MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 54,924: 3,063 5,355 8,908 37,341 29,276 49,312 43,539: 5,612 11,384
Old : 54,924: 3,063 5,355 8,908 37,341 29,276 49,312 43,539: 5,612 11,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -4,561: -791 -640 -718 -2,125 -3,695 -3,634 -5,053: -927 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.7 16.2 68.0 53.3 89.8 79.3: 10.2 20.7
Old : 100.0: 5.6 9.7 16.2 68.0 53.3 89.8 79.3: 10.2 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 9 20 21 29 36 55 60:
Old : 73: 9 20 21 29 36 55 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 : 45.5 22.9 60.0 34.5 41.0 20.5 54.4 29.8
Old : 45.5 22.9 60.0 34.5 41.0 20.5 54.4 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 206,152: 34,079 29,889 48,932 102,777 94,918 185,788 173,740: 20,364 32,412
Old : 206,036: 34,079 29,884 48,932 102,686 94,879 185,697 173,696: 20,339 32,340
Other: 116: 0 5 0 91 39 91 44: 25 72
: : :
: : Changes in Commitments from: September 30, 2008 :
: -10,315: -3,857 -828 -2,419 -396 -5,473 -6,672 -8,721: -3,643 -1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.5 23.7 49.9 46.0 90.1 84.3: 9.9 15.7
Old : 100.0: 16.5 14.5 23.7 49.8 46.0 90.1 84.3: 9.9 15.7
Other: 100.0: 0.0 4.3 0.0 78.4 33.6 78.4 37.9: 21.6 62.1
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 66 77 84 49 59 165 184:
Old : 230: 66 77 84 49 59 165 184:
Other: 7: 0 2 0 3 2 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 23.4 38.1 34.7 23.1 20.1 35.9 27.0
Old : 23.5 23.5 38.2 34.7 23.2 20.1 35.9 27.0
Other: 78.4 37.9 78.4 37.9 78.4 37.9 78.4 37.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 275,334: 58,403 51,398 52,035 145,044 119,034 255,481 222,467: 19,852 52,866
Old : 275,334: 58,403 51,398 52,035 145,044 119,034 255,481 222,467: 19,852 52,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -16,121: -6,945 -4,228 -5,144 569 -2,292 -11,520 -11,665: -4,601 -4,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 18.7 18.9 52.7 43.2 92.8 80.8: 7.2 19.2
Old : 100.0: 21.2 18.7 18.9 52.7 43.2 92.8 80.8: 7.2 19.2
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 : 330: 61 88 85 107 145 225 280:
Old : 330: 61 88 85 107 145 225 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 16.5 34.4 24.0 21.0 13.4 33.8 19.1
Old : 21.5 16.5 34.4 24.0 21.0 13.4 33.8 19.1
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, October 7, 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 : 10,930: 3,120 4,693 1,697 4,341 2,531 9,158 8,921: 1,772 2,009
Old : 10,930: 3,120 4,693 1,697 4,341 2,531 9,158 8,921: 1,772 2,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -876: -712 -384 246 -142 -256 -607 -394: -268 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 42.9 15.5 39.7 23.2 83.8 81.6: 16.2 18.4
Old : 100.0: 28.5 42.9 15.5 39.7 23.2 83.8 81.6: 16.2 18.4
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: 24 30 12 22 26 53 66:
Old : 92: 24 30 12 22 26 53 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 26.4 47.2 38.3 26.6 25.5 43.3 34.4
Old : 28.8 26.4 47.2 38.3 26.6 25.5 43.3 34.4
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, October 7, 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 : 27,605: 7,828 9,368 4,962 9,713 3,430 22,502 17,760: 5,103 9,845
Old : 27,605: 7,828 9,368 4,962 9,713 3,430 22,502 17,760: 5,103 9,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -1,092: -640 -564 -767 29 -315 -1,379 -1,647: 287 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 33.9 18.0 35.2 12.4 81.5 64.3: 18.5 35.7
Old : 100.0: 28.4 33.9 18.0 35.2 12.4 81.5 64.3: 18.5 35.7
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 : 118: 26 37 25 43 23 87 70:
