MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 5, 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 : 32,474: 5,215 1,771 423 23,389 22,838 29,027 25,032: 3,447 7,442
Old : 32,474: 5,215 1,771 423 23,389 22,838 29,027 25,032: 3,447 7,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,884: -869 -184 -203 -282 -1,819 -1,354 -2,206: -530 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.5 1.3 72.0 70.3 89.4 77.1: 10.6 22.9
Old : 100.0: 16.1 5.5 1.3 72.0 70.3 89.4 77.1: 10.6 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 9 10 21 22 37 38:
Old : 54: 13 9 10 21 22 37 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 38.9 68.3 55.6 47.7 34.8 64.8 50.4
Old : 47.7 38.9 68.3 55.6 47.7 34.8 64.8 50.4
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, August 5, 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 : 238,308: 46,889 39,065 55,576 109,735 113,448 212,200 208,089: 26,108 30,219
Old : 98,355: 26,060 49,692 3,700 58,134 32,296 87,894 85,688: 10,461 12,667
Other: 139,953: 50,365 18,909 22,340 51,601 81,152 124,306 122,401: 15,647 17,552
: : :
: : Changes in Commitments from: July 29, 2008 :
: 6,070: 2,109 237 4,987 -72 2,281 7,024 7,505: -954 -1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 16.4 23.3 46.0 47.6 89.0 87.3: 11.0 12.7
Old : 100.0: 26.5 50.5 3.8 59.1 32.8 89.4 87.1: 10.6 12.9
Other: 100.0: 36.0 13.5 16.0 36.9 58.0 88.8 87.5: 11.2 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 87 63 89 39 54 177 174:
Old : 199: 63 73 24 30 46 108 129:
Other: 190: 72 46 53 31 49 133 123:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 27.6 39.4 39.1 25.9 25.0 37.0 33.1
Old : 41.3 20.2 54.6 33.2 41.3 19.7 54.6 31.4
Other: 28.9 36.9 43.7 50.3 25.0 35.0 38.0 45.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 5, 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 : 296,992: 75,636 56,708 55,199 141,274 128,362 272,109 240,269: 24,883 56,723
Old : 296,992: 75,636 56,708 55,199 141,274 128,362 272,109 240,269: 24,883 56,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 2,611: -3,063 -2,449 4,655 -550 1,706 1,042 3,912: 1,569 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 19.1 18.6 47.6 43.2 91.6 80.9: 8.4 19.1
Old : 100.0: 25.5 19.1 18.6 47.6 43.2 91.6 80.9: 8.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 84 82 98 76 141 219 286:
Old : 348: 84 82 98 76 141 219 286:
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 14.7 34.8 22.9 21.3 13.4 34.7 20.7
Old : 21.4 14.7 34.8 22.9 21.3 13.4 34.7 20.7
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, August 5, 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 : 14,036: 3,957 4,716 2,765 5,474 4,939 12,196 12,420: 1,840 1,616
Old : 14,036: 3,957 4,716 2,765 5,474 4,939 12,196 12,420: 1,840 1,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -526: 122 -580 96 -538 253 -320 -231: -206 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 33.6 19.7 39.0 35.2 86.9 88.5: 13.1 11.5
Old : 100.0: 28.2 33.6 19.7 39.0 35.2 86.9 88.5: 13.1 11.5
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 : 109: 37 32 16 20 27 66 68:
Old : 109: 37 32 16 20 27 66 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 23.6 46.4 37.2 25.8 22.9 44.0 34.9
Old : 26.1 23.6 46.4 37.2 25.8 22.9 44.0 34.9
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, August 5, 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 : 35,329: 12,705 6,465 6,896 10,302 8,159 29,903 21,520: 5,426 13,809
Old : 35,329: 12,705 6,465 6,896 10,302 8,159 29,903 21,520: 5,426 13,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 2,868: 793 -428 -299 1,783 1,250 2,277 523: 591 2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 18.3 19.5 29.2 23.1 84.6 60.9: 15.4 39.1
Old : 100.0: 36.0 18.3 19.5 29.2 23.1 84.6 60.9: 15.4 39.1
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 : 125: 33 31 29 28 36 83 82:
Old : 125: 33 31 29 28 36 83 82:
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 19.6 40.4 27.9 24.3 12.8 33.7 18.3
Old : 27.9 19.6 40.4 27.9 24.3 12.8 33.7 18.3
