MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 48,443: 5,048 1,763 7,927 29,909 28,350 42,884 38,040: 5,559 10,403
Old : 48,443: 5,048 1,763 7,927 29,909 28,350 42,884 38,040: 5,559 10,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -4,723: -132 35 -1,329 -3,253 -2,719 -4,714 -4,013: -10 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.6 16.4 61.7 58.5 88.5 78.5: 11.5 21.5
Old : 100.0: 10.4 3.6 16.4 61.7 58.5 88.5 78.5: 11.5 21.5
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 : 62: 12 15 17 26 29 47 52:
Old : 62: 12 15 17 26 29 47 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 : 42.4 30.8 62.1 43.6 38.2 26.0 52.7 35.0
Old : 42.4 30.8 62.1 43.6 38.2 26.0 52.7 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 267,410: 48,599 44,348 62,890 125,831 124,799 237,321 232,036: 30,090 35,374
Old : 151,875: 28,395 53,940 23,547 84,857 53,875 136,800 131,363: 15,075 20,512
Other: 115,536: 39,950 10,154 19,597 40,974 70,923 100,521 100,674: 15,015 14,862
: : :
: : Changes in Commitments from: July 1, 2008 :
: -6,841: 3,602 1,877 -4,504 380 2,181 -522 -447: -6,319 -6,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 16.6 23.5 47.1 46.7 88.7 86.8: 11.3 13.2
Old : 100.0: 18.7 35.5 15.5 55.9 35.5 90.1 86.5: 9.9 13.5
Other: 100.0: 34.6 8.8 17.0 35.5 61.4 87.0 87.1: 13.0 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 90 86 104 50 58 202 202:
Old : 236: 68 95 75 42 53 155 182:
Other: 185: 75 41 50 36 50 136 117:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 23.9 37.6 32.8 21.6 21.4 31.4 26.8
Old : 32.7 20.1 44.6 30.3 32.5 19.0 42.7 27.7
Other: 31.3 33.7 42.6 44.4 28.0 33.5 38.9 41.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 2,109: 715 662 41 375 801 1,131 1,504: 978 605
Old : 1,998: 728 662 28 351 798 1,107 1,488: 891 510
Other: 110: 0 13 0 24 3 24 16: 86 94
: : :
: : Changes in Commitments from: July 1, 2008 :
: -50: -147 195 -42 81 -137 -108 16: 58 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 31.4 1.9 17.8 38.0 53.6 71.3: 46.4 28.7
Old : 100.0: 36.4 33.1 1.4 17.6 39.9 55.4 74.5: 44.6 25.5
Other: 100.0: 0.0 11.8 0.0 21.8 2.7 21.8 14.5: 78.2 85.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 7 1 7 4 17 12:
Old : 25: 10 7 1 7 4 17 12:
Other: 4: 0 1 0 1 2 1 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 : 28.4 47.4 40.5 65.0 27.6 45.8 39.2 62.7
Old : 30.0 49.9 41.6 68.4 28.8 48.2 40.2 66.1
Other: 21.8 14.5 21.8 14.5 21.8 14.5 21.8 14.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 377,103: 94,347 24,420 90,134 164,470 188,710 348,951 303,264: 28,153 73,840
Old : 377,103: 94,347 24,420 90,134 164,470 188,710 348,951 303,264: 28,153 73,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -9,037: -3,099 242 400 -7,416 -9,067 -10,115 -8,425: 1,078 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.5 23.9 43.6 50.0 92.5 80.4: 7.5 19.6
Old : 100.0: 25.0 6.5 23.9 43.6 50.0 92.5 80.4: 7.5 19.6
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 : 391: 130 68 114 88 169 275 310:
Old : 391: 130 68 114 88 169 275 310:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 14.8 32.6 23.7 19.0 13.9 29.4 21.4
Old : 20.4 14.8 32.6 23.7 19.0 13.9 29.4 21.4
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 8, 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 : 14,922: 4,041 5,303 2,691 6,153 4,988 12,884 12,981: 2,038 1,941
Old : 14,922: 4,041 5,303 2,691 6,153 4,988 12,884 12,981: 2,038 1,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -121: -445 -9 168 136 -18 -141 141: 20 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 35.5 18.0 41.2 33.4 86.3 87.0: 13.7 13.0
Old : 100.0: 27.1 35.5 18.0 41.2 33.4 86.3 87.0: 13.7 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 : 102: 32 29 15 21 31 60 71:
Old : 102: 32 29 15 21 31 60 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 24.7 52.8 40.1 29.0 22.6 47.9 36.9
Old : 29.0 24.7 52.8 40.1 29.0 22.6 47.9 36.9
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 with Delta-adjusted Options and Futures Combined, July 8, 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 : 34,735: 9,589 6,646 8,075 11,979 7,684 29,644 22,406: 5,091 12,329
