MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 55,498: 4,038 3,670 8,055 37,787 31,523 49,880 43,249: 5,618 12,248
Old : 55,498: 4,038 3,670 8,055 37,787 31,523 49,880 43,249: 5,618 12,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 4,552: 113 1,177 314 3,724 1,870 4,151 3,361: 401 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.6 14.5 68.1 56.8 89.9 77.9: 10.1 22.1
Old : 100.0: 7.3 6.6 14.5 68.1 56.8 89.9 77.9: 10.1 22.1
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 : 67: 13 17 21 27 31 52 57:
Old : 67: 13 17 21 27 31 52 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 27.4 62.2 39.9 41.1 21.9 54.8 31.8
Old : 47.4 27.4 62.2 39.9 41.1 21.9 54.8 31.8
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, August 19, 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 : 252,232: 48,103 28,900 67,996 111,822 123,969 227,921 220,864: 24,311 31,368
Old : 90,385: 25,011 38,923 6,063 51,602 34,873 82,676 79,858: 7,709 10,527
Other: 161,847: 48,523 15,408 36,502 60,220 89,096 145,245 141,006: 16,602 20,841
: : :
: : Changes in Commitments from: August 12, 2008 :
: -9,344: -1,285 -708 -1,284 -6,076 -5,622 -8,646 -7,614: -698 -1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 11.5 27.0 44.3 49.1 90.4 87.6: 9.6 12.4
Old : 100.0: 27.7 43.1 6.7 57.1 38.6 91.5 88.4: 8.5 11.6
Other: 100.0: 30.0 9.5 22.6 37.2 55.0 89.7 87.1: 10.3 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 89 53 88 46 58 188 163:
Old : 193: 60 65 28 32 49 108 126:
Other: 199: 86 38 58 40 54 149 130:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 27.6 37.8 39.1 25.1 25.4 35.6 33.4
Old : 40.8 22.4 54.0 37.3 40.8 22.4 54.0 36.5
Other: 26.5 32.2 39.0 45.3 23.0 29.9 34.3 39.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 318,658: 73,388 48,125 68,301 154,833 143,359 296,523 259,785: 22,135 58,873
Old : 318,658: 73,388 48,125 68,301 154,833 143,359 296,523 259,785: 22,135 58,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -3,070: -1,430 1,603 128 -1,304 -5,185 -2,605 -3,454: -465 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 15.1 21.4 48.6 45.0 93.1 81.5: 6.9 18.5
Old : 100.0: 23.0 15.1 21.4 48.6 45.0 93.1 81.5: 6.9 18.5
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 : 346: 96 76 94 94 148 235 288:
Old : 346: 96 76 94 94 148 235 288:
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 : 21.5 15.3 33.6 23.7 21.2 13.0 33.0 19.9
Old : 21.5 15.3 33.6 23.7 21.2 13.0 33.0 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 14,876: 4,230 3,845 3,281 5,237 6,077 12,748 13,203: 2,128 1,673
Old : 14,876: 4,230 3,845 3,281 5,237 6,077 12,748 13,203: 2,128 1,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -332: -151 -630 -129 -71 619 -352 -140: 20 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 25.8 22.1 35.2 40.8 85.7 88.8: 14.3 11.2
Old : 100.0: 28.4 25.8 22.1 35.2 40.8 85.7 88.8: 14.3 11.2
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 : 102: 34 27 21 19 31 69 66:
Old : 102: 34 27 21 19 31 69 66:
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 : 24.7 22.8 43.0 38.0 24.4 21.3 40.3 33.6
Old : 24.7 22.8 43.0 38.0 24.4 21.3 40.3 33.6
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, August 19, 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 : 36,483: 12,234 5,581 10,055 9,193 8,231 31,481 23,867: 5,002 12,616
Old : 36,483: 12,234 5,581 10,055 9,193 8,231 31,481 23,867: 5,002 12,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -1,188: -62 844 -144 -341 -506 -547 193: -641 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 15.3 27.6 25.2 22.6 86.3 65.4: 13.7 34.6
Old : 100.0: 33.5 15.3 27.6 25.2 22.6 86.3 65.4: 13.7 34.6
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 : 126: 35 32 39 35 40 95 92:
Old : 126: 35 32 39 35 40 95 92:
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 : 25.4 21.0 41.3 30.3 23.3 12.6 32.3 17.4
