BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,455: 0 0 0 2,412 2,938 2,412 2,938: 1,043 517
Old : 3,455: 0 0 0 2,412 2,938 2,412 2,938: 1,043 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 18: 0 0 0 -200 -202 -200 -202: 218 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 69.8 85.0 69.8 85.0: 30.2 15.0
Old : 100.0: 0.0 0.0 0.0 69.8 85.0 69.8 85.0: 30.2 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 9 15 9:
Old : 20: 0 0 0 15 9 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 70.4 57.7 84.4 42.0 69.4 56.6 81.9
Old : 43.2 70.4 57.7 84.4 42.0 69.4 56.6 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 55,615: 2,760 5,374 8,922 36,307 29,790 47,989 44,087: 7,625 11,528
Old : 55,615: 2,760 5,374 8,922 36,307 29,790 47,989 44,087: 7,625 11,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -739: -317 649 84 -1,585 -1,169 -1,817 -436: 1,078 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.7 16.0 65.3 53.6 86.3 79.3: 13.7 20.7
Old : 100.0: 5.0 9.7 16.0 65.3 53.6 86.3 79.3: 13.7 20.7
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 : 69: 8 22 23 26 33 53 59:
Old : 69: 8 22 23 26 33 53 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 24.5 58.3 35.8 39.1 21.3 52.4 31.5
Old : 44.1 24.5 58.3 35.8 39.1 21.3 52.4 31.5
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, September 23, 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 : 219,474: 39,522 28,947 54,510 102,550 104,926 196,582 188,383: 22,892 31,092
Old : 27,741: 10,394 7,630 4,204 7,658 11,133 22,256 22,967: 5,485 4,774
Other: 191,733: 35,100 27,289 44,333 94,892 93,793 174,325 165,415: 17,408 26,318
: : :
: : Changes in Commitments from: September 16, 2008 :
: -11,559: -2,429 -1,013 -2,015 -3,743 -2,151 -8,188 -5,180: -3,371 -6,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 13.2 24.8 46.7 47.8 89.6 85.8: 10.4 14.2
Old : 100.0: 37.5 27.5 15.2 27.6 40.1 80.2 82.8: 19.8 17.2
Other: 100.0: 18.3 14.2 23.1 49.5 48.9 90.9 86.3: 9.1 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 88 70 90 52 62 177 198:
Old : 151: 60 33 30 28 43 94 100:
Other: 233: 72 76 82 48 59 164 184:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 25.8 37.5 36.2 23.1 23.4 36.1 30.1
Old : 17.7 23.9 28.2 35.7 13.8 17.9 23.5 29.4
Other: 25.9 28.3 41.6 37.5 25.8 25.8 39.7 32.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 297,516: 67,787 59,912 57,873 147,596 123,137 273,256 240,922: 24,260 56,594
Old : 297,516: 67,787 59,912 57,873 147,596 123,137 273,256 240,922: 24,260 56,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -19,668: -3,730 -2,231 -8,201 -4,781 -5,114 -16,712 -15,546: -2,956 -4,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 20.1 19.5 49.6 41.4 91.8 81.0: 8.2 19.0
Old : 100.0: 22.8 20.1 19.5 49.6 41.4 91.8 81.0: 8.2 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 : 345: 71 102 99 103 143 239 297:
Old : 345: 71 102 99 103 143 239 297:
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 16.0 33.8 24.3 19.7 13.4 33.1 20.1
Old : 20.4 16.0 33.8 24.3 19.7 13.4 33.1 20.1
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, September 23, 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 : 12,496: 4,428 5,294 1,759 4,498 3,117 10,685 10,171: 1,812 2,325
Old : 12,496: 4,428 5,294 1,759 4,498 3,117 10,685 10,171: 1,812 2,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -9: 147 165 97 -147 -283 97 -21: -106 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 42.4 14.1 36.0 24.9 85.5 81.4: 14.5 18.6
Old : 100.0: 35.4 42.4 14.1 36.0 24.9 85.5 81.4: 14.5 18.6
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 : 97: 30 34 18 19 24 57 71:
