BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 1, 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 : 4,320: 0 0 0 3,312 4,146 3,312 4,146: 1,008 174
Old : 4,320: 0 0 0 3,312 4,146 3,312 4,146: 1,008 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 220: 0 0 0 97 193 97 193: 123 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 76.7 96.0 76.7 96.0: 23.3 4.0
Old : 100.0: 0.0 0.0 0.0 76.7 96.0 76.7 96.0: 23.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 9 14 9:
Old : 20: 0 0 0 14 9 14 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 : 44.4 73.7 62.7 95.7 44.4 71.5 62.2 93.1
Old : 44.4 73.7 62.7 95.7 44.4 71.5 62.2 93.1
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 - Futures Only, July 1, 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 : 35,966: 7,113 1,717 619 24,136 25,592 31,868 27,928: 4,098 8,038
Old : 35,966: 7,113 1,717 619 24,136 25,592 31,868 27,928: 4,098 8,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 411: -9 434 27 514 136 532 597: -121 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 4.8 1.7 67.1 71.2 88.6 77.7: 11.4 22.3
Old : 100.0: 19.8 4.8 1.7 67.1 71.2 88.6 77.7: 11.4 22.3
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 : 61: 13 12 16 27 25 47 46:
Old : 61: 13 12 16 27 25 47 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 : 44.7 40.0 62.5 56.4 44.7 36.5 60.4 49.0
Old : 44.7 40.0 62.5 56.4 44.7 36.5 60.4 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, July 1, 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 : 247,662: 41,662 45,322 54,790 116,990 109,962 213,442 210,074: 34,220 37,588
Old : 159,374: 27,575 60,834 21,012 90,640 51,122 139,227 132,968: 20,147 26,406
Other: 88,288: 38,677 9,078 9,188 26,350 58,840 74,215 77,106: 14,073 11,182
: : :
: : Changes in Commitments from: June 24, 2008 :
: 9,107: -2,156 -1,258 2,673 1,413 -32 1,930 1,383: 7,177 7,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.3 22.1 47.2 44.4 86.2 84.8: 13.8 15.2
Old : 100.0: 17.3 38.2 13.2 56.9 32.1 87.4 83.4: 12.6 16.6
Other: 100.0: 43.8 10.3 10.4 29.8 66.6 84.1 87.3: 15.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 84 88 91 35 52 179 184:
Old : 226: 61 101 61 31 46 135 171:
Other: 158: 67 30 32 26 43 106 94:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 25.1 38.6 33.1 23.5 22.3 33.6 27.8
Old : 32.6 21.5 45.7 31.3 31.8 20.1 43.5 27.8
Other: 29.4 37.8 44.5 47.0 28.2 37.2 42.2 46.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, July 1, 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 : 2,153: 862 466 82 294 938 1,238 1,486: 915 667
Old : 2,075: 863 465 78 288 935 1,229 1,478: 846 597
Other: 78: 0 2 3 6 3 9 8: 69 70
: : :
: : Changes in Commitments from: June 24, 2008 :
: -111: 46 -110 4 -63 9 -13 -97: -98 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 21.6 3.8 13.7 43.6 57.5 69.0: 42.5 31.0
Old : 100.0: 41.6 22.4 3.8 13.9 45.1 59.2 71.2: 40.8 28.8
Other: 100.0: 0.0 2.6 3.8 7.7 3.8 11.5 10.3: 88.5 89.7
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 8 3 4 4 18 12:
Old : 26: 12 7 3 4 4 18 12:
Other: 4: 0 1 1 1 2 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 49.2 42.3 63.0 27.0 49.2 41.9 62.3
Old : 28.0 50.9 43.6 65.3 27.8 50.9 43.2 64.5
Other: 11.5 10.3 11.5 10.3 7.7 6.4 7.7 6.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 1, 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 : 312,602: 91,334 33,090 51,027 145,808 164,360 288,169 248,477: 24,433 64,125
Old : 312,602: 91,334 33,090 51,027 145,808 164,360 288,169 248,477: 24,433 64,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 10,230: 1,430 5,711 6,643 1,596 -1,095 9,669 11,259: 561 -1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 10.6 16.3 46.6 52.6 92.2 79.5: 7.8 20.5
