BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,136: 0 0 0 3,133 3,991 3,133 3,991: 1,003 145
Old : 4,136: 0 0 0 3,133 3,991 3,133 3,991: 1,003 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 140: 0 0 0 105 126 105 126: 35 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 75.8 96.5 75.8 96.5: 24.2 3.5
Old : 100.0: 0.0 0.0 0.0 75.8 96.5 75.8 96.5: 24.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 9 14 9:
Old : 20: 0 0 0 14 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 76.3 61.2 96.3 42.8 74.4 60.5 92.8
Old : 42.8 76.3 61.2 96.3 42.8 74.4 60.5 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 49,288: 4,951 2,063 7,903 30,981 29,058 43,836 39,024: 5,452 10,263
Old : 49,288: 4,951 2,063 7,903 30,981 29,058 43,836 39,024: 5,452 10,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -6: -7 29 -148 -52 231 -208 112: 201 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 4.2 16.0 62.9 59.0 88.9 79.2: 11.1 20.8
Old : 100.0: 10.0 4.2 16.0 62.9 59.0 88.9 79.2: 11.1 20.8
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 : 64: 12 17 22 27 29 53 54:
Old : 64: 12 17 22 27 29 53 54:
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 : 43.3 30.6 62.5 43.4 38.3 26.0 53.6 36.1
Old : 43.3 30.6 62.5 43.4 38.3 26.0 53.6 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 263,875: 52,868 31,034 64,219 117,963 132,242 235,049 227,494: 28,826 36,381
Old : 118,525: 29,641 42,170 13,531 63,326 46,789 106,498 102,490: 12,027 16,035
Other: 145,350: 44,318 9,954 29,597 54,637 85,453 128,551 125,004: 16,799 20,346
: : :
: : Changes in Commitments from: July 15, 2008 :
: -7,042: -6,097 -10,143 5,364 -4,528 -2,798 -5,262 -7,577: -1,780 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 11.8 24.3 44.7 50.1 89.1 86.2: 10.9 13.8
Old : 100.0: 25.0 35.6 11.4 53.4 39.5 89.9 86.5: 10.1 13.5
Other: 100.0: 30.5 6.8 20.4 37.6 58.8 88.4 86.0: 11.6 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 99 74 103 47 58 207 194:
Old : 227: 82 77 59 39 51 150 162:
Other: 208: 84 51 64 36 50 159 131:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 25.5 37.8 35.2 21.4 23.8 31.7 29.9
Old : 36.3 22.7 47.2 32.7 36.2 21.5 47.2 30.0
Other: 28.5 34.0 41.2 44.0 24.8 32.1 36.5 40.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 1,804: 584 684 12 411 490 1,007 1,186: 797 618
Old : 1,421: 559 527 11 154 469 724 1,007: 697 414
Other: 383: 25 157 1 257 21 283 179: 100 204
: : :
: : Changes in Commitments from: July 15, 2008 :
: -158: -168 79 -71 111 -189 -128 -181: -30 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 37.9 0.7 22.8 27.2 55.8 65.7: 44.2 34.3
Old : 100.0: 39.3 37.1 0.8 10.8 33.0 50.9 70.9: 49.1 29.1
Other: 100.0: 6.5 41.0 0.3 67.1 5.5 73.8 46.7: 26.2 53.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 7 1 5 3 14 10:
Old : 22: 8 7 1 5 3 14 10:
Other: 8: 1 2 1 2 2 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 49.5 47.9 61.6 30.4 49.5 47.9 60.7
Old : 29.7 51.9 42.4 65.7 29.7 51.9 42.4 64.5
Other: 73.8 46.4 73.8 46.7 73.6 46.4 73.6 46.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 361,907: 78,766 36,786 98,251 157,620 157,857 334,638 292,895: 27,270 69,013
Old : 361,907: 78,766 36,786 98,251 157,620 157,857 334,638 292,895: 27,270 69,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 81: -6,274 7,179 6,563 -70 -11,968 219 1,774: -138 -1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.2 27.1 43.6 43.6 92.5 80.9: 7.5 19.1
Old : 100.0: 21.8 10.2 27.1 43.6 43.6 92.5 80.9: 7.5 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 125 73 119 99 158 278 314:
Old : 387: 125 73 119 99 158 278 314:
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 : 19.0 15.2 30.4 24.3 18.8 12.6 30.0 20.1
Old : 19.0 15.2 30.4 24.3 18.8 12.6 30.0 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, July 22, 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 : 14,581: 3,872 5,554 2,738 6,077 4,484 12,686 12,775: 1,894 1,806
