BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 4,339: 0 0 0 3,312 4,154 3,312 4,154: 1,027 186
Old : 4,339: 0 0 0 3,312 4,154 3,312 4,154: 1,027 186
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 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 76.3 95.7 76.3 95.7: 23.7 4.3
Old : 100.0: 0.0 0.0 0.0 76.3 95.7 76.3 95.7: 23.7 4.3
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 : 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 : 44.2 73.3 62.4 95.5 44.2 71.2 62.0 92.9
Old : 44.2 73.3 62.4 95.5 44.2 71.2 62.0 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 53,166: 5,180 1,728 9,256 33,162 31,069 47,597 42,053: 5,569 11,113
Old : 53,166: 5,180 1,728 9,256 33,162 31,069 47,597 42,053: 5,569 11,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 895: 102 369 329 580 345 1,011 1,043: -116 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 3.3 17.4 62.4 58.4 89.5 79.1: 10.5 20.9
Old : 100.0: 9.7 3.3 17.4 62.4 58.4 89.5 79.1: 10.5 20.9
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 : 64: 11 15 19 32 31 55 53:
Old : 64: 11 15 19 32 31 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 31.1 60.5 44.7 36.2 25.2 49.7 34.2
Old : 40.2 31.1 60.5 44.7 36.2 25.2 49.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 274,251: 44,998 42,471 67,394 125,451 122,618 237,843 232,484: 36,409 41,768
Old : 171,633: 27,961 59,560 28,346 94,113 55,646 150,420 143,552: 21,212 28,081
Other: 102,619: 41,477 7,352 14,608 31,338 66,972 87,422 88,931: 15,196 13,687
: : :
: : Changes in Commitments from: June 24, 2008 :
: 8,191: -3,035 717 1,674 2,116 -1,830 755 561: 7,436 7,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.5 24.6 45.7 44.7 86.7 84.8: 13.3 15.2
Old : 100.0: 16.3 34.7 16.5 54.8 32.4 87.6 83.6: 12.4 16.4
Other: 100.0: 40.4 7.2 14.2 30.5 65.3 85.2 86.7: 14.8 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 91 90 99 40 52 192 192:
Old : 234: 68 102 72 35 49 150 181:
Other: 166: 75 30 46 29 44 121 105:
:----------------------------------------------------------------------------------------------------
: 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 24.8 35.9 32.8 21.3 21.4 31.3 26.3
Old : 30.2 20.2 42.9 30.4 29.5 18.8 40.4 25.8
Other: 27.1 37.3 40.1 46.5 25.7 36.3 37.8 44.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,158: 862 467 83 294 938 1,239 1,488: 919 670
Old : 2,078: 862 465 79 288 935 1,229 1,479: 849 599
Other: 80: 0 2 4 6 3 10 9: 70 71
: : :
: : Changes in Commitments from: June 24, 2008 :
: -111: 46 -109 5 -63 9 -12 -95: -99 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 21.6 3.8 13.6 43.5 57.4 68.9: 42.6 31.1
Old : 100.0: 41.5 22.4 3.8 13.9 45.0 59.2 71.2: 40.8 28.8
Other: 100.0: 0.0 2.7 4.9 7.5 3.7 12.3 11.3: 87.7 88.7
: : :
:# 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 49.1 42.2 62.9 27.0 49.1 41.8 62.2
Old : 27.9 50.9 43.5 65.2 27.7 50.9 43.1 64.4
Other: 12.3 11.3 12.3 11.3 7.5 6.5 7.5 6.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 386,140: 97,446 24,178 89,733 171,885 197,777 359,065 311,689: 27,075 74,452
Old : 386,140: 97,446 24,178 89,733 171,885 197,777 359,065 311,689: 27,075 74,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 10,276: -430 3,623 8,321 1,761 -415 9,652 11,529: 624 -1,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.3 23.2 44.5 51.2 93.0 80.7: 7.0 19.3
Old : 100.0: 25.2 6.3 23.2 44.5 51.2 93.0 80.7: 7.0 19.3
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 : 397: 130 69 113 89 174 281 309:
Old : 397: 130 69 113 89 174 281 309:
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 : 21.1 14.3 32.8 23.1 18.8 13.9 29.1 20.4
Old : 21.1 14.3 32.8 23.1 18.8 13.9 29.1 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,044: 4,486 5,312 2,523 6,017 5,005 13,026 12,840: 2,018 2,204
Old : 15,044: 4,486 5,312 2,523 6,017 5,005 13,026 12,840: 2,018 2,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 457: -3 468 475 330 -349 802 593: -345 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 35.3 16.8 40.0 33.3 86.6 85.4: 13.4 14.6
Old : 100.0: 29.8 35.3 16.8 40.0 33.3 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 : 103: 30 32 15 18 32 56 73:
Old : 103: 30 32 15 18 32 56 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 24.2 52.0 39.4 28.4 22.4 47.1 36.6
