MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 50,946: 3,925 2,493 7,741 34,063 29,653 45,729 39,888: 5,217 11,058
Old : 50,946: 3,925 2,493 7,741 34,063 29,653 45,729 39,888: 5,217 11,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 3,438: -449 649 482 2,981 1,583 3,014 2,715: 424 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 4.9 15.2 66.9 58.2 89.8 78.3: 10.2 21.7
Old : 100.0: 7.7 4.9 15.2 66.9 58.2 89.8 78.3: 10.2 21.7
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 : 64: 13 14 20 27 31 51 54:
Old : 64: 13 14 20 27 31 51 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 28.1 61.8 41.0 40.5 23.3 54.8 34.0
Old : 45.8 28.1 61.8 41.0 40.5 23.3 54.8 34.0
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 12, 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 : 261,576: 49,388 29,607 69,280 117,898 129,591 236,566 228,479: 25,009 33,097
Old : 104,500: 27,057 40,424 8,856 58,531 41,006 94,444 90,285: 10,056 14,215
Other: 157,076: 48,041 14,893 34,714 59,367 88,585 142,122 138,193: 14,953 18,882
: : :
: : Changes in Commitments from: August 5, 2008 :
: -3,147: 577 -3,047 -1,507 788 1,988 -142 -2,567: -3,005 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 11.3 26.5 45.1 49.5 90.4 87.3: 9.6 12.7
Old : 100.0: 25.9 38.7 8.5 56.0 39.2 90.4 86.4: 9.6 13.6
Other: 100.0: 30.6 9.5 22.1 37.8 56.4 90.5 88.0: 9.5 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 87 68 92 49 60 198 173:
Old : 208: 66 75 32 33 52 120 138:
Other: 201: 87 40 62 42 52 154 131:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 28.0 37.0 39.7 24.6 25.4 34.7 32.8
Old : 35.7 22.9 48.3 36.0 35.7 20.6 48.3 33.3
Other: 27.4 34.2 39.9 46.9 23.9 31.2 35.0 41.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 321,728: 74,818 46,521 68,173 156,137 148,544 299,128 263,239: 22,600 58,489
Old : 321,728: 74,818 46,521 68,173 156,137 148,544 299,128 263,239: 22,600 58,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -19,786: -117 -2,310 -13,607 -2,094 -109 -15,818 -16,026: -3,968 -3,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.5 21.2 48.5 46.2 93.0 81.8: 7.0 18.2
Old : 100.0: 23.3 14.5 21.2 48.5 46.2 93.0 81.8: 7.0 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 : 348: 93 74 103 97 152 247 288:
Old : 348: 93 74 103 97 152 247 288:
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 : 21.1 15.8 33.6 24.5 21.0 13.3 33.2 21.2
Old : 21.1 15.8 33.6 24.5 21.0 13.3 33.2 21.2
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 12, 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 : 15,208: 4,382 4,475 3,410 5,308 5,458 13,100 13,343: 2,108 1,865
Old : 15,208: 4,382 4,475 3,410 5,308 5,458 13,100 13,343: 2,108 1,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 802: 446 -65 376 -226 337 596 648: 206 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 29.4 22.4 34.9 35.9 86.1 87.7: 13.9 12.3
Old : 100.0: 28.8 29.4 22.4 34.9 35.9 86.1 87.7: 13.9 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 : 109: 41 30 22 19 28 75 68:
Old : 109: 41 30 22 19 28 75 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 23.8 42.1 38.2 23.9 21.2 39.8 32.8
Old : 24.2 23.8 42.1 38.2 23.9 21.2 39.8 32.8
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 12, 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 : 37,671: 12,295 4,737 10,199 9,533 8,738 32,028 23,674: 5,643 13,997
Old : 37,671: 12,295 4,737 10,199 9,533 8,738 32,028 23,674: 5,643 13,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -685: -383 -553 1,054 -1,133 0 -463 501: -223 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 12.6 27.1 25.3 23.2 85.0 62.8: 15.0 37.2
Old : 100.0: 32.6 12.6 27.1 25.3 23.2 85.0 62.8: 15.0 37.2
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 : 126: 39 27 38 37 39 99 87:
Old : 126: 39 27 38 37 39 99 87:
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 : 25.3 19.5 37.8 29.1 22.2 13.5 30.7 18.0
Old : 25.3 19.5 37.8 29.1 22.2 13.5 30.7 18.0