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, August 5, 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 : 116,660: 35,442 54,214 4,270 50,256 32,458 89,968 90,942: 26,692 25,718
Old : 116,660: 35,442 54,214 4,270 50,256 32,458 89,968 90,942: 26,692 25,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 19,595: 5,760 22,286 700 14,725 -7,923 21,185 15,063: -1,590 4,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 46.5 3.7 43.1 27.8 77.1 78.0: 22.9 22.0
Old : 100.0: 30.4 46.5 3.7 43.1 27.8 77.1 78.0: 22.9 22.0
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 : 87: 24 26 6 26 20 53 49:
Old : 87: 24 26 6 26 20 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 31.7 38.2 45.3 23.1 31.7 36.1 45.3
Old : 25.2 31.7 38.2 45.3 23.1 31.7 36.1 45.3
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, August 5, 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 : 59,128: 14,986 23,969 0 30,179 19,451 45,165 43,420: 13,963 15,708
Old : 59,128: 14,986 23,969 0 30,179 19,451 45,165 43,420: 13,963 15,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 2,679: -2,415 1,913 0 7,905 884 5,490 2,797: -2,811 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 40.5 0.0 51.0 32.9 76.4 73.4: 23.6 26.6
Old : 100.0: 25.3 40.5 0.0 51.0 32.9 76.4 73.4: 23.6 26.6
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 : 52: 14 18 0 14 12 28 30:
Old : 52: 14 18 0 14 12 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 35.0 52.3 50.3 39.6 35.0 51.2 48.9
Old : 40.7 35.0 52.3 50.3 39.6 35.0 51.2 48.9
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, August 5, 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 : 113,239: 82,217 9,924 929 19,775 97,961 102,921 108,814: 10,318 4,425
Old : 113,239: 82,217 9,924 929 19,775 97,961 102,921 108,814: 10,318 4,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 8,688: -8,328 -1,853 624 14,082 6,945 6,378 5,716: 2,310 2,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 8.8 0.8 17.5 86.5 90.9 96.1: 9.1 3.9
Old : 100.0: 72.6 8.8 0.8 17.5 86.5 90.9 96.1: 9.1 3.9
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 : 107: 68 15 4 10 17 79 36:
Old : 107: 68 15 4 10 17 79 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 : 43.4 65.4 59.0 81.5 42.0 59.2 54.8 74.5
Old : 43.4 65.4 59.0 81.5 42.0 59.2 54.8 74.5
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, August 5, 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 : 93,022: 21,707 47,582 796 55,110 19,669 77,613 68,047: 15,409 24,975
Old : 93,022: 21,707 47,582 796 55,110 19,669 77,613 68,047: 15,409 24,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -9,715: -21,562 5,773 223 15,355 -16,395 -5,984 -10,399: -3,731 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 51.2 0.9 59.2 21.1 83.4 73.2: 16.6 26.8
Old : 100.0: 23.3 51.2 0.9 59.2 21.1 83.4 73.2: 16.6 26.8
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 : 78: 12 39 4 19 16 34 56:
Old : 78: 12 39 4 19 16 34 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 18.9 64.1 32.2 42.0 18.9 61.9 31.6
Old : 43.9 18.9 64.1 32.2 42.0 18.9 61.9 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 5, 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 : 200,818: 45,898 57,979 633 130,875 119,020 177,406 177,632: 23,412 23,186
Old : 200,818: 45,898 57,979 633 130,875 119,020 177,406 177,632: 23,412 23,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 21,859: 6,736 12,537 -20 13,271 9,574 19,987 22,091: 1,872 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 28.9 0.3 65.2 59.3 88.3 88.5: 11.7 11.5
Old : 100.0: 22.9 28.9 0.3 65.2 59.3 88.3 88.5: 11.7 11.5
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 : 106: 30 34 6 28 22 62 58:
Old : 106: 30 34 6 28 22 62 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 : 47.7 44.3 59.9 57.4 35.4 29.6 43.5 40.6
Old : 47.7 44.3 59.9 57.4 35.4 29.6 43.5 40.6
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, August 5, 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 : 160,311: 55,538 64,985 2,778 59,169 45,026 117,485 112,789: 42,826 47,522
