BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 3,933: 0 0 0 3,068 3,573 3,068 3,573: 864 360
Old : 3,933: 0 0 0 3,068 3,573 3,068 3,573: 864 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 78.0 90.9 78.0 90.9: 22.0 9.1
Old : 100.0: 0.0 0.0 0.0 78.0 90.9 78.0 90.9: 22.0 9.1
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 : 20: 0 0 0 14 8 14 8:
Old : 20: 0 0 0 14 8 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 75.0 63.1 90.9 44.8 70.0 61.7 84.1
Old : 44.8 75.0 63.1 90.9 44.8 70.0 61.7 84.1
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, August 26, 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 : 58,004: 3,688 4,022 8,608 39,976 33,493 52,272 46,123: 5,732 11,881
Old : 58,004: 3,688 4,022 8,608 39,976 33,493 52,272 46,123: 5,732 11,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 2,507: -349 352 552 2,189 1,970 2,393 2,874: 114 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.9 14.8 68.9 57.7 90.1 79.5: 9.9 20.5
Old : 100.0: 6.4 6.9 14.8 68.9 57.7 90.1 79.5: 9.9 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 : 68: 10 18 19 30 33 53 57:
Old : 68: 10 18 19 30 33 53 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 : 46.6 27.1 61.3 39.5 40.5 21.8 54.0 31.7
Old : 46.6 27.1 61.3 39.5 40.5 21.8 54.0 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 247,057: 47,003 23,859 64,961 111,483 124,509 223,447 213,329: 23,610 33,728
Old : 85,019: 22,559 38,198 4,631 50,565 30,599 77,755 73,429: 7,264 11,590
Other: 162,038: 49,645 10,862 35,129 60,918 93,910 145,692 139,900: 16,346 22,138
: : :
: : Changes in Commitments from: August 19, 2008 :
: -5,175: -1,100 -5,040 -3,035 -339 540 -4,474 -7,535: -702 2,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 9.7 26.3 45.1 50.4 90.4 86.3: 9.6 13.7
Old : 100.0: 26.5 44.9 5.4 59.5 36.0 91.5 86.4: 8.5 13.6
Other: 100.0: 30.6 6.7 21.7 37.6 58.0 89.9 86.3: 10.1 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 83 64 92 44 62 186 175:
Old : 195: 59 66 30 28 56 102 137:
Other: 209: 91 41 59 39 56 155 135:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 27.4 38.0 38.1 24.9 25.2 35.3 32.4
Old : 42.9 20.9 57.0 34.2 42.9 20.7 56.9 33.0
Other: 26.3 32.3 39.4 43.6 23.1 30.6 34.3 39.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 316,437: 72,240 49,380 68,149 155,369 141,043 295,758 258,573: 20,679 57,865
Old : 316,437: 72,240 49,380 68,149 155,369 141,043 295,758 258,573: 20,679 57,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -2,221: -1,148 1,255 -152 535 -2,316 -765 -1,213: -1,456 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 15.6 21.5 49.1 44.6 93.5 81.7: 6.5 18.3
Old : 100.0: 22.8 15.6 21.5 49.1 44.6 93.5 81.7: 6.5 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 88 82 95 93 149 234 285:
Old : 342: 88 82 95 93 149 234 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 15.3 34.0 24.0 21.4 13.4 33.3 20.4
Old : 21.7 15.3 34.0 24.0 21.4 13.4 33.3 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 13,712: 3,900 3,564 2,801 5,238 6,035 11,938 12,400: 1,774 1,312
Old : 13,712: 3,900 3,564 2,801 5,238 6,035 11,938 12,400: 1,774 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -1,165: -331 -281 -480 1 -42 -810 -803: -354 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 26.0 20.4 38.2 44.0 87.1 90.4: 12.9 9.6
Old : 100.0: 28.4 26.0 20.4 38.2 44.0 87.1 90.4: 12.9 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 : 106: 38 27 22 21 30 71 70:
Old : 106: 38 27 22 21 30 71 70:
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 : 26.6 24.5 46.4 40.7 26.3 23.0 43.2 35.3
Old : 26.6 24.5 46.4 40.7 26.3 23.0 43.2 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 35,405: 11,555 6,825 9,727 8,809 7,095 30,091 23,647: 5,313 11,757