Old : 100.0: 29.2 10.6 16.3 46.6 52.6 92.2 79.5: 7.8 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 : 381: 119 72 96 54 160 235 281:
Old : 381: 119 72 96 54 160 235 281:
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 : 22.6 13.9 36.3 23.0 21.9 13.0 33.4 20.9
Old : 22.6 13.9 36.3 23.0 21.9 13.0 33.4 20.9
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 - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 14,813: 4,482 5,406 2,387 5,985 4,873 12,854 12,666: 1,959 2,147
Old : 14,813: 4,482 5,406 2,387 5,985 4,873 12,854 12,666: 1,959 2,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 660: 8 473 544 436 -273 988 744: -328 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 36.5 16.1 40.4 32.9 86.8 85.5: 13.2 14.5
Old : 100.0: 30.3 36.5 16.1 40.4 32.9 86.8 85.5: 13.2 14.5
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 : 101: 28 33 12 16 30 52 69:
Old : 101: 28 33 12 16 30 52 69:
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 : 28.8 24.6 52.8 39.8 28.8 22.8 47.8 37.0
Old : 28.8 24.6 52.8 39.8 28.8 22.8 47.8 37.0
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 - Futures Only, July 1, 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 : 32,631: 8,798 6,526 7,878 11,560 6,832 28,236 21,236: 4,395 11,395
Old : 32,631: 8,798 6,526 7,878 11,560 6,832 28,236 21,236: 4,395 11,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 154: 226 607 -447 322 619 101 779: 53 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 20.0 24.1 35.4 20.9 86.5 65.1: 13.5 34.9
Old : 100.0: 27.0 20.0 24.1 35.4 20.9 86.5 65.1: 13.5 34.9
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 : 132: 30 38 31 31 41 88 89:
Old : 132: 30 38 31 31 41 88 89:
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 20.0 39.0 29.6 19.3 10.8 29.0 16.9
Old : 27.5 20.0 39.0 29.6 19.3 10.8 29.0 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, July 1, 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 : 87,207: 24,732 34,522 2,216 29,255 26,447 56,203 63,185: 31,004 24,022
Old : 87,207: 24,732 34,522 2,216 29,255 26,447 56,203 63,185: 31,004 24,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,882: -2,665 2,636 -2 5,295 4,502 2,628 7,136: 254 -4,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 39.6 2.5 33.5 30.3 64.4 72.5: 35.6 27.5
Old : 100.0: 28.4 39.6 2.5 33.5 30.3 64.4 72.5: 35.6 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 23 21 4 22 18 47 42:
Old : 79: 23 21 4 22 18 47 42:
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 : 16.2 28.4 26.0 41.4 16.2 25.9 25.0 38.3
Old : 16.2 28.4 26.0 41.4 16.2 25.9 25.0 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 1, 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 : 56,638: 26,040 19,433 0 8,359 25,869 34,399 45,302: 22,239 11,336
Old : 56,638: 26,040 19,433 0 8,359 25,869 34,399 45,302: 22,239 11,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 11,064: 11,959 2,951 0 -5,293 8,070 6,666 11,021: 4,398 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 34.3 0.0 14.8 45.7 60.7 80.0: 39.3 20.0
Old : 100.0: 46.0 34.3 0.0 14.8 45.7 60.7 80.0: 39.3 20.0
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 : 49: 19 13 0 7 13 26 26:
Old : 49: 19 13 0 7 13 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 36.6 37.7 54.6 23.0 36.6 36.5 52.5
Old : 23.6 36.6 37.7 54.6 23.0 36.6 36.5 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, July 1, 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 : 100,205: 80,362 6,427 282 10,618 86,391 91,262 93,100: 8,943 7,105
Old : 100,205: 80,362 6,427 282 10,618 86,391 91,262 93,100: 8,943 7,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -16,313: -21,404 2,831 37 3,896 -12,649 -17,471 -9,781: 1,158 -6,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 6.4 0.3 10.6 86.2 91.1 92.9: 8.9 7.1
