MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 54,227: 2,987 3,958 8,533 36,448 30,211 47,968 42,702: 6,259 11,525
Old : 54,227: 2,987 3,958 8,533 36,448 30,211 47,968 42,702: 6,259 11,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -5,121: -672 -439 -590 -4,204 -4,117 -5,465 -5,145: 344 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.3 15.7 67.2 55.7 88.5 78.7: 11.5 21.3
Old : 100.0: 5.5 7.3 15.7 67.2 55.7 88.5 78.7: 11.5 21.3
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 : 67: 10 18 22 27 33 53 57:
Old : 67: 10 18 22 27 33 53 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 : 45.7 25.7 59.2 37.8 40.5 21.1 52.8 31.3
Old : 45.7 25.7 59.2 37.8 40.5 21.1 52.8 31.3
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 9, 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 : 242,398: 40,308 27,820 68,611 109,597 109,801 218,517 206,233: 23,882 36,165
Old : 62,969: 15,716 30,665 5,565 35,948 17,439 57,230 53,669: 5,740 9,301
Other: 179,429: 45,457 18,021 42,181 73,649 92,363 161,287 152,564: 18,142 26,865
: : :
: : Changes in Commitments from: September 2, 2008 :
: -4,264: -2,029 958 1,675 -3,967 -9,635 -4,321 -7,002: 57 2,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.5 28.3 45.2 45.3 90.1 85.1: 9.9 14.9
Old : 100.0: 25.0 48.7 8.8 57.1 27.7 90.9 85.2: 9.1 14.8
Other: 100.0: 25.3 10.0 23.5 41.0 51.5 89.9 85.0: 10.1 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 75 81 101 46 59 182 197:
Old : 190: 57 71 37 30 47 106 136:
Other: 219: 83 57 77 42 56 165 158:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 24.0 37.5 33.1 23.7 21.3 34.0 27.3
Old : 38.5 21.7 51.3 34.5 38.5 21.7 50.8 32.6
Other: 26.5 27.8 38.1 37.3 23.4 26.1 33.5 33.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 311,026: 73,416 60,284 63,773 150,361 128,520 287,549 252,576: 23,477 58,450
Old : 311,026: 73,416 60,284 63,773 150,361 128,520 287,549 252,576: 23,477 58,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -7,422: -6 5,664 -5,010 -3,193 -8,827 -8,209 -8,173: 787 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.4 20.5 48.3 41.3 92.5 81.2: 7.5 18.8
Old : 100.0: 23.6 19.4 20.5 48.3 41.3 92.5 81.2: 7.5 18.8
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 : 348: 82 99 102 97 140 242 293:
Old : 348: 82 99 102 97 140 242 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 15.3 33.8 23.8 20.9 12.9 33.1 19.8
Old : 21.4 15.3 33.8 23.8 20.9 12.9 33.1 19.8
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 9, 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 : 12,916: 3,996 4,773 2,161 4,715 3,878 10,871 10,812: 2,045 2,103
Old : 12,916: 3,996 4,773 2,161 4,715 3,878 10,871 10,812: 2,045 2,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -317: 286 881 -224 -385 -1,406 -323 -750: 7 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 37.0 16.7 36.5 30.0 84.2 83.7: 15.8 16.3
Old : 100.0: 30.9 37.0 16.7 36.5 30.0 84.2 83.7: 15.8 16.3
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 : 107: 32 37 19 20 28 62 78:
Old : 107: 32 37 19 20 28 62 78:
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 24.5 47.9 38.7 26.6 23.9 43.9 34.8
Old : 27.6 24.5 47.9 38.7 26.6 23.9 43.9 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 29,697: 9,448 8,512 6,576 8,044 4,209 24,069 19,297: 5,628 10,400
Old : 29,697: 9,448 8,512 6,576 8,044 4,209 24,069 19,297: 5,628 10,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -2,012: -823 717 -2,376 623 -858 -2,576 -2,517: 564 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 28.7 22.1 27.1 14.2 81.0 65.0: 19.0 35.0
Old : 100.0: 31.8 28.7 22.1 27.1 14.2 81.0 65.0: 19.0 35.0
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 : 119: 33 36 40 33 22 87 84:
Old : 119: 33 36 40 33 22 87 84:
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 22.6 38.9 32.4 22.0 17.5 32.7 23.4
Old : 24.1 22.6 38.9 32.4 22.0 17.5 32.7 23.4