Old : 35,405: 11,555 6,825 9,727 8,809 7,095 30,091 23,647: 5,313 11,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -1,078: -679 1,245 -328 -384 -1,137 -1,390 -220: 312 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.3 27.5 24.9 20.0 85.0 66.8: 15.0 33.2
Old : 100.0: 32.6 19.3 27.5 24.9 20.0 85.0 66.8: 15.0 33.2
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 : 123: 33 35 37 35 37 91 91:
Old : 123: 33 35 37 35 37 91 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 : 26.6 21.8 43.4 31.6 23.7 13.4 33.1 18.1
Old : 26.6 21.8 43.4 31.6 23.7 13.4 33.1 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 129,633: 37,311 49,320 8,278 52,692 41,368 98,281 98,967: 31,352 30,666
Old : 129,633: 37,311 49,320 8,278 52,692 41,368 98,281 98,967: 31,352 30,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -10,371: -5,001 -17,653 -154 -7,848 8,218 -13,003 -9,588: 2,632 -782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 38.0 6.4 40.6 31.9 75.8 76.3: 24.2 23.7
Old : 100.0: 28.8 38.0 6.4 40.6 31.9 75.8 76.3: 24.2 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 22 28 13 25 22 52 59:
Old : 87: 22 28 13 25 22 52 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 : 28.3 21.8 41.5 34.9 25.4 21.1 37.6 33.1
Old : 28.3 21.8 41.5 34.9 25.4 21.1 37.6 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 76,101: 13,231 25,234 5,609 45,093 27,623 63,933 58,466: 12,168 17,635
Old : 76,101: 13,231 25,234 5,609 45,093 27,623 63,933 58,466: 12,168 17,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 4,705: 2,682 2,287 42 4,292 3,202 7,016 5,530: -2,311 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 33.2 7.4 59.3 36.3 84.0 76.8: 16.0 23.2
Old : 100.0: 17.4 33.2 7.4 59.3 36.3 84.0 76.8: 16.0 23.2
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 : 54: 12 21 4 15 15 28 39:
Old : 54: 12 21 4 15 15 28 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 : 49.0 25.4 64.7 39.6 44.6 25.4 55.1 37.6
Old : 49.0 25.4 64.7 39.6 44.6 25.4 55.1 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 107,218: 59,414 5,537 1,042 33,852 92,737 94,307 99,316: 12,911 7,903
Old : 107,218: 59,414 5,537 1,042 33,852 92,737 94,307 99,316: 12,911 7,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 891: 266 -3,302 282 519 11,103 1,067 8,083: -176 -7,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 5.2 1.0 31.6 86.5 88.0 92.6: 12.0 7.4
Old : 100.0: 55.4 5.2 1.0 31.6 86.5 88.0 92.6: 12.0 7.4
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 : 92: 51 16 6 9 19 63 39:
Old : 92: 51 16 6 9 19 63 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 : 44.2 68.7 61.8 81.1 34.5 53.5 46.3 63.6
Old : 44.2 68.7 61.8 81.1 34.5 53.5 46.3 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 133,467: 16,145 60,303 13,646 85,981 24,903 115,771 98,852: 17,696 34,615
Old : 133,467: 16,145 60,303 13,646 85,981 24,903 115,771 98,852: 17,696 34,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 7,587: 1,200 2,738 2,310 6,534 2,648 10,044 7,696: -2,457 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 45.2 10.2 64.4 18.7 86.7 74.1: 13.3 25.9
Old : 100.0: 12.1 45.2 10.2 64.4 18.7 86.7 74.1: 13.3 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 15 38 15 21 17 42 65:
Old : 82: 15 38 15 21 17 42 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 16.2 58.1 29.8 39.4 16.2 54.5 29.7
Old : 41.5 16.2 58.1 29.8 39.4 16.2 54.5 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 253,075: 34,916 59,722 19,187 175,241 147,262 229,344 226,171: 23,731 26,904
Old : 253,075: 34,916 59,722 19,187 175,241 147,262 229,344 226,171: 23,731 26,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -3,417: 45 -3,163 -251 -1,598 6,419 -1,805 3,005: -1,613 -6,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 23.6 7.6 69.2 58.2 90.6 89.4: 9.4 10.6
Old : 100.0: 13.8 23.6 7.6 69.2 58.2 90.6 89.4: 9.4 10.6
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 : 98: 30 28 11 29 24 62 60:
Old : 98: 30 28 11 29 24 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 44.9 65.2 59.1 38.5 33.7 45.3 43.3
Old : 51.9 44.9 65.2 59.1 38.5 33.7 45.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 211,514: 37,776 71,143 39,910 84,058 48,341 161,744 159,394: 49,770 52,120
Old : 211,514: 37,776 71,143 39,910 84,058 48,341 161,744 159,394: 49,770 52,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 5,360: -3,560 8,234 2,337 17,939 4,026 16,715 14,597: -11,355 -9,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 33.6 18.9 39.7 22.9 76.5 75.4: 23.5 24.6
Old : 100.0: 17.9 33.6 18.9 39.7 22.9 76.5 75.4: 23.5 24.6
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 : 152: 54 50 47 33 33 104 113:
Old : 152: 54 50 47 33 33 104 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 17.3 37.1 27.0 22.3 12.0 30.1 19.0
Old : 24.7 17.3 37.1 27.0 22.3 12.0 30.1 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 26,713: 9,849 10,312 0 15,871 12,853 25,720 23,165: 993 3,548
Old : 26,713: 9,849 10,312 0 15,871 12,853 25,720 23,165: 993 3,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -1,424: -418 -552 0 665 -923 247 -1,475: -1,671 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 38.6 0.0 59.4 48.1 96.3 86.7: 3.7 13.3
Old : 100.0: 36.9 38.6 0.0 59.4 48.1 96.3 86.7: 3.7 13.3
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 : 34: 7 7 0 14 12 21 19:
Old : 34: 7 7 0 14 12 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 63.6 73.9 80.2 51.7 57.8 71.7 74.5
Old : 51.7 63.6 73.9 80.2 51.7 57.8 71.7 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,257,409: 1,011,637 343,499 5,475,382 8,632,970 9,390,940 15,119,988 15,209,821: 1,137,421 1,047,589
Old :16,257,409: 1,011,637 343,499 5,475,382 8,632,970 9,390,940 15,119,988 15,209,821: 1,137,421 1,047,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 45,894: -7,545 -932 85,928 27,842 33,060 106,225 118,056: -60,331 -72,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.1 33.7 53.1 57.8 93.0 93.6: 7.0 6.4
Old : 100.0: 6.2 2.1 33.7 53.1 57.8 93.0 93.6: 7.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 85 46 111 136 131 269 248:
Old : 281: 85 46 111 136 131 269 248:
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 : 20.8 22.5 31.0 35.3 17.2 14.9 20.5 21.4
Old : 20.8 22.5 31.0 35.3 17.2 14.9 20.5 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 676,803: 75,985 55,806 67,839 412,412 411,232 556,236 534,876: 120,567 141,926
Old : 676,803: 75,985 55,806 67,839 412,412 411,232 556,236 534,876: 120,567 141,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -5,824: 1,001 -4,106 -4,914 903 -2,661 -3,010 -11,680: -2,815 5,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.2 10.0 60.9 60.8 82.2 79.0: 17.8 21.0
Old : 100.0: 11.2 8.2 10.0 60.9 60.8 82.2 79.0: 17.8 21.0
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 : 198: 54 39 56 82 68 159 140:
Old : 198: 54 39 56 82 68 159 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 23.3 28.5 34.2 17.9 23.2 26.6 32.9
Old : 19.1 23.3 28.5 34.2 17.9 23.2 26.6 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 2,593,961: 433,285 633,727 169,960 1,541,566 1,572,202 2,144,811 2,375,889: 449,151 218,072
Old : 2,593,961: 433,285 633,727 169,960 1,541,566 1,572,202 2,144,811 2,375,889: 449,151 218,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -25,758: -42,034 -13,654 9,908 28,912 -22,977 -3,214 -26,723: -22,544 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 24.4 6.6 59.4 60.6 82.7 91.6: 17.3 8.4
Old : 100.0: 16.7 24.4 6.6 59.4 60.6 82.7 91.6: 17.3 8.4
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 : 362: 90 113 83 110 107 249 254:
Old : 362: 90 113 83 110 107 249 254:
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 : 17.2 20.9 26.5 31.0 11.9 15.8 20.6 24.2
