BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 3,465: 0 0 0 2,480 2,982 2,480 2,982: 985 483
Old : 3,465: 0 0 0 2,480 2,982 2,480 2,982: 985 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 11: 0 0 0 68 44 68 44: -58 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 71.6 86.1 71.6 86.1: 28.4 13.9
Old : 100.0: 0.0 0.0 0.0 71.6 86.1 71.6 86.1: 28.4 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 : 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 : 44.6 70.8 59.3 85.2 43.2 70.6 58.0 82.3
Old : 44.6 70.8 59.3 85.2 43.2 70.6 58.0 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 30, 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 : 59,485: 3,854 5,995 9,626 39,466 32,972 52,946 48,592: 6,538 10,892
Old : 59,485: 3,854 5,995 9,626 39,466 32,972 52,946 48,592: 6,538 10,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 3,870: 1,094 621 704 3,159 3,181 4,957 4,506: -1,087 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 10.1 16.2 66.3 55.4 89.0 81.7: 11.0 18.3
Old : 100.0: 6.5 10.1 16.2 66.3 55.4 89.0 81.7: 11.0 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 9 23 21 28 35 55 61:
Old : 74: 9 23 21 28 35 55 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 : 44.8 26.1 58.9 37.4 39.5 22.8 52.6 32.7
Old : 44.8 26.1 58.9 37.4 39.5 22.8 52.6 32.7
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 30, 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 : 216,467: 37,936 30,717 51,351 103,173 100,392 192,459 182,460: 24,007 34,006
Old : 22,831: 7,325 4,343 4,196 7,530 9,733 19,051 18,271: 3,779 4,560
Other: 193,636: 33,623 29,387 44,143 95,643 90,659 173,408 164,189: 20,228 29,447
: : :
: : Changes in Commitments from: September 23, 2008 :
: -3,008: -1,586 1,771 -3,159 622 -4,534 -4,122 -5,922: 1,115 2,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 14.2 23.7 47.7 46.4 88.9 84.3: 11.1 15.7
Old : 100.0: 32.1 19.0 18.4 33.0 42.6 83.4 80.0: 16.6 20.0
Other: 100.0: 17.4 15.2 22.8 49.4 46.8 89.6 84.8: 10.4 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 72 78 84 50 60 174 186:
Old : 123: 43 31 26 20 41 76 85:
Other: 228: 67 74 78 47 59 160 179:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 24.8 37.1 35.5 22.5 21.2 35.6 28.4
Old : 27.0 27.8 37.8 39.3 22.2 20.7 30.7 31.1
Other: 25.2 26.9 40.8 35.9 25.1 24.6 38.9 31.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 291,455: 65,348 55,627 57,179 144,475 121,327 267,002 234,132: 24,453 57,322
Old : 291,455: 65,348 55,627 57,179 144,475 121,327 267,002 234,132: 24,453 57,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -6,061: -2,439 -4,286 -694 -3,121 -1,810 -6,254 -6,790: 193 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 19.1 19.6 49.6 41.6 91.6 80.3: 8.4 19.7
Old : 100.0: 22.4 19.1 19.6 49.6 41.6 91.6 80.3: 8.4 19.7
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 : 343: 71 98 94 101 145 232 292:
Old : 343: 71 98 94 101 145 232 292:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 16.3 33.1 24.3 19.6 13.2 32.3 19.2
Old : 20.3 16.3 33.1 24.3 19.6 13.2 32.3 19.2
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, September 30, 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 : 11,805: 3,832 5,077 1,451 4,483 2,787 9,766 9,315: 2,040 2,490
Old : 11,805: 3,832 5,077 1,451 4,483 2,787 9,766 9,315: 2,040 2,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -691: -596 -217 -308 -15 -330 -919 -856: 228 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 43.0 12.3 38.0 23.6 82.7 78.9: 17.3 21.1
Old : 100.0: 32.5 43.0 12.3 38.0 23.6 82.7 78.9: 17.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 29 32 18 22 27 59 74:
Old : 99: 29 32 18 22 27 59 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 26.2 45.1 35.3 26.4 26.2 44.5 35.0
Old : 26.8 26.2 45.1 35.3 26.4 26.2 44.5 35.0