Old : 100.0: 80.2 6.4 0.3 10.6 86.2 91.1 92.9: 8.9 7.1
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 : 97: 62 14 1 10 14 72 29:
Old : 97: 62 14 1 10 14 72 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 : 42.7 75.0 56.4 83.8 42.7 73.9 56.4 82.8
Old : 42.7 75.0 56.4 83.8 42.7 73.9 56.4 82.8
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 - Futures Only, July 1, 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 : 89,850: 38,184 40,815 296 32,366 21,904 70,846 63,015: 19,004 26,835
Old : 89,850: 38,184 40,815 296 32,366 21,904 70,846 63,015: 19,004 26,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 13,475: 13,449 3,237 39 -5,203 7,075 8,285 10,351: 5,190 3,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 45.4 0.3 36.0 24.4 78.8 70.1: 21.2 29.9
Old : 100.0: 42.5 45.4 0.3 36.0 24.4 78.8 70.1: 21.2 29.9
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 : 72: 21 27 5 12 17 36 46:
Old : 72: 21 27 5 12 17 36 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 : 31.9 22.2 51.7 35.4 31.8 22.2 51.3 35.3
Old : 31.9 22.2 51.7 35.4 31.8 22.2 51.3 35.3
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 - Futures Only, July 1, 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 : 175,598: 45,189 29,184 546 103,980 122,231 149,715 151,961: 25,883 23,637
Old : 175,598: 45,189 29,184 546 103,980 122,231 149,715 151,961: 25,883 23,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 11,583: 10,873 -17,879 96 -1,243 31,461 9,726 13,678: 1,857 -2,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 16.6 0.3 59.2 69.6 85.3 86.5: 14.7 13.5
Old : 100.0: 25.7 16.6 0.3 59.2 69.6 85.3 86.5: 14.7 13.5
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 : 88: 30 23 3 21 21 53 45:
Old : 88: 30 23 3 21 21 53 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 54.3 57.1 63.5 29.6 35.6 39.8 42.8
Old : 43.1 54.3 57.1 63.5 29.6 35.6 39.8 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, July 1, 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 : 179,885: 88,162 60,479 2,257 40,013 73,450 130,432 136,186: 49,453 43,699
Old : 179,885: 88,162 60,479 2,257 40,013 73,450 130,432 136,186: 49,453 43,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 32,610: 30,258 4,007 -106 1,120 24,072 31,272 27,973: 1,338 4,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 33.6 1.3 22.2 40.8 72.5 75.7: 27.5 24.3
Old : 100.0: 49.0 33.6 1.3 22.2 40.8 72.5 75.7: 27.5 24.3
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 : 131: 51 40 6 25 28 79 71:
Old : 131: 51 40 6 25 28 79 71:
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 : 20.4 35.1 33.5 45.1 20.0 35.1 33.0 44.3
Old : 20.4 35.1 33.5 45.1 20.0 35.1 33.0 44.3
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 - Futures Only, July 1, 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 : 26,855: 11,988 8,822 0 12,034 16,627 24,022 25,449: 2,833 1,406
Old : 26,855: 11,988 8,822 0 12,034 16,627 24,022 25,449: 2,833 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 1,536: 445 -71 0 790 2,143 1,235 2,072: 301 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 32.9 0.0 44.8 61.9 89.5 94.8: 10.5 5.2
Old : 100.0: 44.6 32.9 0.0 44.8 61.9 89.5 94.8: 10.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 9 0 11 10 22 19:
Old : 37: 11 9 0 11 10 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 82.9 71.3 90.2 54.3 82.0 71.2 89.3
Old : 54.4 82.9 71.3 90.2 54.3 82.0 71.2 89.3
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 - Futures Only, July 1, 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 : 9,263,214: 1,502,141 796,289 631,112 6,114,258 6,899,765 8,247,511 8,327,166: 1,015,703 936,048