Old : 34,735: 9,589 6,646 8,075 11,979 7,684 29,644 22,406: 5,091 12,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -176: 767 1,108 -1,309 152 416 -389 216: 213 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 19.1 23.2 34.5 22.1 85.3 64.5: 14.7 35.5
Old : 100.0: 27.6 19.1 23.2 34.5 22.1 85.3 64.5: 14.7 35.5
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 : 137: 36 36 33 44 45 105 91:
Old : 137: 36 36 33 44 45 105 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 20.3 36.7 29.7 19.5 12.5 28.4 19.0
Old : 24.5 20.3 36.7 29.7 19.5 12.5 28.4 19.0
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 8, 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 : 100,920: 33,890 36,133 5,061 31,269 34,098 70,220 75,292: 30,701 25,628
Old : 100,920: 33,890 36,133 5,061 31,269 34,098 70,220 75,292: 30,701 25,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,241: 4,770 1,932 -1,475 137 798 3,432 1,255: -2,190 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 35.8 5.0 31.0 33.8 69.6 74.6: 30.4 25.4
Old : 100.0: 33.6 35.8 5.0 31.0 33.8 69.6 74.6: 30.4 25.4
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 : 78: 26 20 10 24 16 54 43:
Old : 78: 26 20 10 24 16 54 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 : 19.6 27.9 29.8 44.4 17.3 25.6 26.3 40.3
Old : 19.6 27.9 29.8 44.4 17.3 25.6 26.3 40.3
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 with Delta-adjusted Options and Futures Combined, July 8, 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 : 57,500: 18,398 22,876 2,399 13,820 19,662 34,618 44,937: 22,882 12,563
Old : 57,500: 18,398 22,876 2,399 13,820 19,662 34,618 44,937: 22,882 12,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -6,779: -7,520 3,259 -1,158 2,940 -8,806 -5,737 -6,705: -1,041 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 39.8 4.2 24.0 34.2 60.2 78.2: 39.8 21.8
Old : 100.0: 32.0 39.8 4.2 24.0 34.2 60.2 78.2: 39.8 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 15 16 3 11 8 27 26:
Old : 46: 15 16 3 11 8 27 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 : 20.2 34.9 34.9 50.4 16.9 34.9 29.6 47.7
Old : 20.2 34.9 34.9 50.4 16.9 34.9 29.6 47.7
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 8, 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 : 100,471: 82,684 10,590 406 9,399 81,655 92,489 92,651: 7,982 7,820
Old : 100,471: 82,684 10,590 406 9,399 81,655 92,489 92,651: 7,982 7,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 195: 2,369 4,163 77 -1,266 -4,736 1,180 -496: -985 691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 10.5 0.4 9.4 81.3 92.1 92.2: 7.9 7.8
Old : 100.0: 82.3 10.5 0.4 9.4 81.3 92.1 92.2: 7.9 7.8
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 : 96: 60 16 2 8 16 68 34:
Old : 96: 60 16 2 8 16 68 34:
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 : 40.8 70.1 57.9 82.7 40.8 69.1 57.9 81.7
Old : 40.8 70.1 57.9 82.7 40.8 69.1 57.9 81.7
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 8, 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 : 92,011: 31,267 38,736 5,631 34,262 20,727 71,159 65,094: 20,851 26,917
Old : 92,011: 31,267 38,736 5,631 34,262 20,727 71,159 65,094: 20,851 26,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -8,660: -6,846 -799 -1,956 -676 -3,843 -9,478 -6,598: 818 -2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 42.1 6.1 37.2 22.5 77.3 70.7: 22.7 29.3
Old : 100.0: 34.0 42.1 6.1 37.2 22.5 77.3 70.7: 22.7 29.3
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 : 68: 16 30 6 13 14 33 46:
Old : 68: 16 30 6 13 14 33 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 : 34.2 24.9 50.9 38.1 34.2 23.0 49.9 35.4
Old : 34.2 24.9 50.9 38.1 34.2 23.0 49.9 35.4
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 8, 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 : 216,218: 34,971 32,026 18,791 134,166 140,149 187,928 190,966: 28,290 25,252
Old : 216,218: 34,971 32,026 18,791 134,166 140,149 187,928 190,966: 28,290 25,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -2,918: -5,613 5,620 -1,332 3,942 -6,545 -3,004 -2,257: 86 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.8 8.7 62.1 64.8 86.9 88.3: 13.1 11.7