Old : 160,311: 55,538 64,985 2,778 59,169 45,026 117,485 112,789: 42,826 47,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 10,378: 3,953 -2,818 250 4,657 9,652 8,860 7,084: 1,518 3,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 40.5 1.7 36.9 28.1 73.3 70.4: 26.7 29.6
Old : 100.0: 34.6 40.5 1.7 36.9 28.1 73.3 70.4: 26.7 29.6
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 : 133: 41 46 12 26 32 73 84:
Old : 133: 41 46 12 26 32 73 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 : 26.6 23.8 37.2 34.2 26.4 23.8 36.4 33.4
Old : 26.6 23.8 37.2 34.2 26.4 23.8 36.4 33.4
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, August 5, 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 : 32,162: 11,583 12,964 0 17,983 16,893 29,566 29,857: 2,596 2,305
Old : 32,162: 11,583 12,964 0 17,983 16,893 29,566 29,857: 2,596 2,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 3,167: -66 2,899 0 3,316 -223 3,250 2,676: -83 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 40.3 0.0 55.9 52.5 91.9 92.8: 8.1 7.2
Old : 100.0: 36.0 40.3 0.0 55.9 52.5 91.9 92.8: 8.1 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 13 0 13 9 24 22:
Old : 41: 11 13 0 13 9 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 : 48.4 71.7 69.4 84.3 44.5 62.4 61.0 72.8
Old : 48.4 71.7 69.4 84.3 44.5 62.4 61.0 72.8
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, August 5, 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 : 9,719,739: 1,668,214 640,976 726,581 6,364,511 7,425,753 8,759,306 8,793,310: 960,433 926,429
Old : 9,719,739: 1,668,214 640,976 726,581 6,364,511 7,425,753 8,759,306 8,793,310: 960,433 926,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 45,485: 80,746 6,069 -40,037 6,636 68,427 47,345 34,459: -1,860 11,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 6.6 7.5 65.5 76.4 90.1 90.5: 9.9 9.5
Old : 100.0: 17.2 6.6 7.5 65.5 76.4 90.1 90.5: 9.9 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 : 254: 78 31 91 116 122 230 219:
Old : 254: 78 31 91 116 122 230 219:
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 : 29.9 31.9 40.0 45.9 27.3 24.7 34.2 36.0
Old : 29.9 31.9 40.0 45.9 27.3 24.7 34.2 36.0
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, August 5, 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 : 562,504: 72,981 48,045 12,198 374,182 376,832 459,361 437,075: 103,143 125,429
Old : 562,504: 72,981 48,045 12,198 374,182 376,832 459,361 437,075: 103,143 125,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -3,668: 2,657 1,581 896 -2,089 4,218 1,464 6,695: -5,132 -10,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.5 2.2 66.5 67.0 81.7 77.7: 18.3 22.3
Old : 100.0: 13.0 8.5 2.2 66.5 67.0 81.7 77.7: 18.3 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 : 189: 45 41 21 74 61 132 110:
Old : 189: 45 41 21 74 61 132 110:
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 : 22.1 28.4 33.3 39.9 21.7 28.4 32.1 39.9
Old : 22.1 28.4 33.3 39.9 21.7 28.4 32.1 39.9
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, August 5, 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 : 2,492,891: 481,194 641,628 60,602 1,485,386 1,589,598 2,027,182 2,291,828: 465,709 201,063
Old : 2,492,891: 481,194 641,628 60,602 1,485,386 1,589,598 2,027,182 2,291,828: 465,709 201,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 4,833: 10,651 -1,941 -1,587 13,939 -173 23,003 -3,701: -18,170 8,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.7 2.4 59.6 63.8 81.3 91.9: 18.7 8.1
Old : 100.0: 19.3 25.7 2.4 59.6 63.8 81.3 91.9: 18.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 107 112 53 104 107 240 243:
Old : 380: 107 112 53 104 107 240 243:
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 : 17.7 19.3 27.2 29.1 12.5 14.2 21.3 23.5
Old : 17.7 19.3 27.2 29.1 12.5 14.2 21.3 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 104,675: 15,776 30,107 345 73,321 70,553 89,442 101,005: 15,233 3,670