Old : 9,263,214: 1,502,141 796,289 631,112 6,114,258 6,899,765 8,247,511 8,327,166: 1,015,703 936,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 196,352: 3,321 -79,539 48,157 139,864 238,737 191,342 207,355: 5,010 -11,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.6 6.8 66.0 74.5 89.0 89.9: 11.0 10.1
Old : 100.0: 16.2 8.6 6.8 66.0 74.5 89.0 89.9: 11.0 10.1
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 : 241: 74 28 78 116 118 222 202:
Old : 241: 74 28 78 116 118 222 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 29.1 38.9 42.5 26.0 21.0 33.9 31.4
Old : 29.0 29.1 38.9 42.5 26.0 21.0 33.9 31.4
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 - Futures Only, July 1, 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 : 516,589: 71,204 53,832 9,239 336,594 353,115 417,037 416,186: 99,552 100,403
Old : 516,589: 71,204 53,832 9,239 336,594 353,115 417,037 416,186: 99,552 100,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 15,970: 5,986 -6,066 5,072 3,609 11,109 14,667 10,115: 1,303 5,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.4 1.8 65.2 68.4 80.7 80.6: 19.3 19.4
Old : 100.0: 13.8 10.4 1.8 65.2 68.4 80.7 80.6: 19.3 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 43 44 16 70 59 125 107:
Old : 190: 43 44 16 70 59 125 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 29.9 33.2 42.7 23.3 29.5 32.7 42.3
Old : 23.7 29.9 33.2 42.7 23.3 29.5 32.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 1, 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 : 2,128,123: 324,205 596,685 67,225 1,375,772 1,249,343 1,767,202 1,913,253: 360,921 214,870
Old : 2,128,123: 324,205 596,685 67,225 1,375,772 1,249,343 1,767,202 1,913,253: 360,921 214,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 182,483: 53,579 77,081 15,393 92,286 102,221 161,258 194,695: 21,225 -12,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 28.0 3.2 64.6 58.7 83.0 89.9: 17.0 10.1
Old : 100.0: 15.2 28.0 3.2 64.6 58.7 83.0 89.9: 17.0 10.1
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 : 363: 80 126 42 96 105 196 253:
Old : 363: 80 126 42 96 105 196 253:
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 : 20.5 17.8 31.2 28.6 15.0 14.1 24.3 24.2
Old : 20.5 17.8 31.2 28.6 15.0 14.1 24.3 24.2
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 - Futures Only, July 1, 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 : 91,532: 15,038 25,270 304 65,771 62,545 81,113 88,119: 10,419 3,413
Old : 91,532: 15,038 25,270 304 65,771 62,545 81,113 88,119: 10,419 3,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -521: -524 -547 20 -937 -634 -1,441 -1,161: 920 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.6 0.3 71.9 68.3 88.6 96.3: 11.4 3.7
Old : 100.0: 16.4 27.6 0.3 71.9 68.3 88.6 96.3: 11.4 3.7
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 : 84: 17 13 3 39 28 58 42:
Old : 84: 17 13 3 39 28 58 42:
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 : 31.3 41.1 51.5 60.6 29.4 39.7 49.0 59.3
Old : 31.3 41.1 51.5 60.6 29.4 39.7 49.0 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME CDD INDEX X $20) :
: : :
All : 14,861: 650 8,895 1,025 13,176 4,916 14,851 14,836: 10 25
Old : 14,861: 650 8,895 1,025 13,176 4,916 14,851 14,836: 10 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 1,530: -10 975 -25 1,555 570 1,520 1,520: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 59.9 6.9 88.7 33.1 99.9 99.8: 0.1 0.2
Old : 100.0: 4.4 59.9 6.9 88.7 33.1 99.9 99.8: 0.1 0.2
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 : 23: 5 5 1 7 7 13 12:
Old : 23: 5 5 1 7 7 13 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 : 73.5 88.3 97.4 96.1 71.5 82.6 89.3 88.6
Old : 73.5 88.3 97.4 96.1 71.5 82.6 89.3 88.6
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 - Futures Only, July 1, 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 : 25,294: 4,855 6,761 0 13,675 12,918 18,530 19,679: 6,764 5,615