Old : 100.0: 16.2 14.8 8.7 62.1 64.8 86.9 88.3: 13.1 11.7
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 : 88: 27 24 12 28 20 59 52:
Old : 88: 27 24 12 28 20 59 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 : 45.0 50.2 58.4 62.2 28.6 35.2 36.0 42.1
Old : 45.0 50.2 58.4 62.2 28.6 35.2 36.0 42.1
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 8, 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 : 209,122: 82,056 56,511 24,557 51,691 77,379 158,303 158,446: 50,819 50,676
Old : 209,122: 82,056 56,511 24,557 51,691 77,379 158,303 158,446: 50,819 50,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -14,989: -7,061 -1,446 -8,932 1,653 -5,156 -14,340 -15,534: -649 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 27.0 11.7 24.7 37.0 75.7 75.8: 24.3 24.2
Old : 100.0: 39.2 27.0 11.7 24.7 37.0 75.7 75.8: 24.3 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 54 44 39 32 32 108 93:
Old : 141: 54 44 39 32 32 108 93:
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 : 17.0 29.5 28.1 40.0 16.7 28.0 26.5 36.9
Old : 17.0 29.5 28.1 40.0 16.7 28.0 26.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 30,523: 12,212 10,071 0 14,092 18,605 26,304 28,676: 4,219 1,847
Old : 30,523: 12,212 10,071 0 14,092 18,605 26,304 28,676: 4,219 1,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 3,668: 224 1,249 0 2,058 1,978 2,282 3,227: 1,386 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 33.0 0.0 46.2 61.0 86.2 93.9: 13.8 6.1
Old : 100.0: 40.0 33.0 0.0 46.2 61.0 86.2 93.9: 13.8 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 : 37: 12 9 0 12 8 24 17:
Old : 37: 12 9 0 12 8 24 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 : 49.1 81.8 67.0 89.7 49.1 77.3 65.9 85.3
Old : 49.1 81.8 67.0 89.7 49.1 77.3 65.9 85.3
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 8, 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 :15,795,319: 841,096 552,334 5,385,325 8,435,258 8,841,511 14,661,679 14,779,170: 1,133,641 1,016,149
Old :15,795,319: 841,096 552,334 5,385,325 8,435,258 8,841,511 14,661,679 14,779,170: 1,133,641 1,016,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 501,089: 112,653 22,508 174,282 181,936 289,031 468,871 485,821: 32,219 15,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.5 34.1 53.4 56.0 92.8 93.6: 7.2 6.4
Old : 100.0: 5.3 3.5 34.1 53.4 56.0 92.8 93.6: 7.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 90 45 118 133 129 270 253:
Old : 280: 90 45 118 133 129 270 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 20.4 31.3 33.7 16.6 12.3 20.1 18.2
Old : 21.2 20.4 31.3 33.7 16.6 12.3 20.1 18.2
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 8, 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 : 702,078: 83,565 55,034 106,838 389,745 400,857 580,147 562,729: 121,931 139,349
Old : 702,078: 83,565 55,034 106,838 389,745 400,857 580,147 562,729: 121,931 139,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 30,270: 3,290 -1,862 10,058 15,181 3,972 28,529 12,169: 1,741 18,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.8 15.2 55.5 57.1 82.6 80.2: 17.4 19.8
Old : 100.0: 11.9 7.8 15.2 55.5 57.1 82.6 80.2: 17.4 19.8
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 : 208: 56 47 64 80 62 168 142:
Old : 208: 56 47 64 80 62 168 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 22.7 25.0 33.0 17.1 22.4 24.1 31.8
Old : 17.6 22.7 25.0 33.0 17.1 22.4 24.1 31.8
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 8, 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 : 2,568,495: 363,619 637,009 247,457 1,511,767 1,486,671 2,122,842 2,371,137: 445,653 197,358
Old : 2,568,495: 363,619 637,009 247,457 1,511,767 1,486,671 2,122,842 2,371,137: 445,653 197,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 211,377: 28,536 45,432 21,483 96,806 176,238 146,825 243,153: 64,552 -31,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 24.8 9.6 58.9 57.9 82.6 92.3: 17.4 7.7
Old : 100.0: 14.2 24.8 9.6 58.9 57.9 82.6 92.3: 17.4 7.7
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 : 390: 100 129 96 110 106 264 277:
Old : 390: 100 129 96 110 106 264 277:
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 : 18.1 17.6 27.8 27.8 13.6 14.8 22.3 23.9
Old : 18.1 17.6 27.8 27.8 13.6 14.8 22.3 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 92,804: 13,022 26,995 100 68,219 61,260 81,342 88,356: 11,462 4,449
Old : 92,804: 13,022 26,995 100 68,219 61,260 81,342 88,356: 11,462 4,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,163: -2,007 1,725 -241 2,448 -1,285 200 199: 962 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 29.1 0.1 73.5 66.0 87.6 95.2: 12.4 4.8
Old : 100.0: 14.0 29.1 0.1 73.5 66.0 87.6 95.2: 12.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 16 15 2 36 28 53 44:
Old : 84: 16 15 2 36 28 53 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 41.9 49.7 60.7 27.7 40.3 47.1 58.6
Old : 29.6 41.9 49.7 60.7 27.7 40.3 47.1 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 26,503: 3,714 7,220 43 15,534 14,396 19,291 21,659: 7,213 4,845
Old : 26,503: 3,714 7,220 43 15,534 14,396 19,291 21,659: 7,213 4,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,038: -1,141 458 35 1,833 1,460 727 1,953: 311 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 27.2 0.2 58.6 54.3 72.8 81.7: 27.2 18.3
Old : 100.0: 14.0 27.2 0.2 58.6 54.3 72.8 81.7: 27.2 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 9 2 19 20 27 29:
Old : 46: 6 9 2 19 20 27 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 : 41.5 37.6 54.9 56.0 40.0 37.6 53.0 55.9
Old : 41.5 37.6 54.9 56.0 40.0 37.6 53.0 55.9
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 8, 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 : 317,203: 102,782 114,350 9,645 183,414 164,111 295,840 288,105: 21,363 29,098
Old : 317,203: 102,782 114,350 9,645 183,414 164,111 295,840 288,105: 21,363 29,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 9,186: -4,988 4,388 -1,001 23,152 3,476 17,163 6,862: -7,977 2,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 36.0 3.0 57.8 51.7 93.3 90.8: 6.7 9.2
Old : 100.0: 32.4 36.0 3.0 57.8 51.7 93.3 90.8: 6.7 9.2
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 : 225: 60 75 24 53 51 129 134:
Old : 225: 60 75 24 53 51 129 134:
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 : 27.4 25.4 43.9 37.7 25.8 18.8 38.3 30.0
Old : 27.4 25.4 43.9 37.7 25.8 18.8 38.3 30.0
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 8, 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 : 103,586: 60,421 12,077 3,789 8,355 67,992 72,565 83,858: 31,020 19,728
Old : 103,586: 60,421 12,077 3,789 8,355 67,992 72,565 83,858: 31,020 19,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 566: -983 740 5 196 -1,385 -782 -639: 1,348 1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 11.7 3.7 8.1 65.6 70.1 81.0: 29.9 19.0
Old : 100.0: 58.3 11.7 3.7 8.1 65.6 70.1 81.0: 29.9 19.0
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 : 56: 28 11 3 13 14 42 27:
Old : 56: 28 11 3 13 14 42 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 : 24.5 51.0 39.1 62.2 24.5 50.0 39.1 60.5
Old : 24.5 51.0 39.1 62.2 24.5 50.0 39.1 60.5
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 with Delta-adjusted Options and Futures Combined, July 8, 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 : 33,844: 860 15,273 0 26,026 14,243 26,886 29,516: 6,958 4,327
Old : 33,844: 860 15,273 0 26,026 14,243 26,886 29,516: 6,958 4,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 2,186: -20 2,298 0 1,825 -978 1,805 1,320: 381 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 45.1 0.0 76.9 42.1 79.4 87.2: 20.6 12.8
Old : 100.0: 2.5 45.1 0.0 76.9 42.1 79.4 87.2: 20.6 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 14 0 18 19 20 33:
Old : 48: 2 14 0 18 19 20 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 : 58.4 32.8 69.0 50.2 52.9 32.6 63.5 48.0
Old : 58.4 32.8 69.0 50.2 52.9 32.6 63.5 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 656,864: 83,306 279,960 3,567 555,899 331,035 642,771 614,561: 14,093 42,303