Old : 14,581: 3,872 5,554 2,738 6,077 4,484 12,686 12,775: 1,894 1,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 289: -48 247 309 73 -174 334 382: -46 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 38.1 18.8 41.7 30.8 87.0 87.6: 13.0 12.4
Old : 100.0: 26.6 38.1 18.8 41.7 30.8 87.0 87.6: 13.0 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 : 110: 37 34 19 21 28 66 77:
Old : 110: 37 34 19 21 28 66 77:
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 : 28.7 23.8 50.9 38.1 28.7 22.6 46.7 34.6
Old : 28.7 23.8 50.9 38.1 28.7 22.6 46.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 36,911: 11,081 6,344 9,085 10,418 7,206 30,584 22,636: 6,326 14,275
Old : 36,911: 11,081 6,344 9,085 10,418 7,206 30,584 22,636: 6,326 14,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 954: 1,282 -661 535 -1,461 -9 355 -134: 599 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 17.2 24.6 28.2 19.5 82.9 61.3: 17.1 38.7
Old : 100.0: 30.0 17.2 24.6 28.2 19.5 82.9 61.3: 17.1 38.7
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: 37 33 38 43 42 108 91:
Old : 135: 37 33 38 43 42 108 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 19.2 31.6 28.3 16.7 13.1 24.9 18.5
Old : 20.0 19.2 31.6 28.3 16.7 13.1 24.9 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 110,372: 45,402 20,131 7,956 24,319 58,109 77,677 86,196: 32,695 24,176
Old : 110,372: 45,402 20,131 7,956 24,319 58,109 77,677 86,196: 32,695 24,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,779: 3,419 -5,566 1,502 -2,673 5,129 2,248 1,064: 531 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 18.2 7.2 22.0 52.6 70.4 78.1: 29.6 21.9
Old : 100.0: 41.1 18.2 7.2 22.0 52.6 70.4 78.1: 29.6 21.9
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 : 78: 29 15 10 21 21 54 43:
Old : 78: 29 15 10 21 21 54 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 25.0 33.6 43.5 21.6 24.4 31.6 41.7
Old : 22.9 25.0 33.6 43.5 21.6 24.4 31.6 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 58,335: 18,094 19,653 3,060 14,610 21,176 35,765 43,889: 22,570 14,446
Old : 58,335: 18,094 19,653 3,060 14,610 21,176 35,765 43,889: 22,570 14,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -11,310: -15,004 1,620 460 5,880 -17,436 -8,665 -15,356: -2,645 4,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 33.7 5.2 25.0 36.3 61.3 75.2: 38.7 24.8
Old : 100.0: 31.0 33.7 5.2 25.0 36.3 61.3 75.2: 38.7 24.8
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 : 47: 15 14 3 13 11 29 27:
Old : 47: 15 14 3 13 11 29 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 : 25.5 33.2 39.2 48.2 20.9 32.7 32.4 46.3
Old : 25.5 33.2 39.2 48.2 20.9 32.7 32.4 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 111,688: 97,975 7,863 1,449 5,600 100,316 105,024 109,628: 6,665 2,061
Old : 111,688: 97,975 7,863 1,449 5,600 100,316 105,024 109,628: 6,665 2,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 4,418: 10,845 -7,033 1,127 -6,824 10,330 5,148 4,424: -731 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 7.0 1.3 5.0 89.8 94.0 98.2: 6.0 1.8
Old : 100.0: 87.7 7.0 1.3 5.0 89.8 94.0 98.2: 6.0 1.8
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 : 102: 65 14 2 9 17 75 32:
Old : 102: 65 14 2 9 17 75 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 : 53.5 66.5 64.4 83.9 53.5 66.5 64.4 83.0
Old : 53.5 66.5 64.4 83.9 53.5 66.5 64.4 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 116,321: 48,518 44,276 6,394 39,527 38,803 94,438 89,472: 21,882 26,848
Old : 116,321: 48,518 44,276 6,394 39,527 38,803 94,438 89,472: 21,882 26,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,710: -1,833 1,252 -162 294 -4,231 -1,701 -3,141: -9 1,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 38.1 5.5 34.0 33.4 81.2 76.9: 18.8 23.1
Old : 100.0: 41.7 38.1 5.5 34.0 33.4 81.2 76.9: 18.8 23.1
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 : 80: 21 34 9 12 19 40 55:
Old : 80: 21 34 9 12 19 40 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 : 30.3 27.1 47.9 39.5 29.6 25.7 46.7 37.8
Old : 30.3 27.1 47.9 39.5 29.6 25.7 46.7 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 231,903: 42,285 34,962 20,871 141,768 154,260 204,924 210,094: 26,979 21,809