Old : 104,675: 15,776 30,107 345 73,321 70,553 89,442 101,005: 15,233 3,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -632: -300 -418 -296 -856 -429 -1,452 -1,143: 820 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 28.8 0.3 70.0 67.4 85.4 96.5: 14.6 3.5
Old : 100.0: 15.1 28.8 0.3 70.0 67.4 85.4 96.5: 14.6 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 : 76: 11 16 3 33 29 46 46:
Old : 76: 11 16 3 33 29 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 39.6 51.4 62.2 26.9 39.6 46.1 60.7
Old : 29.4 39.6 51.4 62.2 26.9 39.6 46.1 60.7
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, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 30,635: 2,876 5,807 0 21,691 17,816 24,567 23,623: 6,068 7,012
Old : 30,635: 2,876 5,807 0 21,691 17,816 24,567 23,623: 6,068 7,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 534: -252 -383 0 755 213 503 -170: 31 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 19.0 0.0 70.8 58.2 80.2 77.1: 19.8 22.9
Old : 100.0: 9.4 19.0 0.0 70.8 58.2 80.2 77.1: 19.8 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 10 0 18 19 22 29:
Old : 44: 4 10 0 18 19 22 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 : 53.5 31.6 65.6 52.0 52.0 31.6 64.1 52.0
Old : 53.5 31.6 65.6 52.0 52.0 31.6 64.1 52.0
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, August 5, 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 : 308,577: 111,418 138,101 4,370 163,576 140,756 279,364 283,227: 29,213 25,350
Old : 308,577: 111,418 138,101 4,370 163,576 140,756 279,364 283,227: 29,213 25,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -17,997: 7,110 -2,274 -1,952 -21,577 -13,703 -16,419 -17,929: -1,578 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 44.8 1.4 53.0 45.6 90.5 91.8: 9.5 8.2
Old : 100.0: 36.1 44.8 1.4 53.0 45.6 90.5 91.8: 9.5 8.2
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 : 226: 65 69 19 53 52 132 127:
Old : 226: 65 69 19 53 52 132 127:
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 : 27.2 25.2 39.4 37.9 23.8 25.1 36.0 37.5
Old : 27.2 25.2 39.4 37.9 23.8 25.1 36.0 37.5
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, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 80,980: 33,288 18,541 370 23,249 49,210 56,907 68,121: 24,073 12,859
Old : 80,980: 33,288 18,541 370 23,249 49,210 56,907 68,121: 24,073 12,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -4,706: -7,467 6,705 -386 6,395 -15,269 -1,458 -8,950: -3,248 4,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 22.9 0.5 28.7 60.8 70.3 84.1: 29.7 15.9
Old : 100.0: 41.1 22.9 0.5 28.7 60.8 70.3 84.1: 29.7 15.9
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 : 60: 23 15 2 16 15 41 30:
Old : 60: 23 15 2 16 15 41 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 44.1 38.8 58.7 24.5 42.9 35.7 57.5
Old : 27.6 44.1 38.8 58.7 24.5 42.9 35.7 57.5
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, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 30,823: 1,299 11,363 0 25,277 15,969 26,576 27,332: 4,247 3,491
Old : 30,823: 1,299 11,363 0 25,277 15,969 26,576 27,332: 4,247 3,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -639: -21 -111 0 -876 -250 -897 -361: 258 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 36.9 0.0 82.0 51.8 86.2 88.7: 13.8 11.3
Old : 100.0: 4.2 36.9 0.0 82.0 51.8 86.2 88.7: 13.8 11.3
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 : 50: 3 14 0 18 19 21 33:
Old : 50: 3 14 0 18 19 21 33:
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 : 54.5 30.5 69.2 47.6 48.0 29.8 60.6 45.0
Old : 54.5 30.5 69.2 47.6 48.0 29.8 60.6 45.0
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 - Futures Only, August 5, 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 : 581,480: 73,979 243,236 1,092 494,754 310,457 569,825 554,785: 11,655 26,695
Old : 581,480: 73,979 243,236 1,092 494,754 310,457 569,825 554,785: 11,655 26,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -14,275: -9,713 -18,557 681 -4,917 472 -13,949 -17,404: -326 3,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 41.8 0.2 85.1 53.4 98.0 95.4: 2.0 4.6