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 12, 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 : 133,658: 37,261 58,983 9,227 57,797 35,741 104,285 103,951: 29,373 29,707
Old : 133,658: 37,261 58,983 9,227 57,797 35,741 104,285 103,951: 29,373 29,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,349: -1,780 4,330 1,055 4,776 -3,736 4,051 1,649: -1,702 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 44.1 6.9 43.2 26.7 78.0 77.8: 22.0 22.2
Old : 100.0: 27.9 44.1 6.9 43.2 26.7 78.0 77.8: 22.0 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 19 26 11 27 19 52 51:
Old : 81: 19 26 11 27 19 52 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 : 30.7 28.8 43.1 42.9 27.4 28.6 39.5 42.1
Old : 30.7 28.8 43.1 42.9 27.4 28.6 39.5 42.1
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 12, 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 : 66,854: 14,219 21,676 4,896 35,203 23,713 54,318 50,284: 12,536 16,570
Old : 66,854: 14,219 21,676 4,896 35,203 23,713 54,318 50,284: 12,536 16,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 385: -976 -2,245 1,001 2,945 1,912 2,970 668: -2,585 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 32.4 7.3 52.7 35.5 81.2 75.2: 18.8 24.8
Old : 100.0: 21.3 32.4 7.3 52.7 35.5 81.2 75.2: 18.8 24.8
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 : 54: 13 19 6 17 14 32 37:
Old : 54: 13 19 6 17 14 32 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 : 46.1 26.5 57.2 40.6 39.3 26.5 50.0 38.4
Old : 46.1 26.5 57.2 40.6 39.3 26.5 50.0 38.4
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 12, 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 : 105,771: 60,047 9,518 729 32,691 87,895 93,467 98,142: 12,304 7,629
Old : 105,771: 60,047 9,518 729 32,691 87,895 93,467 98,142: 12,304 7,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -7,567: -22,170 -409 -200 12,913 -10,066 -9,457 -10,675: 1,890 3,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 9.0 0.7 30.9 83.1 88.4 92.8: 11.6 7.2
Old : 100.0: 56.8 9.0 0.7 30.9 83.1 88.4 92.8: 11.6 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 : 91: 50 15 4 11 18 64 35:
Old : 91: 50 15 4 11 18 64 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 64.5 58.2 78.3 34.0 51.4 45.6 65.0
Old : 41.6 64.5 58.2 78.3 34.0 51.4 45.6 65.0
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, August 12, 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 : 111,768: 19,057 51,078 7,814 66,663 21,911 93,533 80,803: 18,235 30,965
Old : 111,768: 19,057 51,078 7,814 66,663 21,911 93,533 80,803: 18,235 30,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 8,875: -2,682 4,229 563 9,807 -220 7,688 4,571: 1,187 4,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 45.7 7.0 59.6 19.6 83.7 72.3: 16.3 27.7
Old : 100.0: 17.1 45.7 7.0 59.6 19.6 83.7 72.3: 16.3 27.7
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 : 82: 12 39 9 21 19 38 62:
Old : 82: 12 39 9 21 19 38 62:
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 : 36.3 17.5 55.0 29.8 34.4 16.9 52.7 27.5
Old : 36.3 17.5 55.0 29.8 34.4 16.9 52.7 27.5
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 12, 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 : 251,484: 41,619 59,455 17,491 169,342 144,324 228,451 221,269: 23,033 30,215
Old : 251,484: 41,619 59,455 17,491 169,342 144,324 228,451 221,269: 23,033 30,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 6,298: 1,768 2,827 -3,188 10,149 1,824 8,729 1,463: -2,431 4,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 23.6 7.0 67.3 57.4 90.8 88.0: 9.2 12.0
Old : 100.0: 16.5 23.6 7.0 67.3 57.4 90.8 88.0: 9.2 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 : 100: 27 30 10 32 25 63 61:
Old : 100: 27 30 10 32 25 63 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 43.2 62.5 57.6 36.3 32.1 43.5 41.8
Old : 48.8 43.2 62.5 57.6 36.3 32.1 43.5 41.8
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 12, 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 : 195,810: 42,435 62,659 33,958 63,689 45,325 140,082 141,943: 55,728 53,867