Old : 17.2 20.9 26.5 31.0 11.9 15.8 20.6 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 109,605: 18,542 31,478 361 75,240 74,143 94,143 105,982: 15,462 3,623
Old : 109,605: 18,542 31,478 361 75,240 74,143 94,143 105,982: 15,462 3,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 2,244: 925 1,635 -10 1,231 270 2,147 1,895: 98 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 28.7 0.3 68.6 67.6 85.9 96.7: 14.1 3.3
Old : 100.0: 16.9 28.7 0.3 68.6 67.6 85.9 96.7: 14.1 3.3
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 : 88: 15 19 4 39 31 55 53:
Old : 88: 15 19 4 39 31 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 39.3 47.4 61.6 25.5 38.9 42.7 59.5
Old : 27.9 39.3 47.4 61.6 25.5 38.9 42.7 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 30,500: 3,771 2,306 63 18,684 19,600 22,518 21,969: 7,983 8,532
Old : 30,500: 3,771 2,306 63 18,684 19,600 22,518 21,969: 7,983 8,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -1,757: -1,200 -682 -10 434 752 -775 61: -982 -1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.6 0.2 61.3 64.3 73.8 72.0: 26.2 28.0
Old : 100.0: 12.4 7.6 0.2 61.3 64.3 73.8 72.0: 26.2 28.0
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 : 47: 7 8 2 20 21 27 31:
Old : 47: 7 8 2 20 21 27 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 : 40.7 34.0 53.4 49.6 39.2 34.0 51.8 49.6
Old : 40.7 34.0 53.4 49.6 39.2 34.0 51.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 326,531: 114,999 120,485 9,710 156,583 168,534 281,292 298,729: 45,240 27,803
Old : 326,531: 114,999 120,485 9,710 156,583 168,534 281,292 298,729: 45,240 27,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -19,985: -14,206 -5,879 3,120 -3,518 -14,030 -14,604 -16,790: -5,381 -3,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 36.9 3.0 48.0 51.6 86.1 91.5: 13.9 8.5
Old : 100.0: 35.2 36.9 3.0 48.0 51.6 86.1 91.5: 13.9 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 : 239: 68 77 31 53 56 138 148:
Old : 239: 68 77 31 53 56 138 148:
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 : 19.8 25.2 31.9 37.7 16.4 24.8 28.5 36.7
Old : 19.8 25.2 31.9 37.7 16.4 24.8 28.5 36.7
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, August 26, 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 : 86,026: 33,405 30,442 3,071 31,752 35,718 68,228 69,231: 17,798 16,796
Old : 86,026: 33,405 30,442 3,071 31,752 35,718 68,228 69,231: 17,798 16,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 2,584: 859 5,186 -40 3,735 378 4,554 5,524: -1,970 -2,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 35.4 3.6 36.9 41.5 79.3 80.5: 20.7 19.5
Old : 100.0: 38.8 35.4 3.6 36.9 41.5 79.3 80.5: 20.7 19.5
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 : 53: 13 18 3 17 16 31 36:
Old : 53: 13 18 3 17 16 31 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 : 45.3 31.9 56.7 46.2 41.0 29.4 49.7 43.7
Old : 45.3 31.9 56.7 46.2 41.0 29.4 49.7 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,575: 1,449 8,163 0 26,811 19,479 28,260 27,642: 3,315 3,932
Old : 31,575: 1,449 8,163 0 26,811 19,479 28,260 27,642: 3,315 3,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 718: 400 -353 0 823 951 1,223 598: -505 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 25.9 0.0 84.9 61.7 89.5 87.5: 10.5 12.5
Old : 100.0: 4.6 25.9 0.0 84.9 61.7 89.5 87.5: 10.5 12.5
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 : 46: 2 10 0 17 20 19 30:
Old : 46: 2 10 0 17 20 19 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 31.7 73.9 51.0 46.7 31.7 64.5 48.4
Old : 56.0 31.7 73.9 51.0 46.7 31.7 64.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 579,517: 86,671 175,691 13,904 463,778 372,370 564,353 561,965: 15,164 17,552
Old : 579,517: 86,671 175,691 13,904 463,778 372,370 564,353 561,965: 15,164 17,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 597: 5,631 -8,814 2,950 -6,748 8,755 1,833 2,891: -1,236 -2,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 30.3 2.4 80.0 64.3 97.4 97.0: 2.6 3.0