Old : 25.4 21.0 41.3 30.3 23.3 12.6 32.3 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 140,004: 42,312 66,973 8,432 60,540 33,150 111,284 108,555: 28,719 31,448
Old : 140,004: 42,312 66,973 8,432 60,540 33,150 111,284 108,555: 28,719 31,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 6,346: 5,051 7,990 -795 2,743 -2,591 6,999 4,604: -653 1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 47.8 6.0 43.2 23.7 79.5 77.5: 20.5 22.5
Old : 100.0: 30.2 47.8 6.0 43.2 23.7 79.5 77.5: 20.5 22.5
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 : 94: 24 32 13 27 20 57 60:
Old : 94: 24 32 13 27 20 57 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 26.9 44.0 39.3 28.8 26.9 40.6 38.2
Old : 31.7 26.9 44.0 39.3 28.8 26.9 40.6 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 71,396: 10,549 22,947 5,567 40,801 24,422 56,917 52,935: 14,479 18,460
Old : 71,396: 10,549 22,947 5,567 40,801 24,422 56,917 52,935: 14,479 18,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 4,542: -3,670 1,271 671 5,598 709 2,599 2,651: 1,943 1,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 32.1 7.8 57.1 34.2 79.7 74.1: 20.3 25.9
Old : 100.0: 14.8 32.1 7.8 57.1 34.2 79.7 74.1: 20.3 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 20 5 14 13 28 37:
Old : 53: 12 20 5 14 13 28 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 26.3 62.2 40.4 44.0 26.3 53.9 38.6
Old : 48.3 26.3 62.2 40.4 44.0 26.3 53.9 38.6
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, August 19, 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 : 106,328: 59,148 8,839 760 33,333 81,634 93,241 91,233: 13,087 15,095
Old : 106,328: 59,148 8,839 760 33,333 81,634 93,241 91,233: 13,087 15,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 556: -899 -680 31 642 -6,261 -226 -6,910: 783 7,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 8.3 0.7 31.3 76.8 87.7 85.8: 12.3 14.2
Old : 100.0: 55.6 8.3 0.7 31.3 76.8 87.7 85.8: 12.3 14.2
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 : 93: 53 18 3 10 16 63 37:
Old : 93: 53 18 3 10 16 63 37:
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 : 41.7 64.1 58.2 75.0 32.2 49.3 42.4 57.9
Old : 41.7 64.1 58.2 75.0 32.2 49.3 42.4 57.9
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, August 19, 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 : 125,881: 14,945 57,566 11,336 79,447 22,255 105,727 91,156: 20,153 34,725
Old : 125,881: 14,945 57,566 11,336 79,447 22,255 105,727 91,156: 20,153 34,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 14,113: -4,111 6,488 3,522 12,784 344 12,194 10,353: 1,918 3,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 45.7 9.0 63.1 17.7 84.0 72.4: 16.0 27.6
Old : 100.0: 11.9 45.7 9.0 63.1 17.7 84.0 72.4: 16.0 27.6
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 : 81: 14 40 13 20 16 41 62:
Old : 81: 14 40 13 20 16 41 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 16.4 59.4 29.7 40.5 16.4 56.6 28.6
Old : 42.6 16.4 59.4 29.7 40.5 16.4 56.6 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 256,492: 34,871 62,884 19,439 176,840 140,844 231,149 223,167: 25,344 33,326
Old : 256,492: 34,871 62,884 19,439 176,840 140,844 231,149 223,167: 25,344 33,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 5,008: -6,748 3,430 1,948 7,498 -3,480 2,698 1,898: 2,311 3,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 24.5 7.6 68.9 54.9 90.1 87.0: 9.9 13.0
Old : 100.0: 13.6 24.5 7.6 68.9 54.9 90.1 87.0: 9.9 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 : 104: 31 31 10 32 23 66 61:
Old : 104: 31 31 10 32 23 66 61:
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 : 49.8 42.5 62.7 57.2 36.6 31.7 43.7 42.0
Old : 49.8 42.5 62.7 57.2 36.6 31.7 43.7 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, August 19, 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 : 206,154: 41,336 62,909 37,573 66,119 44,315 145,029 144,797: 61,126 61,357