Old : 118: 26 37 25 43 23 87 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 : 19.7 24.4 28.9 31.4 18.4 19.0 27.1 24.4
Old : 19.7 24.4 28.9 31.4 18.4 19.0 27.1 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 103,610: 17,770 34,088 9,897 53,640 37,043 81,307 81,029: 22,303 22,582
Old : 103,610: 17,770 34,088 9,897 53,640 37,043 81,307 81,029: 22,303 22,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -2,127: -1,639 -487 -4,190 3,986 1,681 -1,843 -2,995: -284 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 32.9 9.6 51.8 35.8 78.5 78.2: 21.5 21.8
Old : 100.0: 17.2 32.9 9.6 51.8 35.8 78.5 78.2: 21.5 21.8
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 : 75: 17 27 14 20 19 43 55:
Old : 75: 17 27 14 20 19 43 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 : 41.8 26.6 53.3 39.3 40.7 26.6 49.3 37.7
Old : 41.8 26.6 53.3 39.3 40.7 26.6 49.3 37.7
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, October 7, 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 : 47,954: 7,914 18,346 6,750 21,882 10,619 36,546 35,715: 11,408 12,239
Old : 47,954: 7,914 18,346 6,750 21,882 10,619 36,546 35,715: 11,408 12,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -1,524: 2,132 2,369 -1,388 -219 -548 525 433: -2,049 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 38.3 14.1 45.6 22.1 76.2 74.5: 23.8 25.5
Old : 100.0: 16.5 38.3 14.1 45.6 22.1 76.2 74.5: 23.8 25.5
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 : 43: 12 19 6 8 7 22 30:
Old : 43: 12 19 6 8 7 22 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 : 42.2 31.7 58.4 45.8 38.3 27.9 48.6 37.3
Old : 42.2 31.7 58.4 45.8 38.3 27.9 48.6 37.3
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, October 7, 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 : 50,589: 16,283 6,348 2 30,698 41,250 46,983 47,600: 3,606 2,989
Old : 50,589: 16,283 6,348 2 30,698 41,250 46,983 47,600: 3,606 2,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -4,474: -1,937 144 2 -3,086 -4,940 -5,021 -4,794: 547 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.5 0.0 60.7 81.5 92.9 94.1: 7.1 5.9
Old : 100.0: 32.2 12.5 0.0 60.7 81.5 92.9 94.1: 7.1 5.9
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 : 56: 17 19 1 10 11 28 30:
Old : 56: 17 19 1 10 11 28 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 : 63.7 73.3 79.1 84.3 47.3 54.1 59.9 63.5
Old : 63.7 73.3 79.1 84.3 47.3 54.1 59.9 63.5
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, October 7, 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 : 117,453: 20,667 55,412 10,187 76,833 26,228 107,687 91,827: 9,766 25,627
Old : 117,453: 20,667 55,412 10,187 76,833 26,228 107,687 91,827: 9,766 25,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -4,614: 1,223 4,325 -4,564 1,994 -3,415 -1,348 -3,655: -3,266 -959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 47.2 8.7 65.4 22.3 91.7 78.2: 8.3 21.8
Old : 100.0: 17.6 47.2 8.7 65.4 22.3 91.7 78.2: 8.3 21.8
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 : 73: 12 35 9 17 19 31 61:
Old : 73: 12 35 9 17 19 31 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 20.9 69.6 35.1 46.5 20.5 65.5 32.1
Old : 49.5 20.9 69.6 35.1 46.5 20.5 65.5 32.1
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, October 7, 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 : 202,207: 58,166 22,944 18,232 96,382 145,286 172,780 186,462: 29,427 15,745
Old : 202,207: 58,166 22,944 18,232 96,382 145,286 172,780 186,462: 29,427 15,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -1,030: -6,232 -4,164 -75 3,100 3,994 -3,207 -245: 2,176 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 11.3 9.0 47.7 71.9 85.4 92.2: 14.6 7.8
