BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,437: 0 0 0 2,611 3,140 2,611 3,140: 825 297
Old : 3,437: 0 0 0 2,611 3,140 2,611 3,140: 825 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -599: 0 0 0 -476 -484 -476 -484: -122 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 76.0 91.4 76.0 91.4: 24.0 8.6
Old : 100.0: 0.0 0.0 0.0 76.0 91.4 76.0 91.4: 24.0 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 9 15 9:
Old : 20: 0 0 0 15 9 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 77.7 61.8 90.8 41.8 70.4 56.4 82.3
Old : 43.6 77.7 61.8 90.8 41.8 70.4 56.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 56,354: 3,077 4,725 8,838 37,892 30,960 49,807 44,523: 6,547 11,831
Old : 56,354: 3,077 4,725 8,838 37,892 30,960 49,807 44,523: 6,547 11,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 2,126: 90 767 305 1,444 748 1,839 1,820: 288 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.4 15.7 67.2 54.9 88.4 79.0: 11.6 21.0
Old : 100.0: 5.5 8.4 15.7 67.2 54.9 88.4 79.0: 11.6 21.0
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 : 68: 11 18 22 26 33 52 58:
Old : 68: 11 18 22 26 33 52 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 25.7 59.0 37.5 39.2 20.4 52.3 30.5
Old : 44.4 25.7 59.0 37.5 39.2 20.4 52.3 30.5
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 231,033: 41,951 29,960 56,525 106,293 107,077 204,770 193,562: 26,263 37,471
Old : 39,411: 14,500 14,083 4,255 13,652 13,098 32,406 31,435: 7,005 7,975
Other: 191,623: 37,305 25,731 42,417 92,642 93,979 172,364 162,127: 19,259 29,496
: : :
: : Changes in Commitments from: September 9, 2008 :
: -11,365: 1,643 2,140 -12,086 -3,304 -2,724 -13,747 -12,670: 2,382 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.0 24.5 46.0 46.3 88.6 83.8: 11.4 16.2
Old : 100.0: 36.8 35.7 10.8 34.6 33.2 82.2 79.8: 17.8 20.2
Other: 100.0: 19.5 13.4 22.1 48.3 49.0 89.9 84.6: 10.1 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 86 73 98 49 58 183 196:
Old : 174: 68 45 33 32 44 110 112:
Other: 227: 71 77 82 44 54 161 174:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 24.6 35.9 34.4 22.8 22.2 34.4 28.7
Old : 25.7 19.9 35.5 30.2 24.4 16.6 32.1 25.7
Other: 25.2 27.4 39.1 36.5 24.7 25.5 37.1 32.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 317,184: 71,516 62,143 66,075 152,377 128,250 289,968 256,468: 27,216 60,716
Old : 317,184: 71,516 62,143 66,075 152,377 128,250 289,968 256,468: 27,216 60,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 6,158: -1,899 1,860 2,302 2,016 -270 2,419 3,892: 3,739 2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 19.6 20.8 48.0 40.4 91.4 80.9: 8.6 19.1
Old : 100.0: 22.5 19.6 20.8 48.0 40.4 91.4 80.9: 8.6 19.1
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 : 348: 80 98 100 99 147 239 301:
Old : 348: 80 98 100 99 147 239 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 15.4 31.9 23.5 19.2 12.8 31.1 19.4
Old : 20.0 15.4 31.9 23.5 19.2 12.8 31.1 19.4
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 12,505: 4,281 5,129 1,662 4,644 3,400 10,588 10,192: 1,917 2,313
Old : 12,505: 4,281 5,129 1,662 4,644 3,400 10,588 10,192: 1,917 2,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -411: 286 356 -499 -70 -478 -283 -621: -127 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 41.0 13.3 37.1 27.2 84.7 81.5: 15.3 18.5
Old : 100.0: 34.2 41.0 13.3 37.1 27.2 84.7 81.5: 15.3 18.5
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 : 98: 28 37 17 17 23 53 73:
Old : 98: 28 37 17 17 23 53 73:
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 : 27.6 25.5 47.8 37.7 27.6 24.9 46.3 34.7
Old : 27.6 25.5 47.8 37.7 27.6 24.9 46.3 34.7
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,177: 9,104 9,350 5,501 8,965 3,469 23,570 18,320: 5,607 10,857