Old : 97: 30 34 18 19 24 57 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 : 27.7 25.5 48.4 37.3 27.4 24.8 46.6 35.0
Old : 27.7 25.5 48.4 37.3 27.4 24.8 46.6 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 29,643: 8,356 9,889 6,381 9,820 3,828 24,557 20,098: 5,086 9,545
Old : 29,643: 8,356 9,889 6,381 9,820 3,828 24,557 20,098: 5,086 9,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 465: -748 539 880 855 359 987 1,778: -521 -1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 33.4 21.5 33.1 12.9 82.8 67.8: 17.2 32.2
Old : 100.0: 28.2 33.4 21.5 33.1 12.9 82.8 67.8: 17.2 32.2
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 : 136: 33 46 35 44 27 95 94:
Old : 136: 33 46 35 44 27 95 94:
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 21.9 33.2 29.0 19.2 17.1 27.8 22.3
Old : 23.1 21.9 33.2 29.0 19.2 17.1 27.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 103,558: 17,498 33,696 11,324 49,306 34,800 78,128 79,820: 25,430 23,738
Old : 103,558: 17,498 33,696 11,324 49,306 34,800 78,128 79,820: 25,430 23,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -51,382: -16,803 -9,606 1,586 -33,618 -38,837 -48,835 -46,858: -2,547 -4,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 32.5 10.9 47.6 33.6 75.4 77.1: 24.6 22.9
Old : 100.0: 16.9 32.5 10.9 47.6 33.6 75.4 77.1: 24.6 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 19 28 16 18 17 44 55:
Old : 75: 19 28 16 18 17 44 55:
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 : 37.4 27.4 49.6 39.9 35.7 25.3 46.1 36.3
Old : 37.4 27.4 49.6 39.9 35.7 25.3 46.1 36.3
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, September 23, 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 : 51,576: 9,485 16,660 5,815 21,993 16,625 37,293 39,101: 14,282 12,474
Old : 51,576: 9,485 16,660 5,815 21,993 16,625 37,293 39,101: 14,282 12,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 4,589: 879 -4,312 1,124 -1,176 11,824 828 8,636: 3,762 -4,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 32.3 11.3 42.6 32.2 72.3 75.8: 27.7 24.2
Old : 100.0: 18.4 32.3 11.3 42.6 32.2 72.3 75.8: 27.7 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 : 45: 12 20 8 8 8 23 33:
Old : 45: 12 20 8 8 8 23 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 : 39.2 35.1 55.9 47.8 35.8 33.1 48.0 41.5
Old : 39.2 35.1 55.9 47.8 35.8 33.1 48.0 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 48,562: 14,498 8,069 0 30,288 37,558 44,786 45,627: 3,776 2,935
Old : 48,562: 14,498 8,069 0 30,288 37,558 44,786 45,627: 3,776 2,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -1,662: -10,316 563 -3 9,171 -2,542 -1,148 -1,982: -514 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 16.6 0.0 62.4 77.3 92.2 94.0: 7.8 6.0
Old : 100.0: 29.9 16.6 0.0 62.4 77.3 92.2 94.0: 7.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 17 20 0 8 11 25 31:
Old : 55: 17 20 0 8 11 25 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 : 58.9 62.1 79.1 76.6 45.9 45.8 59.1 54.9
Old : 58.9 62.1 79.1 76.6 45.9 45.8 59.1 54.9
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, September 23, 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 : 115,805: 11,650 57,813 12,456 79,071 17,629 103,178 87,897: 12,627 27,908
Old : 115,805: 11,650 57,813 12,456 79,071 17,629 103,178 87,897: 12,627 27,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -6,652: -6,583 -8,777 986 1,592 1,244 -4,006 -6,547: -2,646 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 49.9 10.8 68.3 15.2 89.1 75.9: 10.9 24.1
Old : 100.0: 10.1 49.9 10.8 68.3 15.2 89.1 75.9: 10.9 24.1
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 : 72: 9 39 11 17 16 31 61:
Old : 72: 9 39 11 17 16 31 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 : 43.2 19.9 62.9 32.7 42.0 19.9 60.2 31.4
Old : 43.2 19.9 62.9 32.7 42.0 19.9 60.2 31.4
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, September 23, 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 : 182,026: 47,240 19,394 16,017 93,352 130,699 156,610 166,111: 25,416 15,915
Old : 182,026: 47,240 19,394 16,017 93,352 130,699 156,610 166,111: 25,416 15,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 11,804: -216 -5,118 2,032 10,531 20,529 12,347 17,443: -543 -5,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 10.7 8.8 51.3 71.8 86.0 91.3: 14.0 8.7
Old : 100.0: 26.0 10.7 8.8 51.3 71.8 86.0 91.3: 14.0 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 33 28 17 19 20 60 57:
Old : 92: 33 28 17 19 20 60 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 : 41.3 48.3 54.3 66.6 40.1 48.3 49.9 64.5
Old : 41.3 48.3 54.3 66.6 40.1 48.3 49.9 64.5
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, September 23, 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 : 202,651: 30,837 66,125 37,494 91,446 54,994 159,776 158,613: 42,874 44,038
Old : 202,651: 30,837 66,125 37,494 91,446 54,994 159,776 158,613: 42,874 44,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 9,726: -918 -8,863 -5,233 13,594 23,511 7,442 9,415: 2,283 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 32.6 18.5 45.1 27.1 78.8 78.3: 21.2 21.7
Old : 100.0: 15.2 32.6 18.5 45.1 27.1 78.8 78.3: 21.2 21.7
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 : 135: 36 54 36 29 35 88 102:
Old : 135: 36 54 36 29 35 88 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 23.6 36.6 35.4 22.7 22.1 33.3 28.2
Old : 22.8 23.6 36.6 35.4 22.7 22.1 33.3 28.2
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, September 23, 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 : 22,337: 4,418 9,004 0 16,676 9,725 21,094 18,729: 1,243 3,608
Old : 22,337: 4,418 9,004 0 16,676 9,725 21,094 18,729: 1,243 3,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 2,999: -3,326 -2,640 0 5,807 5,027 2,481 2,387: 518 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 40.3 0.0 74.7 43.5 94.4 83.8: 5.6 16.2
Old : 100.0: 19.8 40.3 0.0 74.7 43.5 94.4 83.8: 5.6 16.2
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 : 25: 5 8 0 8 6 13 14:
Old : 25: 5 8 0 8 6 13 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 : 64.1 67.7 91.4 77.4 64.1 67.7 89.7 77.4
Old : 64.1 67.7 91.4 77.4 64.1 67.7 89.7 77.4
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, September 23, 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 :13,402,817: 742,814 388,207 4,321,771 7,347,928 7,792,172 12,412,512 12,502,150: 990,305 900,667
Old :13,402,817: 742,814 388,207 4,321,771 7,347,928 7,792,172 12,412,512 12,502,150: 990,305 900,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -943,878: -328,387 -19,648 -154,611 -337,352 -711,120 -820,349 -885,378: -123,528 -58,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.9 32.2 54.8 58.1 92.6 93.3: 7.4 6.7
Old : 100.0: 5.5 2.9 32.2 54.8 58.1 92.6 93.3: 7.4 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 : 237: 71 39 92 118 117 229 213:
Old : 237: 71 39 92 118 117 229 213:
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 : 25.9 23.9 36.0 38.5 18.9 14.6 22.2 21.7
Old : 25.9 23.9 36.0 38.5 18.9 14.6 22.2 21.7
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, September 23, 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 : 698,695: 85,939 53,740 82,274 409,540 436,413 577,753 572,426: 120,942 126,269