Old : 100.0: 28.8 11.3 9.0 47.7 71.9 85.4 92.2: 14.6 7.8
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: 40 30 19 24 18 76 55:
Old : 102: 40 30 19 24 18 76 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 : 36.3 55.1 48.1 69.1 34.6 54.8 43.9 65.3
Old : 36.3 55.1 48.1 69.1 34.6 54.8 43.9 65.3
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, October 7, 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 : 226,756: 31,250 54,243 34,874 103,836 77,781 169,959 166,898: 56,796 59,857
Old : 226,756: 31,250 54,243 34,874 103,836 77,781 169,959 166,898: 56,796 59,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -6,596: 5,191 -3,891 -12,952 477 9,921 -7,284 -6,922: 688 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 23.9 15.4 45.8 34.3 75.0 73.6: 25.0 26.4
Old : 100.0: 13.8 23.9 15.4 45.8 34.3 75.0 73.6: 25.0 26.4
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 : 128: 38 45 31 26 38 78 100:
Old : 128: 38 45 31 26 38 78 100:
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 : 26.1 23.5 38.1 34.5 20.9 17.4 28.5 22.4
Old : 26.1 23.5 38.1 34.5 20.9 17.4 28.5 22.4
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, October 7, 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 : 19,057: 4,533 9,011 0 13,310 7,593 17,843 16,604: 1,214 2,453
Old : 19,057: 4,533 9,011 0 13,310 7,593 17,843 16,604: 1,214 2,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 146: -19 -322 0 -198 483 -217 161: 363 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 47.3 0.0 69.8 39.8 93.6 87.1: 6.4 12.9
Old : 100.0: 23.8 47.3 0.0 69.8 39.8 93.6 87.1: 6.4 12.9
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 : 27: 5 8 0 9 7 14 15:
Old : 27: 5 8 0 9 7 14 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 : 65.9 73.4 87.0 81.5 65.9 73.4 85.0 80.6
Old : 65.9 73.4 87.0 81.5 65.9 73.4 85.0 80.6
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, October 7, 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 :15,011,496: 886,202 471,813 5,082,008 8,076,885 8,543,629 14,045,094 14,097,449: 966,402 914,047
Old :15,011,496: 886,202 471,813 5,082,008 8,076,885 8,543,629 14,045,094 14,097,449: 966,402 914,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 1,388,621: 131,124 84,124 636,384 541,046 630,429 1,308,554 1,350,937: 80,067 37,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.1 33.9 53.8 56.9 93.6 93.9: 6.4 6.1
Old : 100.0: 5.9 3.1 33.9 53.8 56.9 93.6 93.9: 6.4 6.1
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 : 249: 68 49 98 124 120 238 226:
Old : 249: 68 49 98 124 120 238 226:
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 : 25.2 23.2 35.8 37.0 18.7 14.4 21.8 20.9
Old : 25.2 23.2 35.8 37.0 18.7 14.4 21.8 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 997,133: 109,426 60,737 139,540 591,913 624,581 840,879 824,857: 156,254 172,276
Old : 997,133: 109,426 60,737 139,540 591,913 624,581 840,879 824,857: 156,254 172,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 227,053: 22,503 12,046 57,354 111,522 121,916 191,378 191,315: 35,675 35,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.1 14.0 59.4 62.6 84.3 82.7: 15.7 17.3
Old : 100.0: 11.0 6.1 14.0 59.4 62.6 84.3 82.7: 15.7 17.3
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 : 208: 54 39 57 90 76 173 143:
Old : 208: 54 39 57 90 76 173 143:
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 : 17.0 19.6 27.2 30.0 11.6 15.9 17.5 23.6
Old : 17.0 19.6 27.2 30.0 11.6 15.9 17.5 23.6
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, October 7, 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 : 3,328,285: 538,431 541,784 315,012 1,852,669 2,264,583 2,706,113 3,121,379: 622,173 206,906