Old : 100.0: 15.0 30.3 2.4 80.0 64.3 97.4 97.0: 2.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 47 101 31 59 79 123 194:
Old : 261: 47 101 31 59 79 123 194:
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 : 58.0 22.4 71.5 32.4 54.6 22.3 67.8 31.6
Old : 58.0 22.4 71.5 32.4 54.6 22.3 67.8 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 78,459: 10,931 39,146 16 59,579 32,312 70,526 71,474: 7,933 6,985
Old : 78,459: 10,931 39,146 16 59,579 32,312 70,526 71,474: 7,933 6,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 346: 57 769 -2 1,266 1,061 1,321 1,828: -975 -1,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 49.9 0.0 75.9 41.2 89.9 91.1: 10.1 8.9
Old : 100.0: 13.9 49.9 0.0 75.9 41.2 89.9 91.1: 10.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 18 5 17 23 35 45:
Old : 71: 17 18 5 17 23 35 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 : 51.8 48.3 70.1 65.3 51.8 45.8 69.2 62.8
Old : 51.8 48.3 70.1 65.3 51.8 45.8 69.2 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 68,739: 15,469 13,993 277 24,685 48,396 40,431 62,666: 28,308 6,073
Old : 68,739: 15,469 13,993 277 24,685 48,396 40,431 62,666: 28,308 6,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,508: 1,828 5,225 44 1,881 892 3,753 6,161: -2,245 -4,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 20.4 0.4 35.9 70.4 58.8 91.2: 41.2 8.8
Old : 100.0: 22.5 20.4 0.4 35.9 70.4 58.8 91.2: 41.2 8.8
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 : 61: 14 12 4 19 18 36 31:
Old : 61: 14 12 4 19 18 36 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 : 24.3 47.1 35.8 66.4 21.9 47.0 31.3 64.2
Old : 24.3 47.1 35.8 66.4 21.9 47.0 31.3 64.2
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, August 26, 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 : 22,692: 4,174 12,834 1,330 15,531 7,213 21,035 21,377: 1,657 1,315
Old : 22,692: 4,174 12,834 1,330 15,531 7,213 21,035 21,377: 1,657 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,438: -192 415 1,330 474 -433 1,612 1,312: -174 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 56.6 5.9 68.4 31.8 92.7 94.2: 7.3 5.8
Old : 100.0: 18.4 56.6 5.9 68.4 31.8 92.7 94.2: 7.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 7 1 10 7 19 15:
Old : 31: 9 7 1 10 7 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 : 66.7 61.6 76.6 81.8 59.4 61.6 67.5 76.3
Old : 66.7 61.6 76.6 81.8 59.4 61.6 67.5 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 13,964: 5,227 1,139 2 7,815 12,138 13,044 13,279: 920 685
Old : 13,964: 5,227 1,139 2 7,815 12,138 13,044 13,279: 920 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 55: 83 -171 0 -16 353 67 182: -12 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 8.2 0.0 56.0 86.9 93.4 95.1: 6.6 4.9
Old : 100.0: 37.4 8.2 0.0 56.0 86.9 93.4 95.1: 6.6 4.9
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 : 24: 12 4 1 5 5 18 9:
Old : 24: 12 4 1 5 5 18 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 : 71.9 89.2 85.3 94.3 70.5 89.2 83.0 92.8
Old : 71.9 89.2 85.3 94.3 70.5 89.2 83.0 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 15,236: 1,266 812 7 9,302 10,744 10,575 11,563: 4,661 3,673
Old : 15,236: 1,266 812 7 9,302 10,744 10,575 11,563: 4,661 3,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 550: 186 -1,234 -7 -189 385 -10 -856: 560 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 5.3 0.0 61.1 70.5 69.4 75.9: 30.6 24.1
Old : 100.0: 8.3 5.3 0.0 61.1 70.5 69.4 75.9: 30.6 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 : 28: 4 3 1 14 15 19 18:
Old : 28: 4 3 1 14 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 45.8 52.1 60.9 36.0 42.7 49.9 54.9
Old : 38.0 45.8 52.1 60.9 36.0 42.7 49.9 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2008