Old : 698,695: 85,939 53,740 82,274 409,540 436,413 577,753 572,426: 120,942 126,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -175,212: 3,469 -9,990 -53,969 -80,561 -62,178 -131,061 -126,136: -44,151 -49,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.7 11.8 58.6 62.5 82.7 81.9: 17.3 18.1
Old : 100.0: 12.3 7.7 11.8 58.6 62.5 82.7 81.9: 17.3 18.1
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 : 195: 52 37 57 83 68 162 135:
Old : 195: 52 37 57 83 68 162 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 20.1 26.5 31.2 17.0 19.7 23.8 29.8
Old : 17.7 20.1 26.5 31.2 17.0 19.7 23.8 29.8
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, September 23, 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 : 2,471,965: 340,206 490,885 193,118 1,481,202 1,466,559 2,014,526 2,150,562: 457,440 321,404
Old : 2,471,965: 340,206 490,885 193,118 1,481,202 1,466,559 2,014,526 2,150,562: 457,440 321,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
:-1,010,997: -207,670 -162,433 -154,174 -627,077 -749,075 -988,922 -1,065,682: -22,076 54,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 19.9 7.8 59.9 59.3 81.5 87.0: 18.5 13.0
Old : 100.0: 13.8 19.9 7.8 59.9 59.3 81.5 87.0: 18.5 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 : 389: 111 100 76 120 119 264 262:
Old : 389: 111 100 76 120 119 264 262:
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 18.1 27.5 27.0 13.1 15.3 22.9 22.6
Old : 17.6 18.1 27.5 27.0 13.1 15.3 22.9 22.6
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, September 23, 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 : 86,638: 9,672 21,494 368 66,613 61,597 76,654 83,459: 9,984 3,178
Old : 86,638: 9,672 21,494 368 66,613 61,597 76,654 83,459: 9,984 3,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -42,489: -10,244 -8,076 -1,584 -23,789 -31,296 -35,616 -40,956: -6,873 -1,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 24.8 0.4 76.9 71.1 88.5 96.3: 11.5 3.7
Old : 100.0: 11.2 24.8 0.4 76.9 71.1 88.5 96.3: 11.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 9 16 2 34 36 44 53:
Old : 81: 9 16 2 34 36 44 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 40.9 54.4 57.8 26.9 40.9 48.9 57.7
Old : 30.9 40.9 54.4 57.8 26.9 40.9 48.9 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 21,031: 1,851 3,507 89 14,010 12,171 15,951 15,767: 5,081 5,264
Old : 21,031: 1,851 3,507 89 14,010 12,171 15,951 15,767: 5,081 5,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -19,029: -3,948 -923 -237 -11,241 -14,444 -15,425 -15,604: -3,603 -3,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.7 0.4 66.6 57.9 75.8 75.0: 24.2 25.0
Old : 100.0: 8.8 16.7 0.4 66.6 57.9 75.8 75.0: 24.2 25.0
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 : 38: 5 9 2 18 15 23 26:
Old : 38: 5 9 2 18 15 23 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 : 45.4 40.8 56.9 53.9 44.9 38.7 54.7 51.1
Old : 45.4 40.8 56.9 53.9 44.9 38.7 54.7 51.1
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, September 23, 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 : 290,103: 86,207 104,633 6,053 173,826 167,911 266,085 278,596: 24,018 11,507
Old : 290,103: 86,207 104,633 6,053 173,826 167,911 266,085 278,596: 24,018 11,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -153,154: -29,442 -15,565 -22,242 -78,366 -87,746 -130,050 -125,553: -23,104 -27,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 36.1 2.1 59.9 57.9 91.7 96.0: 8.3 4.0
Old : 100.0: 29.7 36.1 2.1 59.9 57.9 91.7 96.0: 8.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 56 66 21 55 54 121 131:
Old : 218: 56 66 21 55 54 121 131:
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 : 31.8 20.0 46.4 33.8 28.3 17.9 40.7 28.9
Old : 31.8 20.0 46.4 33.8 28.3 17.9 40.7 28.9