Old : 231,903: 42,285 34,962 20,871 141,768 154,260 204,924 210,094: 26,979 21,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -27,053: -31,419 9,032 1,631 10,806 -36,453 -18,982 -25,789: -8,071 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 15.1 9.0 61.1 66.5 88.4 90.6: 11.6 9.4
Old : 100.0: 18.2 15.1 9.0 61.1 66.5 88.4 90.6: 11.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 36 26 12 28 25 70 57:
Old : 102: 36 26 12 28 25 70 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 : 44.0 48.8 57.9 63.2 29.3 36.4 36.6 44.7
Old : 44.0 48.8 57.9 63.2 29.3 36.4 36.6 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 211,204: 70,867 64,908 30,597 60,521 66,233 161,985 161,738: 49,219 49,466
Old : 211,204: 70,867 64,908 30,597 60,521 66,233 161,985 161,738: 49,219 49,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -13,256: -14,520 4,904 -690 5,808 -20,677 -9,402 -16,463: -3,854 3,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 30.7 14.5 28.7 31.4 76.7 76.6: 23.3 23.4
Old : 100.0: 33.6 30.7 14.5 28.7 31.4 76.7 76.6: 23.3 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 48 58 44 36 35 114 107:
Old : 154: 48 58 44 36 35 114 107:
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 : 17.3 24.8 29.2 35.1 16.6 22.5 26.2 30.4
Old : 17.3 24.8 29.2 35.1 16.6 22.5 26.2 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 27,932: 13,384 8,400 0 11,894 18,096 25,278 26,496: 2,654 1,436
Old : 27,932: 13,384 8,400 0 11,894 18,096 25,278 26,496: 2,654 1,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,136: -197 146 0 -761 -927 -958 -781: -178 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 30.1 0.0 42.6 64.8 90.5 94.9: 9.5 5.1
Old : 100.0: 47.9 30.1 0.0 42.6 64.8 90.5 94.9: 9.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 6 0 11 12 26 18:
Old : 39: 15 6 0 11 12 26 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 : 52.1 81.9 68.6 91.1 52.1 80.0 68.6 89.1
Old : 52.1 81.9 68.6 91.1 52.1 80.0 68.6 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :15,490,800: 881,471 338,422 5,130,608 8,389,295 8,964,299 14,401,374 14,433,329: 1,089,426 1,057,471
Old :15,490,800: 881,471 338,422 5,130,608 8,389,295 8,964,299 14,401,374 14,433,329: 1,089,426 1,057,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -440,353: -127,255 -29,958 -258,664 -17,505 -160,942 -403,424 -449,563: -36,930 9,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.2 33.1 54.2 57.9 93.0 93.2: 7.0 6.8
Old : 100.0: 5.7 2.2 33.1 54.2 57.9 93.0 93.2: 7.0 6.8
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 : 280: 85 47 116 132 126 270 247:
Old : 280: 85 47 116 132 126 270 247:
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 : 20.7 22.3 31.4 35.0 17.1 14.5 21.3 21.2
Old : 20.7 22.3 31.4 35.0 17.1 14.5 21.3 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 697,333: 85,062 49,407 82,956 409,724 411,764 577,743 544,128: 119,591 153,206
Old : 697,333: 85,062 49,407 82,956 409,724 411,764 577,743 544,128: 119,591 153,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -102,578: -5,248 -10,498 -70,157 -10,515 -20,879 -85,920 -101,534: -16,658 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 7.1 11.9 58.8 59.0 82.9 78.0: 17.1 22.0
Old : 100.0: 12.2 7.1 11.9 58.8 59.0 82.9 78.0: 17.1 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 53 49 63 82 62 168 142:
Old : 207: 53 49 63 82 62 168 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 22.7 27.1 32.9 17.5 22.6 25.6 31.7
Old : 18.3 22.7 27.1 32.9 17.5 22.6 25.6 31.7
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, July 22, 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 : 2,591,480: 442,223 650,138 177,592 1,475,312 1,558,648 2,095,126 2,386,378: 496,354 205,102
Old : 2,591,480: 442,223 650,138 177,592 1,475,312 1,558,648 2,095,126 2,386,378: 496,354 205,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -306,301: -16,104 23,010 -129,493 -120,948 -184,515 -266,545 -290,999: -39,756 -15,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 25.1 6.9 56.9 60.1 80.8 92.1: 19.2 7.9