Old : 195,810: 42,435 62,659 33,958 63,689 45,325 140,082 141,943: 55,728 53,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -18,852: -15,627 -3,814 -5,846 -3,786 -9,414 -25,259 -19,075: 6,407 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 32.0 17.3 32.5 23.1 71.5 72.5: 28.5 27.5
Old : 100.0: 21.7 32.0 17.3 32.5 23.1 71.5 72.5: 28.5 27.5
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 : 143: 52 42 35 29 36 96 98:
Old : 143: 52 42 35 29 36 96 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 17.7 35.3 26.7 21.0 12.5 27.9 19.6
Old : 23.5 17.7 35.3 26.7 21.0 12.5 27.9 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 31,708: 10,639 12,090 0 18,802 17,271 29,441 29,361: 2,267 2,347
Old : 31,708: 10,639 12,090 0 18,802 17,271 29,441 29,361: 2,267 2,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -454: -944 -874 0 819 378 -125 -496: -329 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 38.1 0.0 59.3 54.5 92.9 92.6: 7.1 7.4
Old : 100.0: 33.6 38.1 0.0 59.3 54.5 92.9 92.6: 7.1 7.4
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 : 39: 9 11 0 14 10 23 21:
Old : 39: 9 11 0 14 10 23 21:
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 : 51.7 72.3 72.3 85.1 46.1 64.0 62.0 71.9
Old : 51.7 72.3 72.3 85.1 46.1 64.0 62.0 71.9
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 12, 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 :16,137,475: 1,011,543 342,683 5,384,726 8,622,890 9,413,401 15,019,159 15,140,809: 1,118,316 996,666
Old :16,137,475: 1,011,543 342,683 5,384,726 8,622,890 9,413,401 15,019,159 15,140,809: 1,118,316 996,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 342,859: 93,597 -27,577 60,446 110,304 289,924 264,348 322,793: 78,511 20,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.1 33.4 53.4 58.3 93.1 93.8: 6.9 6.2
Old : 100.0: 6.3 2.1 33.4 53.4 58.3 93.1 93.8: 6.9 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 : 291: 93 43 116 140 132 281 251:
Old : 291: 93 43 116 140 132 281 251:
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 22.9 30.8 35.6 16.9 15.6 20.7 22.1
Old : 20.8 22.9 30.8 35.6 16.9 15.6 20.7 22.1
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 12, 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 : 714,339: 76,904 51,268 94,186 418,716 421,652 589,806 567,107: 124,532 147,232
Old : 714,339: 76,904 51,268 94,186 418,716 421,652 589,806 567,107: 124,532 147,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 15,074: -1,615 -878 5,162 5,731 8,249 9,279 12,533: 5,795 2,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.2 13.2 58.6 59.0 82.6 79.4: 17.4 20.6
Old : 100.0: 10.8 7.2 13.2 58.6 59.0 82.6 79.4: 17.4 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 51 52 68 84 67 173 149:
Old : 208: 51 52 68 84 67 173 149:
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 : 18.4 23.2 27.4 33.5 17.4 23.2 25.8 32.3
Old : 18.4 23.2 27.4 33.5 17.4 23.2 25.8 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 2,652,537: 461,006 600,400 197,151 1,498,170 1,620,376 2,156,328 2,417,928: 496,209 234,610
Old : 2,652,537: 461,006 600,400 197,151 1,498,170 1,620,376 2,156,328 2,417,928: 496,209 234,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -16,985: -15,634 -25,967 10,171 -27,758 -15,150 -33,222 -30,946: 16,237 13,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 22.6 7.4 56.5 61.1 81.3 91.2: 18.7 8.8
Old : 100.0: 17.4 22.6 7.4 56.5 61.1 81.3 91.2: 18.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 110 124 100 107 108 272 277:
Old : 392: 110 124 100 107 108 272 277:
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 : 16.8 19.6 25.5 29.1 11.7 15.1 19.8 23.5
Old : 16.8 19.6 25.5 29.1 11.7 15.1 19.8 23.5
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 12, 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 : 104,992: 16,252 29,673 329 73,749 72,549 90,330 102,551: 14,661 2,441