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, September 23, 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 : 62,183: 8,648 27,210 3,294 33,324 16,062 45,266 46,565: 16,917 15,617
Old : 62,183: 8,648 27,210 3,294 33,324 16,062 45,266 46,565: 16,917 15,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 1,385: -2,026 1,307 437 3,651 3,526 2,063 5,271: -678 -3,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 43.8 5.3 53.6 25.8 72.8 74.9: 27.2 25.1
Old : 100.0: 13.9 43.8 5.3 53.6 25.8 72.8 74.9: 27.2 25.1
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 : 47: 8 21 5 10 15 20 39:
Old : 47: 8 21 5 10 15 20 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 30.8 64.6 45.4 46.7 30.7 59.3 43.3
Old : 47.1 30.8 64.6 45.4 46.7 30.7 59.3 43.3
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, September 23, 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 : 58,575: 14,636 21,231 8 36,650 30,858 51,294 52,097: 7,281 6,478
Old : 58,575: 14,636 21,231 8 36,650 30,858 51,294 52,097: 7,281 6,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 3,682: 3,129 -4,011 5 2,808 8,841 5,942 4,835: -2,260 -1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 36.2 0.0 62.6 52.7 87.6 88.9: 12.4 11.1
Old : 100.0: 25.0 36.2 0.0 62.6 52.7 87.6 88.9: 12.4 11.1
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 : 68: 19 17 2 15 22 36 39:
Old : 68: 19 17 2 15 22 36 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 44.6 62.2 63.8 40.2 40.8 57.6 56.8
Old : 40.2 44.6 62.2 63.8 40.2 40.8 57.6 56.8
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, September 23, 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 : 53,277: 8,877 15,069 131 28,318 29,216 37,326 44,416: 15,951 8,861
Old : 53,277: 8,877 15,069 131 28,318 29,216 37,326 44,416: 15,951 8,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: 597: 1,547 2,123 -963 -642 9,523 -58 10,683: 655 -10,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 28.3 0.2 53.2 54.8 70.1 83.4: 29.9 16.6
Old : 100.0: 16.7 28.3 0.2 53.2 54.8 70.1 83.4: 29.9 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 9 13 2 15 22 26 35:
Old : 56: 9 13 2 15 22 26 35:
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 : 40.6 32.3 54.4 51.8 36.9 32.1 50.3 51.6
Old : 40.6 32.3 54.4 51.8 36.9 32.1 50.3 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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: 3,858 8,643 37 12,957 8,401 16,852 17,081: 1,621 1,392
Old : 18,473: 3,858 8,643 37 12,957 8,401 16,852 17,081: 1,621 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -5,327: 723 -4,321 -807 -4,917 6 -5,001 -5,122: -326 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 46.8 0.2 70.1 45.5 91.2 92.5: 8.8 7.5
Old : 100.0: 20.9 46.8 0.2 70.1 45.5 91.2 92.5: 8.8 7.5
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 : 31: 7 8 1 8 10 16 18:
Old : 31: 7 8 1 8 10 16 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 : 65.0 47.6 78.2 72.4 57.1 47.4 69.4 67.8
Old : 65.0 47.6 78.2 72.4 57.1 47.4 69.4 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,624: 6,332 1,809 0 8,602 12,973 14,934 14,782: 690 842
Old : 15,624: 6,332 1,809 0 8,602 12,973 14,934 14,782: 690 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -359: -21 226 -151 533 74 361 149: -720 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 11.6 0.0 55.1 83.0 95.6 94.6: 4.4 5.4
Old : 100.0: 40.5 11.6 0.0 55.1 83.0 95.6 94.6: 4.4 5.4
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 : 27: 10 8 0 6 5 16 13:
Old : 27: 10 8 0 6 5 16 13:
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 : 65.8 84.3 84.1 90.1 64.5 84.3 82.8 90.0
Old : 65.8 84.3 84.1 90.1 64.5 84.3 82.8 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2008