Old : 29,177: 9,104 9,350 5,501 8,965 3,469 23,570 18,320: 5,607 10,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -519: -344 838 -1,075 921 -739 -498 -976: -21 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 32.0 18.9 30.7 11.9 80.8 62.8: 19.2 37.2
Old : 100.0: 31.2 32.0 18.9 30.7 11.9 80.8 62.8: 19.2 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 : 127: 33 40 33 39 22 89 83:
Old : 127: 33 40 33 39 22 89 83:
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 : 24.1 21.7 35.3 28.2 21.3 17.2 31.3 22.7
Old : 24.1 21.7 35.3 28.2 21.3 17.2 31.3 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 154,940: 34,300 43,303 9,738 82,924 73,636 126,963 126,677: 27,977 28,263
Old : 154,940: 34,300 43,303 9,738 82,924 73,636 126,963 126,677: 27,977 28,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 4,017: -2,651 -3,070 -1,686 6,643 7,908 2,305 3,152: 1,712 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 27.9 6.3 53.5 47.5 81.9 81.8: 18.1 18.2
Old : 100.0: 22.1 27.9 6.3 53.5 47.5 81.9 81.8: 18.1 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 : 82: 24 23 14 29 20 56 56:
Old : 82: 24 23 14 29 20 56 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 34.7 47.0 49.3 20.5 18.3 30.1 28.3
Old : 34.3 34.7 47.0 49.3 20.5 18.3 30.1 28.3
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 46,986: 8,605 20,972 4,691 23,169 4,801 36,465 30,465: 10,521 16,521
Old : 46,986: 8,605 20,972 4,691 23,169 4,801 36,465 30,465: 10,521 16,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -30,230: -3,633 -5,073 629 -25,152 -24,120 -28,155 -28,564: -2,074 -1,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 44.6 10.0 49.3 10.2 77.6 64.8: 22.4 35.2
Old : 100.0: 18.3 44.6 10.0 49.3 10.2 77.6 64.8: 22.4 35.2
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 : 43: 8 22 6 9 7 20 32:
Old : 43: 8 22 6 9 7 20 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 : 46.7 18.5 62.8 30.7 39.7 15.7 54.8 26.3
Old : 46.7 18.5 62.8 30.7 39.7 15.7 54.8 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 50,224: 24,814 7,506 3 21,117 40,100 45,934 47,609: 4,290 2,615
Old : 50,224: 24,814 7,506 3 21,117 40,100 45,934 47,609: 4,290 2,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -38,002: -7,942 231 -1,493 -22,349 -32,393 -31,784 -33,655: -6,219 -4,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 14.9 0.0 42.0 79.8 91.5 94.8: 8.5 5.2
Old : 100.0: 49.4 14.9 0.0 42.0 79.8 91.5 94.8: 8.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 33 20 1 10 12 44 32:
Old : 73: 33 20 1 10 12 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 66.7 64.5 78.1 33.0 47.3 46.1 56.9
Old : 50.1 66.7 64.5 78.1 33.0 47.3 46.1 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 122,457: 18,234 66,590 11,471 77,479 16,384 107,184 94,445: 15,273 28,012
Old : 122,457: 18,234 66,590 11,471 77,479 16,384 107,184 94,445: 15,273 28,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -20,160: 2,167 3,783 -2,333 -10,299 -12,738 -10,465 -11,288: -9,695 -8,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 54.4 9.4 63.3 13.4 87.5 77.1: 12.5 22.9
Old : 100.0: 14.9 54.4 9.4 63.3 13.4 87.5 77.1: 12.5 22.9
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 : 79: 13 40 11 18 17 34 65:
Old : 79: 13 40 11 18 17 34 65:
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 : 43.1 18.7 64.0 31.3 40.5 18.7 60.6 30.6
Old : 43.1 18.7 64.0 31.3 40.5 18.7 60.6 30.6
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 170,222: 47,457 24,513 13,985 82,821 110,170 144,263 148,667: 25,959 21,555
Old : 170,222: 47,457 24,513 13,985 82,821 110,170 144,263 148,667: 25,959 21,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -71,271: 12,179 -27 1,717 -85,536 -72,647 -71,640 -70,957: 369 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 14.4 8.2 48.7 64.7 84.7 87.3: 15.3 12.7