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 9, 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 : 150,923: 36,952 46,373 11,424 76,281 65,728 124,657 123,525: 26,265 27,398
Old : 150,923: 36,952 46,373 11,424 76,281 65,728 124,657 123,525: 26,265 27,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 13,399: -3,435 -8,430 510 18,819 24,694 15,893 16,773: -2,494 -3,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 30.7 7.6 50.5 43.6 82.6 81.8: 17.4 18.2
Old : 100.0: 24.5 30.7 7.6 50.5 43.6 82.6 81.8: 17.4 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 : 88: 19 28 12 31 22 58 58:
Old : 88: 19 28 12 31 22 58 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 : 31.7 31.6 44.7 44.9 22.1 21.2 32.7 31.2
Old : 31.7 31.6 44.7 44.9 22.1 21.2 32.7 31.2
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 9, 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 : 77,216: 12,238 26,045 4,062 48,321 28,921 64,621 59,029: 12,595 18,187
Old : 77,216: 12,238 26,045 4,062 48,321 28,921 64,621 59,029: 12,595 18,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 2,596: -499 1,145 -2,383 5,145 2,541 2,263 1,303: 334 1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 33.7 5.3 62.6 37.5 83.7 76.4: 16.3 23.6
Old : 100.0: 15.8 33.7 5.3 62.6 37.5 83.7 76.4: 16.3 23.6
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 : 50: 10 21 5 17 11 28 36:
Old : 50: 10 21 5 17 11 28 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 32.5 64.9 44.9 42.9 25.6 53.5 35.3
Old : 48.2 32.5 64.9 44.9 42.9 25.6 53.5 35.3
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 9, 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 : 88,227: 32,756 7,275 1,496 43,466 72,493 77,718 81,264: 10,509 6,963
Old : 88,227: 32,756 7,275 1,496 43,466 72,493 77,718 81,264: 10,509 6,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -16,620: -18,248 -240 -67 3,707 -14,750 -14,609 -15,057: -2,012 -1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 8.2 1.7 49.3 82.2 88.1 92.1: 11.9 7.9
Old : 100.0: 37.1 8.2 1.7 49.3 82.2 88.1 92.1: 11.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 32 22 7 14 18 48 46:
Old : 80: 32 22 7 14 18 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 66.5 59.2 78.6 31.9 54.5 45.1 62.4
Old : 42.3 66.5 59.2 78.6 31.9 54.5 45.1 62.4
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 9, 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 : 142,617: 16,067 62,807 13,803 87,778 29,122 117,649 105,733: 24,969 36,885
Old : 142,617: 16,067 62,807 13,803 87,778 29,122 117,649 105,733: 24,969 36,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,903: 3,152 3,418 -3,901 -3,060 -2,315 -3,809 -2,798: 1,906 895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 44.0 9.7 61.5 20.4 82.5 74.1: 17.5 25.9
Old : 100.0: 11.3 44.0 9.7 61.5 20.4 82.5 74.1: 17.5 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 18 39 14 19 20 41 70:
Old : 85: 18 39 14 19 20 41 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 17.6 58.6 29.9 40.4 16.4 53.9 27.3
Old : 42.5 17.6 58.6 29.9 40.4 16.4 53.9 27.3
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 9, 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 : 241,493: 35,277 24,540 12,268 168,358 182,816 215,903 219,624: 25,590 21,869
Old : 241,493: 35,277 24,540 12,268 168,358 182,816 215,903 219,624: 25,590 21,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -7,233: 3,362 -17,132 -8,513 -3,045 21,135 -8,196 -4,509: 964 -2,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 10.2 5.1 69.7 75.7 89.4 90.9: 10.6 9.1
Old : 100.0: 14.6 10.2 5.1 69.7 75.7 89.4 90.9: 10.6 9.1
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 : 94: 28 27 13 28 26 63 60:
Old : 94: 28 27 13 28 26 63 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 56.7 61.6 67.3 38.8 45.5 45.6 51.5
Old : 47.9 56.7 61.6 67.3 38.8 45.5 45.6 51.5