Old : 104,992: 16,252 29,673 329 73,749 72,549 90,330 102,551: 14,661 2,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 297: 476 -434 -16 425 1,995 885 1,545: -588 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 28.3 0.3 70.2 69.1 86.0 97.7: 14.0 2.3
Old : 100.0: 15.5 28.3 0.3 70.2 69.1 86.0 97.7: 14.0 2.3
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 : 80: 13 15 2 35 30 49 46:
Old : 80: 13 15 2 35 30 49 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 : 29.5 39.0 50.6 62.4 26.8 38.8 45.5 60.6
Old : 29.5 39.0 50.6 62.4 26.8 38.8 45.5 60.6
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 12, 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 : 30,311: 3,483 4,677 70 20,224 17,812 23,776 22,559: 6,535 7,753
Old : 30,311: 3,483 4,677 70 20,224 17,812 23,776 22,559: 6,535 7,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -504: 607 -1,134 65 -1,505 -24 -833 -1,093: 329 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 15.4 0.2 66.7 58.8 78.4 74.4: 21.6 25.6
Old : 100.0: 11.5 15.4 0.2 66.7 58.8 78.4 74.4: 21.6 25.6
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 : 44: 6 8 2 19 19 26 28:
Old : 44: 6 8 2 19 19 26 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 : 52.7 32.0 63.4 52.5 51.2 32.0 61.9 52.5
Old : 52.7 32.0 63.4 52.5 51.2 32.0 61.9 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 344,152: 122,487 137,933 13,384 169,961 166,556 305,833 317,873: 38,319 26,279
Old : 344,152: 122,487 137,933 13,384 169,961 166,556 305,833 317,873: 38,319 26,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 29,622: 10,897 373 5,786 4,299 23,114 20,982 29,273: 8,640 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 40.1 3.9 49.4 48.4 88.9 92.4: 11.1 7.6
Old : 100.0: 35.6 40.1 3.9 49.4 48.4 88.9 92.4: 11.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 65 89 29 54 58 143 153:
Old : 252: 65 89 29 54 58 143 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 24.8 35.2 37.8 20.0 24.3 30.7 35.8
Old : 23.6 24.8 35.2 37.8 20.0 24.3 30.7 35.8
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 12, 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 : 80,683: 29,062 18,608 2,509 23,737 45,756 55,308 66,873: 25,375 13,810
Old : 80,683: 29,062 18,608 2,509 23,737 45,756 55,308 66,873: 25,375 13,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -18,380: -10,011 -8,043 -3,165 -4,573 -6,154 -17,750 -17,362: -630 -1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 23.1 3.1 29.4 56.7 68.5 82.9: 31.5 17.1
Old : 100.0: 36.0 23.1 3.1 29.4 56.7 68.5 82.9: 31.5 17.1
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 : 56: 20 13 2 17 15 37 30:
Old : 56: 20 13 2 17 15 37 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 : 33.6 39.3 44.2 53.3 29.3 38.2 38.5 52.1
Old : 33.6 39.3 44.2 53.3 29.3 38.2 38.5 52.1
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, August 12, 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 : 30,088: 1,049 8,665 0 25,534 18,328 26,583 26,993: 3,505 3,096
Old : 30,088: 1,049 8,665 0 25,534 18,328 26,583 26,993: 3,505 3,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -736: -250 -2,699 0 256 2,359 6 -340: -742 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 28.8 0.0 84.9 60.9 88.3 89.7: 11.7 10.3
Old : 100.0: 3.5 28.8 0.0 84.9 60.9 88.3 89.7: 11.7 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 : 47: 2 12 0 17 20 19 32:
Old : 47: 2 12 0 17 20 19 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 : 55.6 31.8 73.1 49.6 49.4 31.6 64.3 46.6
Old : 55.6 31.8 73.1 49.6 49.4 31.6 64.3 46.6
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 12, 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 : 583,035: 73,123 208,486 7,414 455,214 332,289 535,751 548,189: 47,284 34,846
Old : 583,035: 73,123 208,486 7,414 455,214 332,289 535,751 548,189: 47,284 34,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -4,532: -867 -34,340 1,163 -40,210 21,104 -39,914 -12,072: 35,382 7,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 35.8 1.3 78.1 57.0 91.9 94.0: 8.1 6.0