Old : 656,864: 83,306 279,960 3,567 555,899 331,035 642,771 614,561: 14,093 42,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 17,999: -1,408 11,581 -2,373 25,609 6,080 21,827 15,287: -3,829 2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 42.6 0.5 84.6 50.4 97.9 93.6: 2.1 6.4
Old : 100.0: 12.7 42.6 0.5 84.6 50.4 97.9 93.6: 2.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 30 114 25 65 70 111 193:
Old : 254: 30 114 25 65 70 111 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 22.4 76.2 34.4 54.5 22.4 72.6 32.9
Old : 58.1 22.4 76.2 34.4 54.5 22.4 72.6 32.9
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 8, 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 : 68,876: 11,127 31,036 7 48,895 29,813 60,029 60,856: 8,846 8,020
Old : 68,876: 11,127 31,036 7 48,895 29,813 60,029 60,856: 8,846 8,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -2,570: -1,058 -1,322 0 -807 1,139 -1,865 -183: -705 -2,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 45.1 0.0 71.0 43.3 87.2 88.4: 12.8 11.6
Old : 100.0: 16.2 45.1 0.0 71.0 43.3 87.2 88.4: 12.8 11.6
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 : 67: 15 23 3 13 20 30 44:
Old : 67: 15 23 3 13 20 30 44:
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 : 53.9 48.7 71.3 64.2 53.8 48.7 70.9 62.8
Old : 53.9 48.7 71.3 64.2 53.8 48.7 70.9 62.8
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 8, 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 : 47,401: 5,775 5,078 474 20,385 34,374 26,634 39,926: 20,767 7,475
Old : 47,401: 5,775 5,078 474 20,385 34,374 26,634 39,926: 20,767 7,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 5,794: -1,569 -1,144 108 3,069 6,488 1,608 5,452: 4,186 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.7 1.0 43.0 72.5 56.2 84.2: 43.8 15.8
Old : 100.0: 12.2 10.7 1.0 43.0 72.5 56.2 84.2: 43.8 15.8
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 : 50: 11 9 3 17 19 31 28:
Old : 50: 11 9 3 17 19 31 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 : 23.4 48.0 35.8 61.9 20.9 46.6 30.0 57.5
Old : 23.4 48.0 35.8 61.9 20.9 46.6 30.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 18,473: 4,437 11,284 52 12,070 5,898 16,559 17,234: 1,914 1,239
Old : 18,473: 4,437 11,284 52 12,070 5,898 16,559 17,234: 1,914 1,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 388: 227 -300 0 70 560 297 260: 91 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 61.1 0.3 65.3 31.9 89.6 93.3: 10.4 6.7
Old : 100.0: 24.0 61.1 0.3 65.3 31.9 89.6 93.3: 10.4 6.7
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 : 30: 9 8 1 9 6 18 15:
Old : 30: 9 8 1 9 6 18 15:
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 : 63.7 65.7 74.3 83.9 57.4 65.7 67.2 79.4
Old : 63.7 65.7 74.3 83.9 57.4 65.7 67.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 16,206: 6,343 574 181 7,659 14,068 14,183 14,823: 2,023 1,383
Old : 16,206: 6,343 574 181 7,659 14,068 14,183 14,823: 2,023 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 700: -88 2 181 -38 69 55 252: 645 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 3.5 1.1 47.3 86.8 87.5 91.5: 12.5 8.5
Old : 100.0: 39.1 3.5 1.1 47.3 86.8 87.5 91.5: 12.5 8.5
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 : 23: 12 3 2 5 5 17 10:
Old : 23: 12 3 2 5 5 17 10:
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 : 61.6 86.3 76.5 90.3 60.3 86.3 75.2 88.3
Old : 61.6 86.3 76.5 90.3 60.3 86.3 75.2 88.3
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 with Delta-adjusted Options and Futures Combined, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 12,723: 1,280 1,185 14 7,841 8,550 9,135 9,749: 3,588 2,974
Old : 12,723: 1,280 1,185 14 7,841 8,550 9,135 9,749: 3,588 2,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 702: -492 -61 0 -142 -221 -634 -282: 1,336 984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 9.3 0.1 61.6 67.2 71.8 76.6: 28.2 23.4
Old : 100.0: 10.1 9.3 0.1 61.6 67.2 71.8 76.6: 28.2 23.4
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 : 26: 5 3 2 12 11 18 15:
Old : 26: 5 3 2 12 11 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 53.1 57.2 69.1 40.6 50.3 55.4 64.9
Old : 42.4 53.1 57.2 69.1 40.6 50.3 55.4 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 11, 2008