Old : 100.0: 17.1 25.1 6.9 56.9 60.1 80.8 92.1: 19.2 7.9
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 : 393: 109 120 91 109 113 274 268:
Old : 393: 109 120 91 109 113 274 268:
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 : 17.4 17.5 26.8 26.7 12.4 13.9 20.8 22.3
Old : 17.4 17.5 26.8 26.7 12.4 13.9 20.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 96,011: 12,363 30,103 361 69,383 61,981 82,107 92,445: 13,904 3,567
Old : 96,011: 12,363 30,103 361 69,383 61,981 82,107 92,445: 13,904 3,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,494: -763 738 244 -2,339 -2,124 -2,857 -1,141: 1,364 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 31.4 0.4 72.3 64.6 85.5 96.3: 14.5 3.7
Old : 100.0: 12.9 31.4 0.4 72.3 64.6 85.5 96.3: 14.5 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 : 84: 13 17 3 36 30 51 48:
Old : 84: 13 17 3 36 30 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 41.0 47.7 59.8 26.1 39.5 44.6 58.1
Old : 28.4 41.0 47.7 59.8 26.1 39.5 44.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 28,539: 2,951 8,035 5 19,698 15,860 22,654 23,900: 5,885 4,639
Old : 28,539: 2,951 8,035 5 19,698 15,860 22,654 23,900: 5,885 4,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,774: -867 677 -38 231 -1,418 -674 -779: -1,100 -995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 28.2 0.0 69.0 55.6 79.4 83.7: 20.6 16.3
Old : 100.0: 10.3 28.2 0.0 69.0 55.6 79.4 83.7: 20.6 16.3
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 : 42: 4 11 1 19 16 24 27:
Old : 42: 4 11 1 19 16 24 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 : 51.0 39.2 64.1 61.0 49.4 39.2 62.3 61.0
Old : 51.0 39.2 64.1 61.0 49.4 39.2 62.3 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 329,105: 94,461 143,617 11,611 194,540 145,962 300,613 301,189: 28,492 27,916
Old : 329,105: 94,461 143,617 11,611 194,540 145,962 300,613 301,189: 28,492 27,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 12,399: -9,319 28,534 -2,645 16,510 -16,638 4,546 9,250: 7,853 3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 43.6 3.5 59.1 44.4 91.3 91.5: 8.7 8.5
Old : 100.0: 28.7 43.6 3.5 59.1 44.4 91.3 91.5: 8.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 68 70 23 56 54 139 133:
Old : 236: 68 70 23 56 54 139 133:
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 21.4 40.6 34.2 23.9 20.6 36.4 31.7
Old : 27.7 21.4 40.6 34.2 23.9 20.6 36.4 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 118,565: 66,521 14,765 7,888 12,611 82,631 87,020 105,285: 31,545 13,280
Old : 118,565: 66,521 14,765 7,888 12,611 82,631 87,020 105,285: 31,545 13,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 5,878: -3,405 56 4,158 4,924 -1,188 5,677 3,026: 201 2,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 12.5 6.7 10.6 69.7 73.4 88.8: 26.6 11.2
Old : 100.0: 56.1 12.5 6.7 10.6 69.7 73.4 88.8: 26.6 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 : 60: 28 11 4 17 15 48 27:
Old : 60: 28 11 4 17 15 48 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 : 25.4 51.9 38.3 67.0 25.4 50.9 37.6 63.2
Old : 25.4 51.9 38.3 67.0 25.4 50.9 37.6 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 35,844: 1,024 15,629 0 27,459 16,186 28,483 31,815: 7,361 4,028
Old : 35,844: 1,024 15,629 0 27,459 16,186 28,483 31,815: 7,361 4,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -2,198: 31 -2,461 0 -1,084 -143 -1,053 -2,604: -1,145 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 43.6 0.0 76.6 45.2 79.5 88.8: 20.5 11.2
Old : 100.0: 2.9 43.6 0.0 76.6 45.2 79.5 88.8: 20.5 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 : 50: 2 15 0 17 21 19 36:
Old : 50: 2 15 0 17 21 19 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 31.6 68.6 48.9 49.9 31.6 60.1 46.7
Old : 56.1 31.6 68.6 48.9 49.9 31.6 60.1 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 635,199: 83,532 280,413 5,619 534,282 301,200 623,433 587,231: 11,765 47,967