Old : 28.4 24.2 52.0 39.4 28.4 22.4 47.1 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 34,911: 8,822 5,538 9,384 11,827 7,268 30,033 22,190: 4,878 12,721
Old : 34,911: 8,822 5,538 9,384 11,827 7,268 30,033 22,190: 4,878 12,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 78: 87 495 -348 314 614 53 761: 25 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 15.9 26.9 33.9 20.8 86.0 63.6: 14.0 36.4
Old : 100.0: 25.3 15.9 26.9 33.9 20.8 86.0 63.6: 14.0 36.4
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 : 140: 34 36 37 43 47 106 97:
Old : 140: 34 36 37 43 47 106 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 18.7 36.4 27.7 18.0 10.0 27.1 15.7
Old : 25.7 18.7 36.4 27.7 18.0 10.0 27.1 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 99,679: 29,120 34,201 6,537 31,132 33,300 66,788 74,037: 32,891 25,642
Old : 99,679: 29,120 34,201 6,537 31,132 33,300 66,788 74,037: 32,891 25,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 3,295: -2,349 2,514 766 5,231 4,845 3,648 8,125: -353 -4,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 34.3 6.6 31.2 33.4 67.0 74.3: 33.0 25.7
Old : 100.0: 29.2 34.3 6.6 31.2 33.4 67.0 74.3: 33.0 25.7
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 : 79: 23 21 10 26 18 54 45:
Old : 79: 23 21 10 26 18 54 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 : 18.8 27.0 28.6 40.5 16.5 24.1 25.0 35.8
Old : 18.8 27.0 28.6 40.5 16.5 24.1 25.0 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 64,279: 25,918 19,617 3,557 10,880 28,468 40,355 51,642: 23,924 12,637
Old : 64,279: 25,918 19,617 3,557 10,880 28,468 40,355 51,642: 23,924 12,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 12,119: 12,169 3,057 195 -5,207 8,438 7,157 11,690: 4,962 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 30.5 5.5 16.9 44.3 62.8 80.3: 37.2 19.7
Old : 100.0: 40.3 30.5 5.5 16.9 44.3 62.8 80.3: 37.2 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 13 3 8 13 28 28:
Old : 49: 19 13 3 8 13 28 28:
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 : 23.2 32.6 38.5 49.3 20.2 32.3 32.0 46.2
Old : 23.2 32.6 38.5 49.3 20.2 32.3 32.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 100,276: 80,315 6,427 329 10,665 86,391 91,309 93,147: 8,967 7,129
Old : 100,276: 80,315 6,427 329 10,665 86,391 91,309 93,147: 8,967 7,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -16,242: -21,451 2,831 84 3,943 -12,649 -17,424 -9,734: 1,182 -6,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 6.4 0.3 10.6 86.2 91.1 92.9: 8.9 7.1
Old : 100.0: 80.1 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 2 11 14 73 30:
Old : 97: 62 14 2 11 14 73 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 : 42.7 74.9 56.3 83.8 42.7 73.9 56.3 82.7
Old : 42.7 74.9 56.3 83.8 42.7 73.9 56.3 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 100,671: 38,112 39,535 7,587 34,938 24,570 80,637 71,692: 20,033 28,979
Old : 100,671: 38,112 39,535 7,587 34,938 24,570 80,637 71,692: 20,033 28,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 14,369: 13,628 3,622 134 -4,705 7,049 9,056 10,805: 5,313 3,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 39.3 7.5 34.7 24.4 80.1 71.2: 19.9 28.8
Old : 100.0: 37.9 39.3 7.5 34.7 24.4 80.1 71.2: 19.9 28.8
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: 27 27 10 12 17 41 52:
Old : 78: 27 27 10 12 17 41 52:
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 : 28.4 22.3 46.1 35.5 28.4 20.5 45.8 32.2
Old : 28.4 22.3 46.1 35.5 28.4 20.5 45.8 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 219,136: 40,584 26,406 20,123 130,225 146,695 190,932 193,224: 28,204 25,912
Old : 219,136: 40,584 26,406 20,123 130,225 146,695 190,932 193,224: 28,204 25,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 15,795: 8,520 -20,581 6,423 -828 32,573 14,114 18,415: 1,681 -2,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 12.1 9.2 59.4 66.9 87.1 88.2: 12.9 11.8
Old : 100.0: 18.5 12.1 9.2 59.4 66.9 87.1 88.2: 12.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 29 26 14 24 23 60 56:
Old : 91: 29 26 14 24 23 60 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 : 44.3 51.6 57.6 64.1 29.1 36.6 37.3 42.0