Old : 100.0: 27.9 14.4 8.2 48.7 64.7 84.7 87.3: 15.3 12.7
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 : 92: 31 30 17 20 19 61 56:
Old : 92: 31 30 17 20 19 61 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 49.9 50.7 62.6 36.6 49.8 47.7 58.3
Old : 37.8 49.9 50.7 62.6 36.6 49.8 47.7 58.3
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 192,925: 31,754 74,988 42,727 77,852 31,483 152,334 149,198: 40,591 43,727
Old : 192,925: 31,754 74,988 42,727 77,852 31,483 152,334 149,198: 40,591 43,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -34,049: -5,724 -1,464 9,937 -28,937 -37,652 -24,724 -29,179: -9,325 -4,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 38.9 22.1 40.4 16.3 79.0 77.3: 21.0 22.7
Old : 100.0: 16.5 38.9 22.1 40.4 16.3 79.0 77.3: 21.0 22.7
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 : 124: 39 44 31 27 30 77 95:
Old : 124: 39 44 31 27 30 77 95:
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 : 22.4 18.2 37.4 30.3 20.9 15.5 31.8 22.5
Old : 22.4 18.2 37.4 30.3 20.9 15.5 31.8 22.5
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 19,338: 7,744 11,644 0 10,869 4,698 18,613 16,342: 725 2,996
Old : 19,338: 7,744 11,644 0 10,869 4,698 18,613 16,342: 725 2,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -9,073: -1,029 -79 0 -7,787 -9,287 -8,816 -9,366: -257 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 60.2 0.0 56.2 24.3 96.3 84.5: 3.7 15.5
Old : 100.0: 40.0 60.2 0.0 56.2 24.3 96.3 84.5: 3.7 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 12 0 11 7 16 19:
Old : 33: 5 12 0 11 7 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 65.3 88.6 74.1 61.8 65.3 88.6 74.0
Old : 61.8 65.3 88.6 74.1 61.8 65.3 88.6 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :14,346,695: 1,071,200 407,855 4,476,381 7,685,280 8,503,292 13,232,862 13,387,529: 1,113,834 959,166
Old :14,346,695: 1,071,200 407,855 4,476,381 7,685,280 8,503,292 13,232,862 13,387,529: 1,113,834 959,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
:-2,535,374: 10,456 63,325 -1,397,577 -1,165,791 -1,144,720 -2,552,911 -2,478,971: 17,537 -56,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.8 31.2 53.6 59.3 92.2 93.3: 7.8 6.7
Old : 100.0: 7.5 2.8 31.2 53.6 59.3 92.2 93.3: 7.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 71 46 103 118 117 239 224:
Old : 251: 71 46 103 118 117 239 224:
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 : 22.8 22.8 32.6 35.6 17.8 14.3 21.1 20.7
Old : 22.8 22.8 32.6 35.6 17.8 14.3 21.1 20.7
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 873,906: 82,471 63,729 136,242 490,101 498,591 708,813 698,562: 165,093 175,344
Old : 873,906: 82,471 63,729 136,242 490,101 498,591 708,813 698,562: 165,093 175,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 138,614: 3,250 -2,702 35,715 67,610 62,259 106,576 95,273: 32,038 43,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 7.3 15.6 56.1 57.1 81.1 79.9: 18.9 20.1
Old : 100.0: 9.4 7.3 15.6 56.1 57.1 81.1 79.9: 18.9 20.1
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 : 207: 60 45 76 89 71 183 159:
Old : 207: 60 45 76 89 71 183 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 17.4 23.9 27.5 13.5 15.6 19.3 23.7
Old : 15.9 17.4 23.9 27.5 13.5 15.6 19.3 23.7
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,482,963: 547,876 653,317 347,292 2,108,279 2,215,634 3,003,447 3,216,244: 479,515 266,719
Old : 3,482,963: 547,876 653,317 347,292 2,108,279 2,215,634 3,003,447 3,216,244: 479,515 266,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 675,875: 64,016 -11,857 117,971 468,475 527,989 650,462 634,103: 25,413 41,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.8 10.0 60.5 63.6 86.2 92.3: 13.8 7.7