Old : 100.0: 12.7 41.8 0.2 85.1 53.4 98.0 95.4: 2.0 4.6
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 : 250: 37 102 11 61 73 106 178:
Old : 250: 37 102 11 61 73 106 178:
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 : 62.2 23.2 75.0 34.0 59.1 23.2 71.3 32.7
Old : 62.2 23.2 75.0 34.0 59.1 23.2 71.3 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 5, 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 : 78,107: 14,199 38,131 5 55,254 32,607 69,458 70,743: 8,649 7,364
Old : 78,107: 14,199 38,131 5 55,254 32,607 69,458 70,743: 8,649 7,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 1,120: 60 261 0 1,127 1,407 1,187 1,668: -67 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 48.8 0.0 70.7 41.7 88.9 90.6: 11.1 9.4
Old : 100.0: 18.2 48.8 0.0 70.7 41.7 88.9 90.6: 11.1 9.4
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 : 69: 17 19 1 16 20 34 39:
Old : 69: 17 19 1 16 20 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 47.5 67.8 65.9 51.5 46.1 66.9 64.4
Old : 51.5 47.5 67.8 65.9 51.5 46.1 66.9 64.4
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, August 5, 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 : 65,794: 8,261 12,478 473 22,749 44,298 31,483 57,249: 34,311 8,545
Old : 65,794: 8,261 12,478 473 22,749 44,298 31,483 57,249: 34,311 8,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 5,884: 309 3,812 85 2,407 2,704 2,801 6,601: 3,083 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 19.0 0.7 34.6 67.3 47.9 87.0: 52.1 13.0
Old : 100.0: 12.6 19.0 0.7 34.6 67.3 47.9 87.0: 52.1 13.0
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 : 61: 14 12 3 20 19 36 32:
Old : 61: 14 12 3 20 19 36 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 : 19.9 47.6 28.7 62.8 17.0 45.0 23.7 57.9
Old : 19.9 47.6 28.7 62.8 17.0 45.0 23.7 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 19,530: 5,442 11,747 0 12,251 6,765 17,693 18,512: 1,837 1,018
Old : 19,530: 5,442 11,747 0 12,251 6,765 17,693 18,512: 1,837 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -211: 220 376 -52 -584 150 -416 474: 205 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 60.1 0.0 62.7 34.6 90.6 94.8: 9.4 5.2
Old : 100.0: 27.9 60.1 0.0 62.7 34.6 90.6 94.8: 9.4 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 : 31: 11 7 0 8 7 19 14:
Old : 31: 11 7 0 8 7 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 : 63.5 64.1 73.8 83.2 57.6 64.1 67.3 79.8
Old : 63.5 64.1 73.8 83.2 57.6 64.1 67.3 79.8
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, August 5, 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 : 15,082: 6,249 1,750 2 7,839 12,564 14,090 14,316: 992 766
Old : 15,082: 6,249 1,750 2 7,839 12,564 14,090 14,316: 992 766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 233: -39 260 2 121 -62 84 200: 149 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 11.6 0.0 52.0 83.3 93.4 94.9: 6.6 5.1
Old : 100.0: 41.4 11.6 0.0 52.0 83.3 93.4 94.9: 6.6 5.1
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 : 27: 12 6 1 6 6 19 12:
Old : 27: 12 6 1 6 6 19 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 : 66.3 87.1 82.9 91.8 65.0 87.1 81.6 91.3
Old : 66.3 87.1 82.9 91.8 65.0 87.1 81.6 91.3
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, August 5, 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 : 13,415: 1,080 1,341 14 8,910 10,409 10,004 11,764: 3,411 1,651
Old : 13,415: 1,080 1,341 14 8,910 10,409 10,004 11,764: 3,411 1,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -270: 0 214 0 0 0 0 214: -270 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.0 0.1 66.4 77.6 74.6 87.7: 25.4 12.3
Old : 100.0: 8.1 10.0 0.1 66.4 77.6 74.6 87.7: 25.4 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 4 2 14 13 19 18:
Old : 28: 4 4 2 14 13 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 54.0 58.6 70.0 40.3 50.6 56.1 64.7
Old : 42.6 54.0 58.6 70.0 40.3 50.6 56.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2008