Old : 44.3 51.6 57.6 64.1 29.1 36.6 37.3 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 224,111: 89,117 57,957 33,489 50,038 82,535 172,643 173,981: 51,468 50,131
Old : 224,111: 89,117 57,957 33,489 50,038 82,535 172,643 173,981: 51,468 50,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 41,704: 31,496 3,282 7,630 3,434 25,295 42,560 36,207: -857 5,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 25.9 14.9 22.3 36.8 77.0 77.6: 23.0 22.4
Old : 100.0: 39.8 25.9 14.9 22.3 36.8 77.0 77.6: 23.0 22.4
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 : 152: 51 58 44 31 33 115 102:
Old : 152: 51 58 44 31 33 115 102:
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 : 16.6 29.1 29.1 39.3 16.0 28.1 26.4 36.1
Old : 16.6 29.1 29.1 39.3 16.0 28.1 26.4 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :15,294,230: 728,443 529,826 5,211,043 8,253,322 8,552,480 14,192,808 14,293,350: 1,101,422 1,000,880
Old :15,294,230: 728,443 529,826 5,211,043 8,253,322 8,552,480 14,192,808 14,293,350: 1,101,422 1,000,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 668,533: 24,597 -66,461 369,665 286,475 386,795 680,737 689,999: -12,204 -21,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.5 34.1 54.0 55.9 92.8 93.5: 7.2 6.5
Old : 100.0: 4.8 3.5 34.1 54.0 55.9 92.8 93.5: 7.2 6.5
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 : 274: 88 42 111 130 125 262 243:
Old : 274: 88 42 111 130 125 262 243:
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 : 21.1 20.6 31.2 34.1 16.3 12.3 20.2 18.0
Old : 21.1 20.6 31.2 34.1 16.3 12.3 20.2 18.0
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 with Delta-adjusted Options and Futures Combined, 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 : 671,808: 80,275 56,896 96,779 374,564 396,884 551,618 550,560: 120,189 121,248
Old : 671,808: 80,275 56,896 96,779 374,564 396,884 551,618 550,560: 120,189 121,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 48,473: 8,210 -5,719 27,600 11,576 20,683 47,386 42,564: 1,086 5,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 8.5 14.4 55.8 59.1 82.1 82.0: 17.9 18.0
Old : 100.0: 11.9 8.5 14.4 55.8 59.1 82.1 82.0: 17.9 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 60 40 60 77 64 162 140:
Old : 204: 60 40 60 77 64 162 140:
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 : 18.2 23.1 25.8 33.7 17.7 22.8 25.0 32.6
Old : 18.2 23.1 25.8 33.7 17.7 22.8 25.0 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,357,118: 335,082 591,577 225,974 1,414,961 1,310,433 1,976,017 2,127,984: 381,101 229,134
Old : 2,357,118: 335,082 591,577 225,974 1,414,961 1,310,433 1,976,017 2,127,984: 381,101 229,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 253,687: 46,986 64,818 80,201 104,103 120,347 231,290 265,366: 22,397 -11,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 25.1 9.6 60.0 55.6 83.8 90.3: 16.2 9.7
Old : 100.0: 14.2 25.1 9.6 60.0 55.6 83.8 90.3: 16.2 9.7
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 : 374: 95 122 84 102 107 236 274:
Old : 374: 95 122 84 102 107 236 274:
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 : 18.5 16.1 28.1 25.8 13.5 12.7 21.9 21.8
Old : 18.5 16.1 28.1 25.8 13.5 12.7 21.9 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 91,642: 15,029 25,270 341 65,771 62,545 81,142 88,156: 10,500 3,485
Old : 91,642: 15,029 25,270 341 65,771 62,545 81,142 88,156: 10,500 3,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -463: -533 -547 57 -939 -636 -1,415 -1,126: 952 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.6 0.4 71.8 68.2 88.5 96.2: 11.5 3.8
Old : 100.0: 16.4 27.6 0.4 71.8 68.2 88.5 96.2: 11.5 3.8
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 : 84: 17 13 4 39 28 58 43:
Old : 84: 17 13 4 39 28 58 43:
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 : 31.2 41.0 51.5 60.5 29.3 39.7 48.9 59.2
Old : 31.2 41.0 51.5 60.5 29.3 39.7 48.9 59.2
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 with Delta-adjusted Options and Futures Combined, 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 : 16,565: 750 8,684 1,525 14,280 6,330 16,555 16,540: 10 25
Old : 16,565: 750 8,684 1,525 14,280 6,330 16,555 16,540: 10 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 1,443: -142 825 133 1,442 474 1,433 1,433: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 52.4 9.2 86.2 38.2 99.9 99.8: 0.1 0.2