Old : 3,328,285: 538,431 541,784 315,012 1,852,669 2,264,583 2,706,113 3,121,379: 622,173 206,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 510,754: 167,491 46,484 90,908 189,491 506,779 447,890 644,171: 62,864 -133,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.3 9.5 55.7 68.0 81.3 93.8: 18.7 6.2
Old : 100.0: 16.2 16.3 9.5 55.7 68.0 81.3 93.8: 18.7 6.2
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 : 431: 135 93 91 144 133 316 280:
Old : 431: 135 93 91 144 133 316 280:
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 : 15.4 22.6 24.2 33.1 10.7 20.5 18.7 29.7
Old : 15.4 22.6 24.2 33.1 10.7 20.5 18.7 29.7
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, October 7, 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 : 108,640: 21,373 20,610 375 76,770 84,929 98,519 105,914: 10,122 2,726
Old : 108,640: 21,373 20,610 375 76,770 84,929 98,519 105,914: 10,122 2,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 14,201: 11,597 535 -660 4,571 14,973 15,508 14,848: -1,307 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.0 0.3 70.7 78.2 90.7 97.5: 9.3 2.5
Old : 100.0: 19.7 19.0 0.3 70.7 78.2 90.7 97.5: 9.3 2.5
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 : 91: 10 14 2 40 43 50 59:
Old : 91: 10 14 2 40 43 50 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 : 29.1 45.9 50.7 61.1 28.0 45.9 47.0 60.8
Old : 29.1 45.9 50.7 61.1 28.0 45.9 47.0 60.8
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, October 7, 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 : 22,790: 1,422 2,034 0 15,606 14,487 17,028 16,521: 5,762 6,269
Old : 22,790: 1,422 2,034 0 15,606 14,487 17,028 16,521: 5,762 6,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 615: -50 -1,382 -10 93 3,797 33 2,405: 582 -1,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 8.9 0.0 68.5 63.6 74.7 72.5: 25.3 27.5
Old : 100.0: 6.2 8.9 0.0 68.5 63.6 74.7 72.5: 25.3 27.5
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 : 39: 4 7 0 21 17 25 24:
Old : 39: 4 7 0 21 17 25 24:
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 : 36.3 43.0 49.3 56.2 35.7 36.1 46.6 49.1
Old : 36.3 43.0 49.3 56.2 35.7 36.1 46.6 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 397,166: 116,274 78,310 10,190 244,645 301,464 371,109 389,963: 26,058 7,203
Old : 397,166: 116,274 78,310 10,190 244,645 301,464 371,109 389,963: 26,058 7,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 82,330: 44,493 9,358 4,405 63,441 95,638 112,339 109,402: -30,009 -27,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 19.7 2.6 61.6 75.9 93.4 98.2: 6.6 1.8
Old : 100.0: 29.3 19.7 2.6 61.6 75.9 93.4 98.2: 6.6 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 : 224: 66 49 19 57 73 129 135:
Old : 224: 66 49 19 57 73 129 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 25.0 52.1 40.8 31.2 22.3 44.1 34.9
Old : 35.6 25.0 52.1 40.8 31.2 22.3 44.1 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 60,232: 11,342 18,070 2,071 32,264 25,629 45,677 45,770: 14,555 14,462
Old : 60,232: 11,342 18,070 2,071 32,264 25,629 45,677 45,770: 14,555 14,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -1,066: 1,356 -4,675 -2,422 -321 6,401 -1,387 -696: 321 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 30.0 3.4 53.6 42.6 75.8 76.0: 24.2 24.0
Old : 100.0: 18.8 30.0 3.4 53.6 42.6 75.8 76.0: 24.2 24.0
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 : 41: 9 16 4 9 13 20 31:
Old : 41: 9 16 4 9 13 20 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 : 49.0 38.5 67.0 51.6 48.2 37.0 63.5 50.1
Old : 49.0 38.5 67.0 51.6 48.2 37.0 63.5 50.1