Old : 100.0: 12.5 35.8 1.3 78.1 57.0 91.9 94.0: 8.1 6.0
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 : 266: 39 116 28 61 74 123 195:
Old : 266: 39 116 28 61 74 123 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 19.0 70.2 28.7 54.1 18.9 67.0 27.9
Old : 56.9 19.0 70.2 28.7 54.1 18.9 67.0 27.9
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 12, 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 : 76,651: 12,825 37,995 17 55,717 31,117 68,559 69,129: 8,092 7,522
Old : 76,651: 12,825 37,995 17 55,717 31,117 68,559 69,129: 8,092 7,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -1,463: -1,376 -137 10 460 -1,494 -906 -1,621: -557 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 49.6 0.0 72.7 40.6 89.4 90.2: 10.6 9.8
Old : 100.0: 16.7 49.6 0.0 72.7 40.6 89.4 90.2: 10.6 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 : 70: 20 19 4 16 19 39 39:
Old : 70: 20 19 4 16 19 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 48.2 69.4 66.2 52.4 46.6 68.6 64.6
Old : 52.4 48.2 69.4 66.2 52.4 46.6 68.6 64.6
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 12, 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 : 58,577: 9,071 9,599 213 22,995 42,315 32,279 52,127: 26,298 6,450
Old : 58,577: 9,071 9,599 213 22,995 42,315 32,279 52,127: 26,298 6,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -7,217: 810 -2,879 -260 246 -1,983 796 -5,122: -8,013 -2,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 16.4 0.4 39.3 72.2 55.1 89.0: 44.9 11.0
Old : 100.0: 15.5 16.4 0.4 39.3 72.2 55.1 89.0: 44.9 11.0
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: 13 10 3 22 18 37 29:
Old : 60: 13 10 3 22 18 37 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 : 19.2 50.9 30.2 66.6 16.2 48.9 25.4 62.2
Old : 19.2 50.9 30.2 66.6 16.2 48.9 25.4 62.2
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 12, 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 : 19,934: 5,074 11,982 0 13,168 6,799 18,242 18,781: 1,692 1,153
Old : 19,934: 5,074 11,982 0 13,168 6,799 18,242 18,781: 1,692 1,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 404: -368 235 0 917 34 549 269: -145 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 60.1 0.0 66.1 34.1 91.5 94.2: 8.5 5.8
Old : 100.0: 25.5 60.1 0.0 66.1 34.1 91.5 94.2: 8.5 5.8
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 : 30: 10 7 0 8 7 18 14:
Old : 30: 10 7 0 8 7 18 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 : 65.6 64.3 76.0 82.9 59.6 64.3 69.6 79.3
Old : 65.6 64.3 76.0 82.9 59.6 64.3 69.6 79.3
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, August 12, 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 : 17,510: 5,890 1,213 389 7,902 12,504 14,181 14,106: 3,329 3,404
Old : 17,510: 5,890 1,213 389 7,902 12,504 14,181 14,106: 3,329 3,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,428: -359 -537 387 63 -60 91 -210: 2,337 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.9 2.2 45.1 71.4 81.0 80.6: 19.0 19.4
Old : 100.0: 33.6 6.9 2.2 45.1 71.4 81.0 80.6: 19.0 19.4
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 : 26: 12 5 3 6 6 19 13:
Old : 26: 12 5 3 6 6 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 72.5 71.8 77.3 56.5 72.4 69.3 75.9
Old : 57.6 72.5 71.8 77.3 56.5 72.4 69.3 75.9
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 12, 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 : 13,600: 1,080 1,523 14 8,910 10,415 10,004 11,952: 3,596 1,648
Old : 13,600: 1,080 1,523 14 8,910 10,415 10,004 11,952: 3,596 1,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 185: 0 182 0 0 6 0 188: 185 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.2 0.1 65.5 76.6 73.6 87.9: 26.4 12.1
Old : 100.0: 7.9 11.2 0.1 65.5 76.6 73.6 87.9: 26.4 12.1
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 : 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 : 42.0 53.2 57.8 71.7 39.8 49.9 55.4 66.4
Old : 42.0 53.2 57.8 71.7 39.8 49.9 55.4 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2008