: 8,261 12,478 473 22,749 44,298 31,483 57,249: 34,311 8,545
Old : 65,794: 8,261 12,478 473 22,749 44,298 31,483 57,249: 34,311 8,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 5,884: 309 3,812 85 2,407 2,704 2,801 6,601: 3,083 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 19.0 0.7 34.6 67.3 47.9 87.0: 52.1 13.0
Old : 100.0: 12.6 19.0 0.7 34.6 67.3 47.9 87.0: 52.1 13.0
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 : 61: 14 12 3 20 19 36 32:
Old : 61: 14 12 3 20 19 36 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 : 19.9 47.6 28.7 62.8 17.0 45.0 23.7 57.9
Old : 19.9 47.6 28.7 62.8 17.0 45.0 23.7 57.9
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, August 5, 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 : 19,530: 5,442 11,747 0 12,251 6,765 17,693 18,512: 1,837 1,018
Old : 19,530: 5,442 11,747 0 12,251 6,765 17,693 18,512: 1,837 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -211: 220 376 -52 -584 150 -416 474: 205 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 60.1 0.0 62.7 34.6 90.6 94.8: 9.4 5.2
Old : 100.0: 27.9 60.1 0.0 62.7 34.6 90.6 94.8: 9.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 7 0 8 7 19 14:
Old : 31: 11 7 0 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 : 63.5 64.1 73.8 83.2 57.6 64.1 67.3 79.8
Old : 63.5 64.1 73.8 83.2 57.6 64.1 67.3 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,082: 6,249 1,750 2 7,839 12,564 14,090 14,316: 992 766
Old : 15,082: 6,249 1,750 2 7,839 12,564 14,090 14,316: 992 766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 233: -39 260 2 121 -62 84 200: 149 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 11.6 0.0 52.0 83.3 93.4 94.9: 6.6 5.1
Old : 100.0: 41.4 11.6 0.0 52.0 83.3 93.4 94.9: 6.6 5.1
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 : 27: 12 6 1 6 6 19 12:
Old : 27: 12 6 1 6 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 : 66.3 87.1 82.9 91.8 65.0 87.1 81.6 91.3
Old : 66.3 87.1 82.9 91.8 65.0 87.1 81.6 91.3
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, August 5, 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 : 13,415: 1,080 1,341 14 8,910 10,409 10,004 11,764: 3,411 1,651
Old : 13,415: 1,080 1,341 14 8,910 10,409 10,004 11,764: 3,411 1,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -270: 0 214 0 0 0 0 214: -270 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.0 0.1 66.4 77.6 74.6 87.7: 25.4 12.3
Old : 100.0: 8.1 10.0 0.1 66.4 77.6 74.6 87.7: 25.4 12.3
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 : 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 : 42.6 54.0 58.6 70.0 40.3 50.6 56.1 64.7
Old : 42.6 54.0 58.6 70.0 40.3 50.6 56.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2008