Old : 25,294: 4,855 6,761 0 13,675 12,918 18,530 19,679: 6,764 5,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -307: -327 226 0 -396 -307 -723 -81: 416 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 26.7 0.0 54.1 51.1 73.3 77.8: 26.7 22.2
Old : 100.0: 19.2 26.7 0.0 54.1 51.1 73.3 77.8: 26.7 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 7 0 18 16 28 23:
Old : 43: 10 7 0 18 16 28 23:
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 : 36.6 41.0 50.6 59.1 36.1 40.2 48.6 58.3
Old : 36.6 41.0 50.6 59.1 36.1 40.2 48.6 58.3
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 - Futures Only, July 1, 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 : 298,622: 107,447 108,610 5,740 156,623 157,948 269,810 272,298: 28,812 26,324
Old : 298,622: 107,447 108,610 5,740 156,623 157,948 269,810 272,298: 28,812 26,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 29,119: 9,561 3,812 14 24,889 26,536 34,464 30,362: -5,345 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 36.4 1.9 52.4 52.9 90.4 91.2: 9.6 8.8
Old : 100.0: 36.0 36.4 1.9 52.4 52.9 90.4 91.2: 9.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 63 78 19 51 55 127 139:
Old : 236: 63 78 19 51 55 127 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 28.3 36.7 40.9 20.8 22.1 32.8 34.4
Old : 23.6 28.3 36.7 40.9 20.8 22.1 32.8 34.4
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 - Futures Only, July 1, 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 : 96,429: 60,912 9,503 676 6,570 68,702 68,158 78,881: 28,271 17,548
Old : 96,429: 60,912 9,503 676 6,570 68,702 68,158 78,881: 28,271 17,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 7,511: 3,645 1,618 42 3,224 3,924 6,911 5,584: 600 1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 9.9 0.7 6.8 71.2 70.7 81.8: 29.3 18.2
Old : 100.0: 63.2 9.9 0.7 6.8 71.2 70.7 81.8: 29.3 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 : 53: 26 10 2 9 15 36 26:
Old : 53: 26 10 2 9 15 36 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 54.3 45.3 67.4 29.6 53.7 45.3 66.0
Old : 29.6 54.3 45.3 67.4 29.6 53.7 45.3 66.0
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 - Futures Only, July 1, 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 : 31,657: 880 12,975 0 24,200 15,221 25,080 28,196: 6,577 3,461
Old : 31,657: 880 12,975 0 24,200 15,221 25,080 28,196: 6,577 3,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,718: 474 1,218 0 2,091 1,393 2,565 2,611: 153 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 41.0 0.0 76.4 48.1 79.2 89.1: 20.8 10.9
Old : 100.0: 2.8 41.0 0.0 76.4 48.1 79.2 89.1: 20.8 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 : 48: 2 13 0 20 19 22 32:
Old : 48: 2 13 0 20 19 22 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 31.2 66.4 49.3 50.0 30.8 60.5 46.9
Old : 55.9 31.2 66.4 49.3 50.0 30.8 60.5 46.9
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 - Futures Only, July 1, 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 : 635,842: 84,093 267,914 4,108 530,064 324,517 618,265 596,539: 17,577 39,303
Old : 635,842: 84,093 267,914 4,108 530,064 324,517 618,265 596,539: 17,577 39,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 36,599: 18,511 18,330 865 17,144 16,292 36,520 35,487: 79 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 42.1 0.6 83.4 51.0 97.2 93.8: 2.8 6.2
Old : 100.0: 13.2 42.1 0.6 83.4 51.0 97.2 93.8: 2.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 39 114 14 66 72 115 190:
Old : 267: 39 114 14 66 72 115 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 21.8 74.1 33.6 51.4 21.0 69.2 31.4
Old : 56.0 21.8 74.1 33.6 51.4 21.0 69.2 31.4