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 30, 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 : 28,697: 8,468 9,933 5,729 9,684 3,745 23,881 19,407: 4,816 9,290
Old : 28,697: 8,468 9,933 5,729 9,684 3,745 23,881 19,407: 4,816 9,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -945: 112 44 -652 -136 -83 -676 -691: -270 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 34.6 20.0 33.7 13.1 83.2 67.6: 16.8 32.4
Old : 100.0: 29.5 34.6 20.0 33.7 13.1 83.2 67.6: 16.8 32.4
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 : 124: 33 39 26 40 23 86 79:
Old : 124: 33 39 26 40 23 86 79:
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 : 20.1 23.2 29.8 30.9 17.7 18.0 26.2 23.5
Old : 20.1 23.2 29.8 30.9 17.7 18.0 26.2 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 105,737: 19,410 34,575 14,087 49,653 35,362 83,150 84,024: 22,587 21,713
Old : 105,737: 19,410 34,575 14,087 49,653 35,362 83,150 84,024: 22,587 21,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,179: 1,912 878 2,763 347 563 5,022 4,204: -2,843 -2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 32.7 13.3 47.0 33.4 78.6 79.5: 21.4 20.5
Old : 100.0: 18.4 32.7 13.3 47.0 33.4 78.6 79.5: 21.4 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 22 24 18 20 18 50 55:
Old : 77: 22 24 18 20 18 50 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 32.5 51.2 45.2 37.2 29.8 46.5 39.9
Old : 39.9 32.5 51.2 45.2 37.2 29.8 46.5 39.9
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 30, 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 : 49,478: 5,783 15,976 8,138 22,101 11,167 36,021 35,282: 13,457 14,197
Old : 49,478: 5,783 15,976 8,138 22,101 11,167 36,021 35,282: 13,457 14,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -2,097: -3,702 -684 2,323 108 -5,458 -1,272 -3,819: -825 1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 32.3 16.4 44.7 22.6 72.8 71.3: 27.2 28.7
Old : 100.0: 11.7 32.3 16.4 44.7 22.6 72.8 71.3: 27.2 28.7
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 : 41: 10 19 9 8 7 22 31:
Old : 41: 10 19 9 8 7 22 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 : 41.2 31.4 58.0 43.9 36.1 22.1 46.1 31.8
Old : 41.2 31.4 58.0 43.9 36.1 22.1 46.1 31.8
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 30, 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 : 55,063: 18,220 6,204 0 33,784 46,190 52,004 52,394: 3,059 2,669
Old : 55,063: 18,220 6,204 0 33,784 46,190 52,004 52,394: 3,059 2,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 6,501: 3,722 -1,865 0 3,496 8,632 7,218 6,767: -717 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 11.3 0.0 61.4 83.9 94.4 95.2: 5.6 4.8
Old : 100.0: 33.1 11.3 0.0 61.4 83.9 94.4 95.2: 5.6 4.8
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 : 56: 18 17 0 10 12 28 29:
Old : 56: 18 17 0 10 12 28 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 : 60.3 71.0 79.3 83.5 50.4 55.5 62.0 64.3
Old : 60.3 71.0 79.3 83.5 50.4 55.5 62.0 64.3
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 30, 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 : 122,067: 19,444 51,087 14,751 74,840 29,643 109,035 95,481: 13,032 26,586
Old : 122,067: 19,444 51,087 14,751 74,840 29,643 109,035 95,481: 13,032 26,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 6,262: 7,794 -6,725 2,295 -4,231 12,014 5,857 7,584: 405 -1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 41.9 12.1 61.3 24.3 89.3 78.2: 10.7 21.8
Old : 100.0: 15.9 41.9 12.1 61.3 24.3 89.3 78.2: 10.7 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 14 33 13 16 19 34 61:
Old : 72: 14 33 13 16 19 34 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 : 44.9 22.0 64.8 34.6 42.2 21.4 60.5 31.3
Old : 44.9 22.0 64.8 34.6 42.2 21.4 60.5 31.3