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, October 7, 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 : 63,258: 14,609 20,210 33 39,904 35,828 54,545 56,071: 8,713 7,187
Old : 63,258: 14,609 20,210 33 39,904 35,828 54,545 56,071: 8,713 7,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 1,856: 493 752 11 1,010 2,085 1,515 2,848: 341 -992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 31.9 0.1 63.1 56.6 86.2 88.6: 13.8 11.4
Old : 100.0: 23.1 31.9 0.1 63.1 56.6 86.2 88.6: 13.8 11.4
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 : 66: 16 15 2 17 22 34 38:
Old : 66: 16 15 2 17 22 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 42.6 66.2 64.0 46.9 39.6 63.0 58.8
Old : 47.0 42.6 66.2 64.0 46.9 39.6 63.0 58.8
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, October 7, 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 : 72,378: 13,355 19,626 262 35,178 40,325 48,795 60,213: 23,583 12,165
Old : 72,378: 13,355 19,626 262 35,178 40,325 48,795 60,213: 23,583 12,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 13,074: 3,906 8,293 -38 3,850 7,293 7,718 15,548: 5,356 -2,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 27.1 0.4 48.6 55.7 67.4 83.2: 32.6 16.8
Old : 100.0: 18.5 27.1 0.4 48.6 55.7 67.4 83.2: 32.6 16.8
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 : 63: 12 11 2 18 24 32 35:
Old : 63: 12 11 2 18 24 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 38.0 49.6 52.3 34.2 37.8 47.4 52.0
Old : 36.2 38.0 49.6 52.3 34.2 37.8 47.4 52.0
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, October 7, 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 : 20,583: 2,921 6,451 268 16,259 12,600 19,448 19,319: 1,135 1,264
Old : 20,583: 2,921 6,451 268 16,259 12,600 19,448 19,319: 1,135 1,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 2,390: -226 759 231 2,945 1,642 2,950 2,632: -560 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 31.3 1.3 79.0 61.2 94.5 93.9: 5.5 6.1
Old : 100.0: 14.2 31.3 1.3 79.0 61.2 94.5 93.9: 5.5 6.1
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 : 32: 6 6 1 10 12 17 18:
Old : 32: 6 6 1 10 12 17 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 : 67.0 53.5 80.5 77.3 63.2 53.4 75.3 76.0
Old : 67.0 53.5 80.5 77.3 63.2 53.4 75.3 76.0
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, October 7, 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 : 16,247: 5,988 1,643 11 8,232 12,834 14,231 14,488: 2,016 1,759
Old : 16,247: 5,988 1,643 11 8,232 12,834 14,231 14,488: 2,016 1,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 531: -416 -272 11 -246 -214 -651 -475: 1,182 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 10.1 0.1 50.7 79.0 87.6 89.2: 12.4 10.8
Old : 100.0: 36.9 10.1 0.1 50.7 79.0 87.6 89.2: 12.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 9 1 6 5 16 14:
Old : 27: 9 9 1 6 5 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 79.5 78.8 84.5 62.2 79.5 77.4 84.0
Old : 63.6 79.5 78.8 84.5 62.2 79.5 77.4 84.0
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, October 7, 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 : 9,209: 690 986 429 7,510 5,999 8,629 7,414: 580 1,795
Old : 9,209: 690 986 429 7,510 5,999 8,629 7,414: 580 1,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -414: 0 0 0 -10 -10 -10 -10: -404 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 10.7 4.7 81.6 65.1 93.7 80.5: 6.3 19.5
Old : 100.0: 7.5 10.7 4.7 81.6 65.1 93.7 80.5: 6.3 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 : 20: 3 3 1 10 10 14 13:
Old : 20: 3 3 1 10 10 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 51.8 86.1 69.7 68.2 50.7 79.3 65.2
Old : 70.9 51.8 86.1 69.7 68.2 50.7 79.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2008