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 - Futures Only, July 1, 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 : 71,438: 12,183 32,357 5 49,699 28,669 61,887 61,031: 9,551 10,407
Old : 71,438: 12,183 32,357 5 49,699 28,669 61,887 61,031: 9,551 10,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 4,357: -16 738 0 2,374 -3,098 2,358 -2,360: 1,999 6,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 45.3 0.0 69.6 40.1 86.6 85.4: 13.4 14.6
Old : 100.0: 17.1 45.3 0.0 69.6 40.1 86.6 85.4: 13.4 14.6
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 : 66: 18 18 1 14 18 33 36:
Old : 66: 18 18 1 14 18 33 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 : 51.6 47.6 68.4 61.1 51.6 47.6 68.4 61.1
Old : 51.6 47.6 68.4 61.1 51.6 47.6 68.4 61.1
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 - Futures Only, July 1, 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 : 41,607: 7,344 6,222 366 17,316 27,886 25,026 34,474: 16,581 7,133
Old : 41,607: 7,344 6,222 366 17,316 27,886 25,026 34,474: 16,581 7,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 6,136: 141 478 -53 1,318 4,119 1,406 4,544: 4,730 1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.0 0.9 41.6 67.0 60.1 82.9: 39.9 17.1
Old : 100.0: 17.7 15.0 0.9 41.6 67.0 60.1 82.9: 39.9 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 12 2 15 15 27 27:
Old : 48: 10 12 2 15 15 27 27:
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 48.6 35.7 61.1 18.7 47.6 33.2 58.6
Old : 20.1 48.6 35.7 61.1 18.7 47.6 33.2 58.6
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 - Futures Only, July 1, 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 : 18,085: 4,210 11,584 52 12,000 5,338 16,262 16,974: 1,823 1,111
Old : 18,085: 4,210 11,584 52 12,000 5,338 16,262 16,974: 1,823 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 55: -258 645 0 -2 -115 -260 530: 315 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 64.1 0.3 66.4 29.5 89.9 93.9: 10.1 6.1
Old : 100.0: 23.3 64.1 0.3 66.4 29.5 89.9 93.9: 10.1 6.1
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: 8 8 1 10 5 18 14:
Old : 29: 8 8 1 10 5 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 69.6 72.9 86.2 54.8 69.6 66.0 81.5
Old : 61.2 69.6 72.9 86.2 54.8 69.6 66.0 81.5
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 - Futures Only, July 1, 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 : 15,506: 6,431 572 0 7,697 13,999 14,128 14,571: 1,378 935
Old : 15,506: 6,431 572 0 7,697 13,999 14,128 14,571: 1,378 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 55: 99 154 0 -312 -167 -213 -13: 268 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 3.7 0.0 49.6 90.3 91.1 94.0: 8.9 6.0
Old : 100.0: 41.5 3.7 0.0 49.6 90.3 91.1 94.0: 8.9 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 : 23: 12 3 0 5 5 17 8:
Old : 23: 12 3 0 5 5 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 89.7 80.8 94.0 63.3 89.7 79.4 91.8
Old : 64.7 89.7 80.8 94.0 63.3 89.7 79.4 91.8
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 - Futures Only, July 1, 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 : 12,021: 1,772 1,246 14 7,983 8,771 9,769 10,031: 2,252 1,990
Old : 12,021: 1,772 1,246 14 7,983 8,771 9,769 10,031: 2,252 1,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -269: 0 280 0 0 0 0 280: -269 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.4 0.1 66.4 73.0 81.3 83.4: 18.7 16.6
Old : 100.0: 14.7 10.4 0.1 66.4 73.0 81.3 83.4: 18.7 16.6
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 : 27: 6 3 2 12 10 19 14:
Old : 27: 6 3 2 12 10 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 59.9 62.9 77.4 46.1 57.0 62.9 72.9
Old : 46.1 59.9 62.9 77.4 46.1 57.0 62.9 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2008