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 30, 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 : 203,237: 64,398 27,108 18,307 93,282 141,292 175,986 186,707: 27,251 16,530
Old : 203,237: 64,398 27,108 18,307 93,282 141,292 175,986 186,707: 27,251 16,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 21,211: 17,157 7,714 2,290 -71 10,593 19,376 20,596: 1,835 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 13.3 9.0 45.9 69.5 86.6 91.9: 13.4 8.1
Old : 100.0: 31.7 13.3 9.0 45.9 69.5 86.6 91.9: 13.4 8.1
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 : 100: 41 28 21 22 19 74 57:
Old : 100: 41 28 21 22 19 74 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 52.9 53.4 67.6 36.7 52.7 46.2 65.0
Old : 39.7 52.9 53.4 67.6 36.7 52.7 46.2 65.0
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 30, 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 : 233,352: 26,059 58,134 47,826 103,358 67,860 177,243 173,820: 56,109 59,532
Old : 233,352: 26,059 58,134 47,826 103,358 67,860 177,243 173,820: 56,109 59,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 30,701: -4,777 -7,990 10,332 11,912 12,866 17,467 15,208: 13,235 15,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 24.9 20.5 44.3 29.1 76.0 74.5: 24.0 25.5
Old : 100.0: 11.2 24.9 20.5 44.3 29.1 76.0 74.5: 24.0 25.5
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 : 140: 40 58 37 29 34 89 109:
Old : 140: 40 58 37 29 34 89 109:
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 : 22.7 22.6 36.3 34.2 19.3 16.9 27.8 21.3
Old : 22.7 22.6 36.3 34.2 19.3 16.9 27.8 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 18,911: 4,552 9,333 0 13,508 7,110 18,060 16,443: 851 2,468
Old : 18,911: 4,552 9,333 0 13,508 7,110 18,060 16,443: 851 2,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -3,426: 134 329 0 -3,168 -2,615 -3,034 -2,286: -392 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 49.4 0.0 71.4 37.6 95.5 86.9: 4.5 13.1
Old : 100.0: 24.1 49.4 0.0 71.4 37.6 95.5 86.9: 4.5 13.1
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 : 26: 5 8 0 10 5 15 13:
Old : 26: 5 8 0 10 5 15 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 : 65.9 72.1 88.3 81.5 65.9 72.1 86.3 81.0
Old : 65.9 72.1 88.3 81.5 65.9 72.1 86.3 81.0
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 30, 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 :13,622,875: 755,078 387,688 4,445,624 7,535,839 7,913,200 12,736,540 12,746,512: 886,334 876,362
Old :13,622,875: 755,078 387,688 4,445,624 7,535,839 7,913,200 12,736,540 12,746,512: 886,334 876,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 220,057: 12,264 -519 123,853 187,911 121,028 324,028 244,362: -103,971 -24,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.8 32.6 55.3 58.1 93.5 93.6: 6.5 6.4
Old : 100.0: 5.5 2.8 32.6 55.3 58.1 93.5 93.6: 6.5 6.4
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 : 248: 74 40 100 125 119 241 223:
Old : 248: 74 40 100 125 119 241 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 23.6 34.9 37.8 19.1 14.8 22.4 21.7
Old : 25.7 23.6 34.9 37.8 19.1 14.8 22.4 21.7
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 30, 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 : 770,080: 86,923 48,691 82,186 480,391 502,665 649,501 633,542: 120,580 136,538
Old : 770,080: 86,923 48,691 82,186 480,391 502,665 649,501 633,542: 120,580 136,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 71,385: 984 -5,048 -88 70,852 66,252 71,748 61,116: -362 10,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 6.3 10.7 62.4 65.3 84.3 82.3: 15.7 17.7
Old : 100.0: 11.3 6.3 10.7 62.4 65.3 84.3 82.3: 15.7 17.7
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 : 206: 56 36 56 87 76 168 143:
Old : 206: 56 36 56 87 76 168 143:
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 : 17.1 19.0 27.1 30.9 15.1 18.3 21.9 28.4
Old : 17.1 19.0 27.1 30.9 15.1 18.3 21.9 28.4
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 30, 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 : 2,817,531: 370,941 495,300 224,104 1,663,178 1,757,804 2,258,223 2,477,208: 559,308 340,323
Old : 2,817,531: 370,941 495,300 224,104 1,663,178 1,757,804 2,258,223 2,477,208: 559,308 340,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 345,566: 30,735 4,416 30,986 181,976 291,245 243,697 326,647: 101,869 18,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.6 8.0 59.0 62.4 80.1 87.9: 19.9 12.1
Old : 100.0: 13.2 17.6 8.0 59.0 62.4 80.1 87.9: 19.9 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 : 401: 108 102 86 131 131 287 271:
Old : 401: 108 102 86 131 131 287 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 21.2 26.0 31.5 11.0 18.4 20.8 26.5
Old : 16.1 21.2 26.0 31.5 11.0 18.4 20.8 26.5
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, September 30, 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 : 94,439: 9,776 20,075 1,035 72,199 69,956 83,010 91,066: 11,429 3,373
Old : 94,439: 9,776 20,075 1,035 72,199 69,956 83,010 91,066: 11,429 3,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 7,801: 104 -1,419 667 5,585 8,359 6,357 7,607: 1,445 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 21.3 1.1 76.5 74.1 87.9 96.4: 12.1 3.6
Old : 100.0: 10.4 21.3 1.1 76.5 74.1 87.9 96.4: 12.1 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 : 79: 8 13 2 35 35 44 49:
Old : 79: 8 13 2 35 35 44 49:
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 : 33.2 40.1 54.6 57.6 30.6 40.1 49.9 57.6
Old : 33.2 40.1 54.6 57.6 30.6 40.1 49.9 57.6
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, September 30, 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 : 22,175: 1,472 3,417 10 15,513 10,690 16,995 14,117: 5,180 8,058
Old : 22,175: 1,472 3,417 10 15,513 10,690 16,995 14,117: 5,180 8,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,143: -379 -91 -79 1,502 -1,481 1,044 -1,650: 99 2,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 15.4 0.0 70.0 48.2 76.6 63.7: 23.4 36.3
Old : 100.0: 6.6 15.4 0.0 70.0 48.2 76.6 63.7: 23.4 36.3
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 : 38: 4 9 1 21 14 25 24:
Old : 38: 4 9 1 21 14 25 24:
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 : 36.9 37.6 51.8 49.4 36.8 33.1 48.9 44.2
Old : 36.9 37.6 51.8 49.4 36.8 33.1 48.9 44.2
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 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 314,836: 71,781 68,951 5,785 181,204 205,825 258,770 280,561: 56,067 34,275
Old : 314,836: 71,781 68,951 5,785 181,204 205,825 258,770 280,561: 56,067 34,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 24,733: -14,425 -35,681 -268 7,378 37,915 -7,316 1,966: 32,049 22,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 21.9 1.8 57.6 65.4 82.2 89.1: 17.8 10.9
Old : 100.0: 22.8 21.9 1.8 57.6 65.4 82.2 89.1: 17.8 10.9
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 : 211: 53 49 18 61 66 118 129:
Old : 211: 53 49 18 61 66 118 129:
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 : 31.8 18.2 42.8 31.0 29.4 16.5 39.5 28.2
Old : 31.8 18.2 42.8 31.0 29.4 16.5 39.5 28.2
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 30, 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 : 61,298: 9,986 22,745 4,492 32,585 19,228 47,063 46,466: 14,234 14,832
Old : 61,298: 9,986 22,745 4,492 32,585 19,228 47,063 46,466: 14,234 14,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -885: 1,338 -4,464 1,198 -739 3,166 1,798 -99: -2,683 -786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 37.1 7.3 53.2 31.4 76.8 75.8: 23.2 24.2