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 9, 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 : 226,974: 37,478 76,451 32,791 106,789 69,135 177,057 178,377: 49,916 48,597
Old : 226,974: 37,478 76,451 32,791 106,789 69,135 177,057 178,377: 49,916 48,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,286: -4,156 -1,852 -10,177 12,830 16,110 -1,504 4,082: 2,790 -2,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 33.7 14.4 47.0 30.5 78.0 78.6: 22.0 21.4
Old : 100.0: 16.5 33.7 14.4 47.0 30.5 78.0 78.6: 22.0 21.4
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 : 142: 44 51 36 33 33 93 104:
Old : 142: 44 51 36 33 33 93 104:
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 : 26.2 21.2 39.0 32.0 22.1 14.2 28.8 20.9
Old : 26.2 21.2 39.0 32.0 22.1 14.2 28.8 20.9
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 28,411: 8,773 11,723 0 18,656 13,985 27,429 25,708: 982 2,703
Old : 28,411: 8,773 11,723 0 18,656 13,985 27,429 25,708: 982 2,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,468: -592 544 0 1,800 678 1,208 1,222: 260 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 41.3 0.0 65.7 49.2 96.5 90.5: 3.5 9.5
Old : 100.0: 30.9 41.3 0.0 65.7 49.2 96.5 90.5: 3.5 9.5
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 : 39: 6 11 0 18 11 24 22:
Old : 39: 6 11 0 18 11 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 62.7 68.9 80.5 45.6 58.3 68.6 76.0
Old : 45.6 62.7 68.9 80.5 45.6 58.3 68.6 76.0
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,882,069: 1,060,744 344,530 5,873,958 8,851,071 9,648,012 15,785,773 15,866,500: 1,096,296 1,015,569
Old :16,882,069: 1,060,744 344,530 5,873,958 8,851,071 9,648,012 15,785,773 15,866,500: 1,096,296 1,015,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 279,259: 27,792 -9,712 182,959 103,893 89,979 314,643 263,226: -35,385 16,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.0 34.8 52.4 57.1 93.5 94.0: 6.5 6.0
Old : 100.0: 6.3 2.0 34.8 52.4 57.1 93.5 94.0: 6.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 93 39 111 130 127 264 244:
Old : 277: 93 39 111 130 127 264 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 21.7 30.9 34.6 15.9 14.0 19.5 20.3
Old : 20.2 21.7 30.9 34.6 15.9 14.0 19.5 20.3
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 9, 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 : 735,293: 79,220 66,431 100,527 422,490 436,332 602,238 603,290: 133,055 132,003
Old : 735,293: 79,220 66,431 100,527 422,490 436,332 602,238 603,290: 133,055 132,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 52,049: 3,084 11,106 28,145 6,147 8,857 37,375 48,108: 14,674 3,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.0 13.7 57.5 59.3 81.9 82.0: 18.1 18.0
Old : 100.0: 10.8 9.0 13.7 57.5 59.3 81.9 82.0: 18.1 18.0
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 : 199: 56 44 63 80 67 164 146:
Old : 199: 56 44 63 80 67 164 146:
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 : 17.6 20.6 26.5 31.3 15.6 20.3 22.5 29.6
Old : 17.6 20.6 26.5 31.3 15.6 20.3 22.5 29.6
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 9, 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 : 2,807,088: 483,860 665,174 229,321 1,639,804 1,687,645 2,352,985 2,582,141: 454,102 224,947
Old : 2,807,088: 483,860 665,174 229,321 1,639,804 1,687,645 2,352,985 2,582,141: 454,102 224,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 188,223: 47,966 24,804 57,684 87,374 105,886 193,025 188,374: -4,802 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 23.7 8.2 58.4 60.1 83.8 92.0: 16.2 8.0
Old : 100.0: 17.2 23.7 8.2 58.4 60.1 83.8 92.0: 16.2 8.0
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 : 401: 109 116 99 127 123 282 292:
Old : 401: 109 116 99 127 123 282 292:
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 : 15.8 20.6 24.6 30.5 10.7 15.8 18.5 23.9
Old : 15.8 20.6 24.6 30.5 10.7 15.8 18.5 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 112,478: 18,333 30,018 949 78,155 77,558 97,438 108,525: 15,039 3,952