Old : 100.0: 15.7 18.8 10.0 60.5 63.6 86.2 92.3: 13.8 7.7
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 : 424: 123 128 136 138 133 327 331:
Old : 424: 123 128 136 138 133 327 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 24.7 25.5 33.6 8.9 13.4 14.9 20.3
Old : 17.8 24.7 25.5 33.6 8.9 13.4 14.9 20.3
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 129,127: 19,916 29,570 1,952 90,402 92,893 112,270 124,415: 16,856 4,712
Old : 129,127: 19,916 29,570 1,952 90,402 92,893 112,270 124,415: 16,856 4,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 16,649: 1,583 -448 1,002 12,247 15,335 14,832 15,890: 1,817 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 22.9 1.5 70.0 71.9 86.9 96.4: 13.1 3.6
Old : 100.0: 15.4 22.9 1.5 70.0 71.9 86.9 96.4: 13.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 12 17 9 44 41 60 63:
Old : 90: 12 17 9 44 41 60 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 : 27.9 36.4 45.8 58.2 24.8 36.4 40.2 55.5
Old : 27.9 36.4 45.8 58.2 24.8 36.4 40.2 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 40,060: 5,799 4,431 325 25,251 26,615 31,376 31,371: 8,684 8,689
Old : 40,060: 5,799 4,431 325 25,251 26,615 31,376 31,371: 8,684 8,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 8,909: 1,054 -32 216 5,532 6,118 6,802 6,302: 2,107 2,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 11.1 0.8 63.0 66.4 78.3 78.3: 21.7 21.7
Old : 100.0: 14.5 11.1 0.8 63.0 66.4 78.3 78.3: 21.7 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 : 50: 7 10 3 25 26 34 37:
Old : 50: 7 10 3 25 26 34 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 : 43.3 30.6 58.1 45.7 41.0 21.1 50.9 33.2
Old : 43.3 30.6 58.1 45.7 41.0 21.1 50.9 33.2
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 443,257: 115,649 120,198 28,295 252,192 255,657 396,135 404,149: 47,122 39,108
Old : 443,257: 115,649 120,198 28,295 252,192 255,657 396,135 404,149: 47,122 39,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 78,923: 1,247 -31,507 17,802 32,421 66,345 51,470 52,640: 27,453 26,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 27.1 6.4 56.9 57.7 89.4 91.2: 10.6 8.8
Old : 100.0: 26.1 27.1 6.4 56.9 57.7 89.4 91.2: 10.6 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 : 245: 61 78 39 66 72 146 170:
Old : 245: 61 78 39 66 72 146 170:
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 : 23.0 19.1 37.7 30.3 16.9 15.5 27.3 23.8
Old : 23.0 19.1 37.7 30.3 16.9 15.5 27.3 23.8
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 60,797: 10,674 25,902 2,857 29,672 12,535 43,203 41,295: 17,594 19,503
Old : 60,797: 10,674 25,902 2,857 29,672 12,535 43,203 41,295: 17,594 19,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -38,926: -23,089 -4,563 770 -17,245 -35,235 -39,564 -39,029: 637 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 42.6 4.7 48.8 20.6 71.1 67.9: 28.9 32.1
Old : 100.0: 17.6 42.6 4.7 48.8 20.6 71.1 67.9: 28.9 32.1
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 : 46: 7 20 6 9 15 19 38:
Old : 46: 7 20 6 9 15 19 38:
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 : 45.9 21.2 60.9 33.7 42.8 20.0 54.6 32.2
Old : 45.9 21.2 60.9 33.7 42.8 20.0 54.6 32.2
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 29,634: 1,075 5,761 0 26,775 21,240 27,850 27,001: 1,784 2,633
Old : 29,634: 1,075 5,761 0 26,775 21,240 27,850 27,001: 1,784 2,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -2,541: -374 -2,835 0 -227 1,473 -601 -1,362: -1,940 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 19.4 0.0 90.4 71.7 94.0 91.1: 6.0 8.9