Old : 206,154: 41,336 62,909 37,573 66,119 44,315 145,029 144,797: 61,126 61,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 10,345: -1,099 250 3,615 2,431 -1,011 4,947 2,854: 5,398 7,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 30.5 18.2 32.1 21.5 70.3 70.2: 29.7 29.8
Old : 100.0: 20.1 30.5 18.2 32.1 21.5 70.3 70.2: 29.7 29.8
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 : 143: 53 47 44 28 33 100 105:
Old : 143: 53 47 44 28 33 100 105:
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 : 23.1 17.3 34.4 26.2 20.8 11.9 27.2 19.1
Old : 23.1 17.3 34.4 26.2 20.8 11.9 27.2 19.1
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 28,137: 10,267 10,864 0 15,206 13,776 25,473 24,640: 2,664 3,497
Old : 28,137: 10,267 10,864 0 15,206 13,776 25,473 24,640: 2,664 3,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -3,571: -372 -1,226 0 -3,596 -3,495 -3,968 -4,721: 397 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 38.6 0.0 54.0 49.0 90.5 87.6: 9.5 12.4
Old : 100.0: 36.5 38.6 0.0 54.0 49.0 90.5 87.6: 9.5 12.4
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 : 36: 9 8 0 12 11 21 19:
Old : 36: 9 8 0 12 11 21 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 : 50.5 62.1 72.4 79.7 48.9 52.8 64.5 69.4
Old : 50.5 62.1 72.4 79.7 48.9 52.8 64.5 69.4
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,211,516: 1,019,182 344,431 5,389,454 8,605,128 9,357,880 15,013,764 15,091,765: 1,197,752 1,119,751
Old :16,211,516: 1,019,182 344,431 5,389,454 8,605,128 9,357,880 15,013,764 15,091,765: 1,197,752 1,119,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 74,041: 7,638 1,749 4,729 -17,762 -55,521 -5,395 -49,044: 79,436 123,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.1 33.2 53.1 57.7 92.6 93.1: 7.4 6.9
Old : 100.0: 6.3 2.1 33.2 53.1 57.7 92.6 93.1: 7.4 6.9
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 : 285: 88 48 110 139 130 273 246:
Old : 285: 88 48 110 139 130 273 246:
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 : 20.9 22.7 30.9 35.4 17.1 15.3 20.7 21.9
Old : 20.9 22.7 30.9 35.4 17.1 15.3 20.7 21.9
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, August 19, 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 : 682,627: 74,983 59,911 72,753 411,509 413,892 559,245 546,556: 123,382 136,071
Old : 682,627: 74,983 59,911 72,753 411,509 413,892 559,245 546,556: 123,382 136,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -31,712: -1,921 8,643 -21,433 -7,207 -7,760 -30,561 -20,550: -1,150 -11,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.8 10.7 60.3 60.6 81.9 80.1: 18.1 19.9
Old : 100.0: 11.0 8.8 10.7 60.3 60.6 81.9 80.1: 18.1 19.9
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 : 197: 51 43 53 81 68 155 141:
Old : 197: 51 43 53 81 68 155 141:
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 : 19.1 23.2 28.6 34.0 18.0 23.1 26.7 32.7
Old : 19.1 23.2 28.6 34.0 18.0 23.1 26.7 32.7
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, August 19, 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 : 2,619,719: 475,319 647,381 160,051 1,512,654 1,595,180 2,148,024 2,402,612: 471,694 217,107
Old : 2,619,719: 475,319 647,381 160,051 1,512,654 1,595,180 2,148,024 2,402,612: 471,694 217,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -32,818: 14,312 46,981 -37,100 14,484 -25,197 -8,303 -15,315: -24,515 -17,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.7 6.1 57.7 60.9 82.0 91.7: 18.0 8.3
Old : 100.0: 18.1 24.7 6.1 57.7 60.9 82.0 91.7: 18.0 8.3
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 : 380: 89 132 84 108 108 245 276:
Old : 380: 89 132 84 108 108 245 276:
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 : 16.9 21.3 26.1 31.3 11.9 15.5 20.4 24.2
Old : 16.9 21.3 26.1 31.3 11.9 15.5 20.4 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 107,360: 17,617 29,843 371 74,009 73,873 91,997 104,087: 15,364 3,273
Old : 107,360: 17,617 29,843 371 74,009 73,873 91,997 104,087: 15,364 3,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 2,369: 1,365 170 42 260 1,324 1,666 1,536: 703 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.8 0.3 68.9 68.8 85.7 97.0: 14.3 3.0