Old : 635,199: 83,532 280,413 5,619 534,282 301,200 623,433 587,231: 11,765 47,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -43,591: -9,574 -14,281 1,219 -31,072 -30,413 -39,428 -43,475: -4,163 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 44.1 0.9 84.1 47.4 98.1 92.4: 1.9 7.6
Old : 100.0: 13.2 44.1 0.9 84.1 47.4 98.1 92.4: 1.9 7.6
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 : 260: 33 116 25 59 75 110 198:
Old : 260: 33 116 25 59 75 110 198:
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 : 59.0 21.9 75.0 32.0 56.4 21.8 72.0 31.0
Old : 59.0 21.9 75.0 32.0 56.4 21.8 72.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 75,274: 14,109 36,449 7 52,556 31,573 66,672 68,029: 8,602 7,245
Old : 75,274: 14,109 36,449 7 52,556 31,573 66,672 68,029: 8,602 7,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,512: 658 1,389 -397 1,012 1,020 1,272 2,011: 240 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 48.4 0.0 69.8 41.9 88.6 90.4: 11.4 9.6
Old : 100.0: 18.7 48.4 0.0 69.8 41.9 88.6 90.4: 11.4 9.6
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 : 73: 21 21 3 13 23 36 45:
Old : 73: 21 21 3 13 23 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 45.7 69.3 64.1 52.6 44.4 68.5 62.7
Old : 52.6 45.7 69.3 64.1 52.6 44.4 68.5 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 52,053: 7,655 6,553 339 19,461 38,267 27,455 45,159: 24,598 6,894
Old : 52,053: 7,655 6,553 339 19,461 38,267 27,455 45,159: 24,598 6,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,514: -463 -468 -82 -2,676 -630 -3,221 -1,180: 1,707 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.6 0.7 37.4 73.5 52.7 86.8: 47.3 13.2
Old : 100.0: 14.7 12.6 0.7 37.4 73.5 52.7 86.8: 47.3 13.2
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 : 60: 16 9 2 23 17 41 26:
Old : 60: 16 9 2 23 17 41 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 : 19.2 53.8 29.5 66.2 17.5 49.4 24.4 61.2
Old : 19.2 53.8 29.5 66.2 17.5 49.4 24.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 18,907: 4,906 10,753 52 12,544 6,603 17,502 17,408: 1,405 1,499
Old : 18,907: 4,906 10,753 52 12,544 6,603 17,502 17,408: 1,405 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 209: 465 -327 0 492 440 957 113: -748 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 56.9 0.3 66.3 34.9 92.6 92.1: 7.4 7.9
Old : 100.0: 25.9 56.9 0.3 66.3 34.9 92.6 92.1: 7.4 7.9
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 : 30: 10 6 1 9 8 19 15:
Old : 30: 10 6 1 9 8 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 62.4 76.0 81.4 59.0 62.4 68.8 77.5
Old : 65.3 62.4 76.0 81.4 59.0 62.4 68.8 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 14,707: 6,034 784 0 7,735 13,149 13,769 13,933: 938 774
Old : 14,707: 6,034 784 0 7,735 13,149 13,769 13,933: 938 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,664: -477 91 -44 -154 -1,039 -675 -992: -989 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 5.3 0.0 52.6 89.4 93.6 94.7: 6.4 5.3
Old : 100.0: 41.0 5.3 0.0 52.6 89.4 93.6 94.7: 6.4 5.3
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 : 25: 11 5 0 6 6 17 11:
Old : 25: 11 5 0 6 6 17 11:
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 : 67.5 88.1 83.2 92.5 66.1 88.1 81.8 91.8
Old : 67.5 88.1 83.2 92.5 66.1 88.1 81.8 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, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 12,488: 1,080 727 14 8,230 9,193 9,324 9,934: 3,164 2,554
Old : 12,488: 1,080 727 14 8,230 9,193 9,324 9,934: 3,164 2,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 964: 0 448 0 126 328 126 776: 838 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.8 0.1 65.9 73.6 74.7 79.5: 25.3 20.5
Old : 100.0: 8.6 5.8 0.1 65.9 73.6 74.7 79.5: 25.3 20.5
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 : 25: 4 3 2 12 11 17 15:
Old : 25: 4 3 2 12 11 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 55.7 61.4 71.7 44.5 53.0 59.6 67.6
Old : 46.4 55.7 61.4 71.7 44.5 53.0 59.6 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2008