Old : 100.0: 3.6 19.4 0.0 90.4 71.7 94.0 91.1: 6.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 7 0 15 24 17 31:
Old : 45: 2 7 0 15 24 17 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 32.9 81.6 51.6 63.7 32.9 74.1 48.7
Old : 65.9 32.9 81.6 51.6 63.7 32.9 74.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 506,451: 66,391 128,840 15,099 421,684 352,723 503,175 496,663: 3,276 9,788
Old : 506,451: 66,391 128,840 15,099 421,684 352,723 503,175 496,663: 3,276 9,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -48,228: -19,078 -46,280 -1,363 -21,962 6,498 -42,402 -41,144: -5,825 -7,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 25.4 3.0 83.3 69.6 99.4 98.1: 0.6 1.9
Old : 100.0: 13.1 25.4 3.0 83.3 69.6 99.4 98.1: 0.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 30 69 24 56 90 102 169:
Old : 219: 30 69 24 56 90 102 169:
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 : 63.2 25.7 78.0 36.2 59.1 25.5 72.8 35.7
Old : 63.2 25.7 78.0 36.2 59.1 25.5 72.8 35.7
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, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 54,893: 11,507 25,242 3 33,842 22,017 45,352 47,262: 9,541 7,631
Old : 54,893: 11,507 25,242 3 33,842 22,017 45,352 47,262: 9,541 7,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -49,656: -2,117 -15,968 -1,866 -38,023 -22,275 -42,006 -40,109: -7,650 -9,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 46.0 0.0 61.7 40.1 82.6 86.1: 17.4 13.9
Old : 100.0: 21.0 46.0 0.0 61.7 40.1 82.6 86.1: 17.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 14 1 14 17 33 31:
Old : 59: 18 14 1 14 17 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 46.5 59.0 64.5 40.2 46.5 59.0 64.5
Old : 40.2 46.5 59.0 64.5 40.2 46.5 59.0 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 52,680: 7,330 12,946 1,094 28,960 19,693 37,384 33,733: 15,296 18,947
Old : 52,680: 7,330 12,946 1,094 28,960 19,693 37,384 33,733: 15,296 18,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -42,100: -2,981 -6,192 -1,213 -6,247 -43,140 -10,441 -50,545: -31,659 8,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 24.6 2.1 55.0 37.4 71.0 64.0: 29.0 36.0
Old : 100.0: 13.9 24.6 2.1 55.0 37.4 71.0 64.0: 29.0 36.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 14 2 17 16 25 31:
Old : 52: 7 14 2 17 16 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 27.7 51.0 42.0 34.3 27.5 48.8 41.7
Old : 35.4 27.7 51.0 42.0 34.3 27.5 48.8 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 23,800: 3,135 12,964 844 17,874 8,395 21,853 22,203: 1,947 1,597
Old : 23,800: 3,135 12,964 844 17,874 8,395 21,853 22,203: 1,947 1,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 776: 564 -466 46 753 948 1,363 528: -587 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 54.5 3.5 75.1 35.3 91.8 93.3: 8.2 6.7
Old : 100.0: 13.2 54.5 3.5 75.1 35.3 91.8 93.3: 8.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 8 2 8 9 16 18:
Old : 29: 6 8 2 8 9 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 52.9 81.0 76.5 64.8 51.6 73.0 71.4
Old : 71.9 52.9 81.0 76.5 64.8 51.6 73.0 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,983: 6,353 1,583 151 8,069 12,899 14,573 14,633: 1,410 1,350
Old : 15,983: 6,353 1,583 151 8,069 12,899 14,573 14,633: 1,410 1,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 473: 1,018 370 146 143 452 1,307 968: -834 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 9.9 0.9 50.5 80.7 91.2 91.6: 8.8 8.4
Old : 100.0: 39.7 9.9 0.9 50.5 80.7 91.2 91.6: 8.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 7 1 6 5 17 13:
Old : 27: 11 7 1 6 5 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 81.7 80.6 87.2 62.9 81.7 78.4 87.0
Old : 64.2 81.7 80.6 87.2 62.9 81.7 78.4 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2008