Old : 112,478: 18,333 30,018 949 78,155 77,558 97,438 108,525: 15,039 3,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 2,392: -713 -1,932 201 2,300 1,824 1,787 93: 604 2,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 26.7 0.8 69.5 69.0 86.6 96.5: 13.4 3.5
Old : 100.0: 16.3 26.7 0.8 69.5 69.0 86.6 96.5: 13.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 12 18 6 37 35 50 58:
Old : 86: 12 18 6 37 35 50 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 : 27.9 39.3 48.9 62.7 27.0 39.3 44.0 60.3
Old : 27.9 39.3 48.9 62.7 27.0 39.3 44.0 60.3
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 9, 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 : 31,151: 4,745 4,463 109 19,719 20,497 24,574 25,069: 6,577 6,082
Old : 31,151: 4,745 4,463 109 19,719 20,497 24,574 25,069: 6,577 6,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,506: 1,115 2,169 37 766 1,474 1,919 3,680: -413 -2,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 14.3 0.4 63.3 65.8 78.9 80.5: 21.1 19.5
Old : 100.0: 15.2 14.3 0.4 63.3 65.8 78.9 80.5: 21.1 19.5
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 : 47: 6 8 2 20 26 27 35:
Old : 47: 6 8 2 20 26 27 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 : 51.2 28.0 63.9 44.8 49.7 25.9 62.3 42.5
Old : 51.2 28.0 63.9 44.8 49.7 25.9 62.3 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 364,335: 114,401 151,705 10,493 219,771 189,312 344,665 351,509: 19,669 12,825
Old : 364,335: 114,401 151,705 10,493 219,771 189,312 344,665 351,509: 19,669 12,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 36,388: 5,156 20,578 -229 50,944 23,099 55,871 43,448: -19,483 -7,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 41.6 2.9 60.3 52.0 94.6 96.5: 5.4 3.5
Old : 100.0: 31.4 41.6 2.9 60.3 52.0 94.6 96.5: 5.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 66 84 32 60 64 142 165:
Old : 257: 66 84 32 60 64 142 165:
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 : 27.5 19.1 42.1 31.4 21.1 16.7 34.4 27.4
Old : 27.5 19.1 42.1 31.4 21.1 16.7 34.4 27.4
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 99,724: 33,763 30,466 2,087 46,917 47,771 82,767 80,323: 16,957 19,400
Old : 99,724: 33,763 30,466 2,087 46,917 47,771 82,767 80,323: 16,957 19,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 7,127: -1,348 -1,684 -1,645 12,311 10,771 9,317 7,442: -2,190 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 30.6 2.1 47.0 47.9 83.0 80.5: 17.0 19.5
Old : 100.0: 33.9 30.6 2.1 47.0 47.9 83.0 80.5: 17.0 19.5
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 : 50: 9 20 5 16 19 28 41:
Old : 50: 9 20 5 16 19 28 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 33.3 57.1 45.9 37.6 25.0 49.2 36.0
Old : 42.6 33.3 57.1 45.9 37.6 25.0 49.2 36.0
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 9, 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 : 32,175: 1,449 8,596 0 27,002 19,767 28,451 28,363: 3,725 3,812
Old : 32,175: 1,449 8,596 0 27,002 19,767 28,451 28,363: 3,725 3,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -10: 0 -46 0 -1,051 127 -1,051 81: 1,041 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 26.7 0.0 83.9 61.4 88.4 88.2: 11.6 11.8
Old : 100.0: 4.5 26.7 0.0 83.9 61.4 88.4 88.2: 11.6 11.8
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 : 48: 2 11 0 18 21 20 32:
Old : 48: 2 11 0 18 21 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 : 57.8 33.0 72.6 51.2 50.1 33.0 64.7 48.0
Old : 57.8 33.0 72.6 51.2 50.1 33.0 64.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 554,679: 85,469 175,120 16,462 443,646 346,225 545,578 537,807: 9,101 16,872
Old : 554,679: 85,469 175,120 16,462 443,646 346,225 545,578 537,807: 9,101 16,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -17,374: -1,486 -8,121 2,891 -17,485 -13,236 -16,081 -18,466: -1,293 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 31.6 3.0 80.0 62.4 98.4 97.0: 1.6 3.0