Old : 100.0: 16.3 37.1 7.3 53.2 31.4 76.8 75.8: 23.2 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 18 7 10 14 22 36:
Old : 44: 9 18 7 10 14 22 36:
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 : 48.2 28.1 65.7 44.4 46.6 27.3 58.7 42.0
Old : 48.2 28.1 65.7 44.4 46.6 27.3 58.7 42.0
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 30, 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 : 61,402: 14,115 19,458 21 38,894 33,744 53,030 53,223: 8,372 8,179
Old : 61,402: 14,115 19,458 21 38,894 33,744 53,030 53,223: 8,372 8,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,827: -521 -1,773 14 2,244 2,885 1,736 1,126: 1,091 1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 31.7 0.0 63.3 55.0 86.4 86.7: 13.6 13.3
Old : 100.0: 23.0 31.7 0.0 63.3 55.0 86.4 86.7: 13.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 16 13 2 17 21 34 35:
Old : 63: 16 13 2 17 21 34 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 : 45.5 45.2 63.0 65.9 45.4 42.4 59.9 61.0
Old : 45.5 45.2 63.0 65.9 45.4 42.4 59.9 61.0
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 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 59,304: 9,449 11,333 300 31,328 33,032 41,077 44,665: 18,227 14,639
Old : 59,304: 9,449 11,333 300 31,328 33,032 41,077 44,665: 18,227 14,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 6,027: 572 -3,736 169 3,010 3,816 3,751 249: 2,276 5,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 19.1 0.5 52.8 55.7 69.3 75.3: 30.7 24.7
Old : 100.0: 15.9 19.1 0.5 52.8 55.7 69.3 75.3: 30.7 24.7
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 : 56: 11 9 2 17 23 30 32:
Old : 56: 11 9 2 17 23 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 37.7 49.0 50.5 31.4 37.3 45.1 48.9
Old : 34.9 37.7 49.0 50.5 31.4 37.3 45.1 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 18,193: 3,147 5,692 37 13,314 10,958 16,498 16,687: 1,695 1,506
Old : 18,193: 3,147 5,692 37 13,314 10,958 16,498 16,687: 1,695 1,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -280: -711 -2,951 0 357 2,557 -354 -394: 74 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 31.3 0.2 73.2 60.2 90.7 91.7: 9.3 8.3
Old : 100.0: 17.3 31.3 0.2 73.2 60.2 90.7 91.7: 9.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 6 1 8 10 15 16:
Old : 28: 6 6 1 8 10 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 52.1 78.7 79.3 54.9 51.9 69.5 73.4
Old : 63.2 52.1 78.7 79.3 54.9 51.9 69.5 73.4
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 30, 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 : 15,716: 6,404 1,915 0 8,478 13,048 14,882 14,963: 834 753
Old : 15,716: 6,404 1,915 0 8,478 13,048 14,882 14,963: 834 753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 92: 72 106 0 -124 75 -52 181: 144 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 12.2 0.0 53.9 83.0 94.7 95.2: 5.3 4.8
Old : 100.0: 40.7 12.2 0.0 53.9 83.0 94.7 95.2: 5.3 4.8
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 : 26: 8 9 0 6 5 14 14:
Old : 26: 8 9 0 6 5 14 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 : 66.7 84.4 85.0 90.1 65.6 84.4 83.9 90.1
Old : 66.7 84.4 85.0 90.1 65.6 84.4 83.9 90.1
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, September 30, 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 : 9,623: 690 986 429 7,520 6,009 8,639 7,424: 984 2,199
Old : 9,623: 690 986 429 7,520 6,009 8,639 7,424: 984 2,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 10.2 4.5 78.1 62.4 89.8 77.1: 10.2 22.9
Old : 100.0: 7.2 10.2 4.5 78.1 62.4 89.8 77.1: 10.2 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 : 20: 3 3 1 10 9 14 12:
Old : 20: 3 3 1 10 9 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 49.6 82.4 67.3 65.3 48.3 76.9 62.1
Old : 67.9 49.6 82.4 67.3 65.3 48.3 76.9 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2008