Old : 100.0: 4.5 52.4 9.2 86.2 38.2 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 3 8 11 15 17:
Old : 23: 5 5 3 8 11 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 83.0 94.2 92.2 59.9 74.4 78.3 78.4
Old : 69.2 83.0 94.2 92.2 59.9 74.4 78.3 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 25,465: 4,855 6,762 8 13,701 12,936 18,564 19,705: 6,901 5,760
Old : 25,465: 4,855 6,762 8 13,701 12,936 18,564 19,705: 6,901 5,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -240: -327 235 -2 -383 -298 -713 -65: 473 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 26.6 0.0 53.8 50.8 72.9 77.4: 27.1 22.6
Old : 100.0: 19.1 26.6 0.0 53.8 50.8 72.9 77.4: 27.1 22.6
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 : 43: 10 7 1 18 17 29 24:
Old : 43: 10 7 1 18 17 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 40.8 50.3 58.7 35.9 39.9 48.3 57.9
Old : 36.4 40.8 50.3 58.7 35.9 39.9 48.3 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 308,018: 107,770 109,962 10,646 160,262 160,635 278,678 281,243: 29,340 26,775
Old : 308,018: 107,770 109,962 10,646 160,262 160,635 278,678 281,243: 29,340 26,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 30,937: 10,129 4,542 393 25,677 27,160 36,199 32,095: -5,262 -1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 35.7 3.5 52.0 52.2 90.5 91.3: 9.5 8.7
Old : 100.0: 35.0 35.7 3.5 52.0 52.2 90.5 91.3: 9.5 8.7
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 : 238: 63 80 27 51 57 132 146:
Old : 238: 63 80 27 51 57 132 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 27.8 35.7 40.6 20.0 21.4 31.6 33.7
Old : 23.0 27.8 35.7 40.6 20.0 21.4 31.6 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 103,019: 61,403 11,337 3,784 8,160 69,377 73,347 84,497: 29,672 18,522
Old : 103,019: 61,403 11,337 3,784 8,160 69,377 73,347 84,497: 29,672 18,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 9,999: 2,926 1,878 2,065 4,298 4,035 9,289 7,977: 709 2,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 11.0 3.7 7.9 67.3 71.2 82.0: 28.8 18.0
Old : 100.0: 59.6 11.0 3.7 7.9 67.3 71.2 82.0: 28.8 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 27 9 2 13 15 40 26:
Old : 53: 27 9 2 13 15 40 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 : 27.7 50.8 42.4 63.3 27.7 49.9 42.4 61.7
Old : 27.7 50.8 42.4 63.3 27.7 49.9 42.4 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 31,658: 880 12,975 0 24,201 15,221 25,081 28,196: 6,577 3,462
Old : 31,658: 880 12,975 0 24,201 15,221 25,081 28,196: 6,577 3,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,718: 474 1,218 0 2,092 1,393 2,566 2,611: 152 107
: : :
: : 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 : 49: 2 14 0 20 19 22 33:
Old : 49: 2 14 0 20 19 22 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 : 55.9 31.2 66.4 49.3 50.0 30.8 60.4 46.9
Old : 55.9 31.2 66.4 49.3 50.0 30.8 60.4 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 with Delta-adjusted Options and Futures Combined, 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 : 638,865: 84,714 268,379 5,940 530,290 324,955 620,944 599,274: 17,921 39,591
Old : 638,865: 84,714 268,379 5,940 530,290 324,955 620,944 599,274: 17,921 39,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 37,120: 18,775 18,508 1,072 17,171 16,469 37,018 36,048: 101 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 42.0 0.9 83.0 50.9 97.2 93.8: 2.8 6.2
Old : 100.0: 13.3 42.0 0.9 83.0 50.9 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 : 269: 40 115 29 67 73 124 200:
Old : 269: 40 115 29 67 73 124 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 21.7 73.7 33.5 51.1 20.9 68.9 31.2
Old : 55.7 21.7 73.7 33.5 51.1 20.9 68.9 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 71,445: 12,185 32,358 7 49,702 28,673 61,894 61,038: 9,551 10,407
Old : 71,445: 12,185 32,358 7 49,702 28,673 61,894 61,038: 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 : 68: 20 18 3 14 19 36 38:
Old : 68: 20 18 3 14 19 36 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 : 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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