MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,009
COMMITMENTS
3,225 5,969 1,253 29,973 19,684 34,451 26,906 2,558 10,103
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 2,675)
-124 555 426 2,267 1,069 2,569 2,050 106 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 16.1 3.4 81.0 53.2 93.1 72.7 6.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 19 13 23 27 39 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,682
COMMITMENTS
37,558 33,769 27,997 74,746 70,648 140,301 132,414 15,381 23,268
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -11,280)
-5,001 2,147 -2,157 -2,991 -9,845 -10,149 -9,855 -1,131 -1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 21.7 18.0 48.0 45.4 90.1 85.1 9.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
41 67 54 41 48 118 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 212,225
COMMITMENTS
44,946 54,990 36,833 113,193 83,095 194,972 174,918 17,253 37,307
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 2,181)
-163 -691 3,560 -1,389 -1,141 2,008 1,728 173 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 25.9 17.4 53.3 39.2 91.9 82.4 8.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
50 72 61 70 119 155 224
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,172
COMMITMENTS
2,711 4,307 764 3,182 1,188 6,657 6,259 1,515 1,913
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 323)
-90 558 -318 787 111 379 351 -56 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 52.7 9.3 38.9 14.5 81.5 76.6 18.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 24 10 17 20 40 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 20,863
COMMITMENTS
6,790 8,038 2,212 7,507 2,473 16,509 12,723 4,354 8,140
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -297)
-127 135 -250 -220 -115 -597 -230 300 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 38.5 10.6 36.0 11.9 79.1 61.0 20.9 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 34 23 29 20 65 64
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 85,413
COMMITMENTS
10,729 17,477 3,051 47,649 46,427 61,429 66,955 23,984 18,458
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -1,382)
-1,850 -3,931 1,397 -696 3,017 -1,149 483 -233 -1,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 20.5 3.6 55.8 54.4 71.9 78.4 28.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 14 4 12 17 26 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 20,142
COMMITMENTS
1,826 7,137 365 4,984 3,219 7,175 10,721 12,967 9,421
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -18,848)
206 -8,557 -90 -21,940 -4,610 -21,824 -13,257 2,976 -5,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 35.4 1.8 24.7 16.0 35.6 53.2 64.4 46.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 11 3 5 4 11 16
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 10,927
COMMITMENTS
6,000 3,714 8 3,232 3,869 9,240 7,591 1,687 3,336
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -31,336)
1,257 -404 1 -31,517 -29,508 -30,259 -29,911 -1,077 -1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.9 34.0 0.1 29.6 35.4 84.6 69.5 15.4 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 11 1 3 9 16 21
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 64,421
COMMITMENTS
7,200 37,600 213 32,860 9,608 40,273 47,421 24,148 17,000
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -58,149)
1,308 -5,718 -814 -70,961 -39,059 -70,467 -45,591 12,318 -12,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 58.4 0.3 51.0 14.9 62.5 73.6 37.5 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 25 4 14 9 24 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 110,472
COMMITMENTS
59,985 18,604 72 25,067 74,010 85,124 92,686 25,348 17,786
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -55,587)
-2,993 -1,115 -16 -39,463 -58,202 -42,472 -59,333 -13,115 3,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 16.8 0.1 22.7 67.0 77.1 83.9 22.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
26 18 2 15 12 42 31
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 119,389
COMMITMENTS
30,798 37,424 994 47,746 50,434 79,538 88,852 39,851 30,537
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -59,929)
1,451 -8,591 -3,062 -42,708 -32,266 -44,319 -43,919 -15,610 -16,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 31.3 0.8 40.0 42.2 66.6 74.4 33.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
33 31 10 20 23 58 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 9,130
COMMITMENTS
2,060 3,595 0 4,041 4,071 6,101 7,666 3,029 1,464
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -10,761)
-171 -929 -94 -10,983 -7,421 -11,248 -8,444 487 -2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 39.4 0.0 44.3 44.6 66.8 84.0 33.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 0 6 6 9 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 6,761,449
COMMITMENTS
840,683 455,354 395,437 4669960 5222748 5906080 6073539 855,369 687,910
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -1,387,100)
-251,632 -11,297 -79,388 -1017918 -1295531 -1348938 -1386216 -38,162 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 6.7 5.8 69.1 77.2 87.3 89.8 12.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
53 26 62 102 95 182 166
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 746,474
COMMITMENTS
68,412 38,517 10,163 518,810 617,934 597,385 666,614 149,089 79,860
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 77,476)
-17,558 -1,134 -4,073 59,840 58,504 38,209 53,297 39,267 24,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 5.2 1.4 69.5 82.8 80.0 89.3 20.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
34 23 25 90 77 137 112
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,814,544
COMMITMENTS
579,394 315,518 77,689 2927443 3130478 3584526 3523685 230,018 290,859
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 666,585)
100,240 -10,549 42,045 514,271 535,039 656,556 566,535 10,029 100,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 8.3 2.0 76.7 82.1 94.0 92.4 6.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
102 91 70 174 146 314 270
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 138,129
COMMITMENTS
24,091 15,527 1,591 102,766 116,153 128,448 133,271 9,681 4,858
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 13,158)
891 -2,052 1,591 7,354 10,159 9,836 9,698 3,322 3,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 11.2 1.2 74.4 84.1 93.0 96.5 7.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
8 6 3 46 43 55 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,604
COMMITMENTS
5,206 1,976 757 30,651 29,551 36,614 32,284 8,990 13,320
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 10,795)
396 -240 198 4,887 5,397 5,481 5,355 5,314 5,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 4.3 1.7 67.2 64.8 80.3 70.8 19.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 5 5 27 22 37 30
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 397,431
COMMITMENTS
32,051 39,955 30,397 277,533 304,166 339,981 374,518 57,450 22,913
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 47,158)
-6,981 -12,764 24,168 13,630 27,104 30,817 38,508 16,341 8,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 10.1 7.6 69.8 76.5 85.5 94.2 14.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
34 41 20 67 83 112 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 28,784
COMMITMENTS
5,922 10,121 0 9,571 9,519 15,493 19,640 13,291 9,144
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -39,290)
-541 -794 -36 -37,422 -34,359 -37,999 -35,189 -1,291 -4,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 35.2 0.0 33.3 33.1 53.8 68.2 46.2 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 8 0 7 8 15 16
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,837
COMMITMENTS
5,815 7,577 10 19,145 17,217 24,970 24,804 5,867 6,033
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -45,042)
-7,966 -6,691 -3,879 -24,478 -26,825 -36,323 -37,395 -8,719 -7,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 24.6 0.0 62.1 55.8 81.0 80.4 19.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 11 1 16 18 23 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,713
COMMITMENTS
8,950 8,259 190 16,049 12,291 25,189 20,740 7,524 11,973
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -86,038)
-2,799 -12,913 -3,509 -23,786 -74,606 -30,094 -91,028 -55,944 4,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 25.2 0.6 49.1 37.6 77.0 63.4 23.0 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 7 2 20 14 30 23
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 12/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,907
COMMITMENTS
4,744 6,945 3,216 21,993 20,100 29,953 30,261 1,954 1,646
CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,167)
428 431 3,104 326 326 3,858 3,861 309 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 21.8 10.1 68.9 63.0 93.9 94.8 6.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 7 3 11 11 19 19
Updated December 19, 2008