Old : 100.0: 15.4 31.6 3.0 80.0 62.4 98.4 97.0: 1.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 48 103 32 56 81 120 200:
Old : 264: 48 103 32 56 81 120 200:
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 : 58.2 22.2 72.0 31.6 53.9 21.6 67.0 30.4
Old : 58.2 22.2 72.0 31.6 53.9 21.6 67.0 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 104,549: 13,625 41,210 1,869 71,865 44,292 87,358 87,371: 17,191 17,178
Old : 104,549: 13,625 41,210 1,869 71,865 44,292 87,358 87,371: 17,191 17,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 22,039: 1,804 -829 1,169 10,420 12,168 13,393 12,508: 8,646 9,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 39.4 1.8 68.7 42.4 83.6 83.6: 16.4 16.4
Old : 100.0: 13.0 39.4 1.8 68.7 42.4 83.6 83.6: 16.4 16.4
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 : 76: 20 17 8 22 29 43 53:
Old : 76: 20 17 8 22 29 43 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 38.3 59.1 53.7 39.3 36.8 52.8 50.5
Old : 42.4 38.3 59.1 53.7 39.3 36.8 52.8 50.5
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 9, 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 : 94,780: 10,311 19,138 2,307 35,207 62,833 47,825 84,278: 46,955 10,502
Old : 94,780: 10,311 19,138 2,307 35,207 62,833 47,825 84,278: 46,955 10,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 21,253: -5,624 4,230 1,872 5,827 10,152 2,075 16,254: 19,178 4,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 20.2 2.4 37.1 66.3 50.5 88.9: 49.5 11.1
Old : 100.0: 10.9 20.2 2.4 37.1 66.3 50.5 88.9: 49.5 11.1
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 : 61: 13 13 7 24 22 43 36:
Old : 61: 13 13 7 24 22 43 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 : 21.0 39.4 30.1 58.0 17.7 37.9 24.3 53.5
Old : 21.0 39.4 30.1 58.0 17.7 37.9 24.3 53.5
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 9, 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 : 23,024: 2,571 13,430 798 17,121 7,447 20,490 21,675: 2,534 1,349
Old : 23,024: 2,571 13,430 798 17,121 7,447 20,490 21,675: 2,534 1,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 362: -1,412 705 -580 1,717 79 -275 204: 637 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 58.3 3.5 74.4 32.3 89.0 94.1: 11.0 5.9
Old : 100.0: 11.2 58.3 3.5 74.4 32.3 89.0 94.1: 11.0 5.9
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 : 28: 4 8 2 10 9 16 17:
Old : 28: 4 8 2 10 9 16 17:
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 : 67.0 57.2 77.1 78.9 60.8 54.9 69.5 73.3
Old : 67.0 57.2 77.1 78.9 60.8 54.9 69.5 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 15,510: 5,335 1,213 5 7,926 12,447 13,266 13,665: 2,244 1,845
Old : 15,510: 5,335 1,213 5 7,926 12,447 13,266 13,665: 2,244 1,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,223: -84 -69 5 79 191 0 127: 1,223 1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 7.8 0.0 51.1 80.3 85.5 88.1: 14.5 11.9
Old : 100.0: 34.4 7.8 0.0 51.1 80.3 85.5 88.1: 14.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 5 1 6 5 16 11:
Old : 24: 10 5 1 6 5 16 11:
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 81.3 77.6 86.5 64.6 81.3 76.2 86.0
Old : 65.9 81.3 77.6 86.5 64.6 81.3 76.2 86.0
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 13,882: 1,437 1,021 7 8,575 11,036 10,019 12,064: 3,863 1,818
Old : 13,882: 1,437 1,021 7 8,575 11,036 10,019 12,064: 3,863 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 248: 71 -224 0 -597 244 -526 20: 774 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.4 0.1 61.8 79.5 72.2 86.9: 27.8 13.1
Old : 100.0: 10.4 7.4 0.1 61.8 79.5 72.2 86.9: 27.8 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 : 29: 5 3 1 14 15 20 18:
Old : 29: 5 3 1 14 15 20 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 : 37.6 53.2 53.2 68.2 37.5 49.3 51.7 63.2
Old : 37.6 53.2 53.2 68.2 37.5 49.3 51.7 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2008