Old : 100.0: 16.4 27.8 0.3 68.9 68.8 85.7 97.0: 14.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 15 16 4 36 30 52 49:
Old : 82: 15 16 4 36 30 52 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 39.4 50.5 62.1 26.7 39.0 45.6 60.2
Old : 28.6 39.4 50.5 62.1 26.7 39.0 45.6 60.2
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, August 19, 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 : 32,258: 4,971 2,988 72 18,249 18,848 23,293 21,908: 8,965 10,350
Old : 32,258: 4,971 2,988 72 18,249 18,848 23,293 21,908: 8,965 10,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,946: 1,488 -1,689 3 -1,974 1,036 -484 -650: 2,430 2,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 9.3 0.2 56.6 58.4 72.2 67.9: 27.8 32.1
Old : 100.0: 15.4 9.3 0.2 56.6 58.4 72.2 67.9: 27.8 32.1
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: 8 7 2 20 22 28 31:
Old : 48: 8 7 2 20 22 28 31:
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 : 39.7 27.0 52.3 44.4 38.2 27.0 50.8 44.4
Old : 39.7 27.0 52.3 44.4 38.2 27.0 50.8 44.4
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, August 19, 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 : 346,516: 129,205 126,364 6,590 160,101 182,564 295,895 315,518: 50,621 30,998
Old : 346,516: 129,205 126,364 6,590 160,101 182,564 295,895 315,518: 50,621 30,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 2,365: 6,717 -11,569 -6,794 -9,860 16,009 -9,937 -2,355: 12,302 4,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 36.5 1.9 46.2 52.7 85.4 91.1: 14.6 8.9
Old : 100.0: 37.3 36.5 1.9 46.2 52.7 85.4 91.1: 14.6 8.9
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 : 236: 63 77 26 52 58 132 145:
Old : 236: 63 77 26 52 58 132 145:
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 : 18.9 27.5 30.1 39.9 16.3 27.0 26.7 38.8
Old : 18.9 27.5 30.1 39.9 16.3 27.0 26.7 38.8
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, August 19, 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 : 83,443: 32,546 25,256 3,111 28,017 35,340 63,675 63,707: 19,768 19,736
Old : 83,443: 32,546 25,256 3,111 28,017 35,340 63,675 63,707: 19,768 19,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 2,759: 3,484 6,648 602 4,281 -10,416 8,366 -3,166: -5,607 5,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 30.3 3.7 33.6 42.4 76.3 76.3: 23.7 23.7
Old : 100.0: 39.0 30.3 3.7 33.6 42.4 76.3 76.3: 23.7 23.7
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 : 51: 16 16 3 14 14 30 33:
Old : 51: 16 16 3 14 14 30 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 : 42.5 34.6 53.9 48.4 38.1 33.5 47.9 46.9
Old : 42.5 34.6 53.9 48.4 38.1 33.5 47.9 46.9
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 30,857: 1,049 8,516 0 25,988 18,528 27,037 27,044: 3,820 3,813
Old : 30,857: 1,049 8,516 0 25,988 18,528 27,037 27,044: 3,820 3,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 769: 0 -148 0 454 200 454 52: 315 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 27.6 0.0 84.2 60.0 87.6 87.6: 12.4 12.4
Old : 100.0: 3.4 27.6 0.0 84.2 60.0 87.6 87.6: 12.4 12.4
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 : 47: 2 11 0 17 21 19 32:
Old : 47: 2 11 0 17 21 19 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 31.8 72.9 50.7 45.2 31.8 64.3 47.8
Old : 53.8 31.8 72.9 50.7 45.2 31.8 64.3 47.8
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, August 19, 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 : 578,920: 81,041 184,505 10,955 470,525 363,615 562,521 559,075: 16,400 19,846
Old : 578,920: 81,041 184,505 10,955 470,525 363,615 562,521 559,075: 16,400 19,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -4,115: 7,917 -23,981 3,541 15,312 31,326 26,769 10,885: -30,884 -15,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 31.9 1.9 81.3 62.8 97.2 96.6: 2.8 3.4
Old : 100.0: 14.0 31.9 1.9 81.3 62.8 97.2 96.6: 2.8 3.4
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 : 261: 42 106 32 62 76 126 192:
Old : 261: 42 106 32 62 76 126 192:
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 : 58.8 21.6 72.5 31.4 55.3 21.5 68.6 30.6
Old : 58.8 21.6 72.5 31.4 55.3 21.5 68.6 30.6
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 78,113: 10,874 38,377 18 58,313 31,251 69,205 69,646: 8,908 8,467
Old : 78,113: 10,874 38,377 18 58,313 31,251 69,205 69,646: 8,908 8,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,462: -1,951 382 1 2,596 134 646 517: 816 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 49.1 0.0 74.7 40.0 88.6 89.2: 11.4 10.8
Old : 100.0: 13.9 49.1 0.0 74.7 40.0 88.6 89.2: 11.4 10.8
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 : 70: 18 17 5 18 21 37 42:
Old : 70: 18 17 5 18 21 37 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 47.0 68.9 64.5 51.6 45.0 67.9 62.5
Old : 51.6 47.0 68.9 64.5 51.6 45.0 67.9 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 67,231: 13,641 8,768 233 22,804 47,504 36,678 56,505: 30,553 10,726
Old : 67,231: 13,641 8,768 233 22,804 47,504 36,678 56,505: 30,553 10,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 8,654: 4,570 -831 20 -191 5,189 4,399 4,378: 4,255 4,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 13.0 0.3 33.9 70.7 54.6 84.0: 45.4 16.0
Old : 100.0: 20.3 13.0 0.3 33.9 70.7 54.6 84.0: 45.4 16.0
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 : 55: 12 9 4 19 17 34 27:
Old : 55: 12 9 4 19 17 34 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 : 22.4 47.1 32.3 63.1 20.0 44.1 27.7 58.1
Old : 22.4 47.1 32.3 63.1 20.0 44.1 27.7 58.1
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, August 19, 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 : 21,254: 4,366 12,419 0 15,057 7,646 19,423 20,065: 1,831 1,189
Old : 21,254: 4,366 12,419 0 15,057 7,646 19,423 20,065: 1,831 1,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,320: -708 437 0 1,889 847 1,181 1,284: 139 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 58.4 0.0 70.8 36.0 91.4 94.4: 8.6 5.6
Old : 100.0: 20.5 58.4 0.0 70.8 36.0 91.4 94.4: 8.6 5.6
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 : 31: 9 7 0 10 7 19 14:
Old : 31: 9 7 0 10 7 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 65.6 75.6 83.8 60.8 65.6 69.5 80.6
Old : 66.5 65.6 75.6 83.8 60.8 65.6 69.5 80.6
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, August 19, 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 : 13,909: 5,144 1,310 2 7,831 11,785 12,977 13,097: 932 812
Old : 13,909: 5,144 1,310 2 7,831 11,785 12,977 13,097: 932 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -3,601: -746 97 -387 -71 -719 -1,204 -1,009: -2,397 -2,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 9.4 0.0 56.3 84.7 93.3 94.2: 6.7 5.8
Old : 100.0: 37.0 9.4 0.0 56.3 84.7 93.3 94.2: 6.7 5.8
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 : 24: 11 5 1 5 5 17 10:
Old : 24: 11 5 1 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 : 72.3 87.1 85.8 92.3 70.9 87.1 83.8 91.8
Old : 72.3 87.1 85.8 92.3 70.9 87.1 83.8 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, August 19, 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 : 14,686: 1,080 2,046 14 9,491 10,359 10,585 12,419: 4,101 2,267
Old : 14,686: 1,080 2,046 14 9,491 10,359 10,585 12,419: 4,101 2,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,086: 0 523 0 581 -56 581 467: 505 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 13.9 0.1 64.6 70.5 72.1 84.6: 27.9 15.4
Old : 100.0: 7.4 13.9 0.1 64.6 70.5 72.1 84.6: 27.9 15.4
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 : 28: 4 4 2 14 13 19 18:
Old : 28: 4 4 2 14 13 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 50.0 54.6 67.7 37.3 45.6 52.4 62.2
Old : 39.4 50.0 54.6 67.7 37.3 45.6 52.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2008