MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 62,783: 2,297 7,527 10,311 44,456 30,902 57,064 48,740: 5,719 14,043
Old : 62,783: 2,297 7,527 10,311 44,456 30,902 57,064 48,740: 5,719 14,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 3,074: -665 826 521 3,315 633 3,171 1,980: -97 1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.0 16.4 70.8 49.2 90.9 77.6: 9.1 22.4
Old : 100.0: 3.7 12.0 16.4 70.8 49.2 90.9 77.6: 9.1 22.4
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 : 74: 7 23 18 30 35 53 60:
Old : 74: 7 23 18 30 35 53 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 : 47.7 20.3 61.6 31.7 43.9 17.8 57.1 26.1
Old : 47.7 20.3 61.6 31.7 43.9 17.8 57.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 190,193: 39,225 24,785 44,391 89,245 91,531 172,862 160,708: 17,331 29,485
Old : 189,692: 39,342 24,785 44,274 88,808 91,355 172,425 160,415: 17,267 29,277
Other: 501: 0 117 0 437 176 437 293: 64 208
: : :
: : Changes in Commitments from: October 21, 2008 :
: -872: -1,128 893 3,244 -605 -2,886 1,511 1,251: -2,383 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 13.0 23.3 46.9 48.1 90.9 84.5: 9.1 15.5
Old : 100.0: 20.7 13.1 23.3 46.8 48.2 90.9 84.6: 9.1 15.4
Other: 100.0: 0.0 23.4 0.0 87.2 35.1 87.2 58.5: 12.8 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 54 60 74 51 63 149 169:
Old : 210: 55 60 74 51 63 149 169:
Other: 11: 0 3 0 5 5 5 8:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 22.2 37.9 31.1 22.3 21.2 36.9 28.4
Old : 23.3 22.2 38.0 31.1 22.4 21.2 37.0 28.4
Other: 86.8 48.5 87.2 58.5 82.2 46.5 82.2 53.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 260,878: 51,854 44,222 62,607 128,566 109,293 243,027 216,123: 17,850 44,755
Old : 260,878: 51,854 44,222 62,607 128,566 109,293 243,027 216,123: 17,850 44,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -5,613: -4,038 -4,043 3,895 -6,061 -3,147 -6,204 -3,295: 591 -2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.0 24.0 49.3 41.9 93.2 82.8: 6.8 17.2
Old : 100.0: 19.9 17.0 24.0 49.3 41.9 93.2 82.8: 6.8 17.2
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 : 310: 65 75 87 92 139 212 263:
Old : 310: 65 75 87 92 139 212 263:
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 : 20.5 15.0 33.6 21.7 19.9 11.8 31.5 16.9
Old : 20.5 15.0 33.6 21.7 19.9 11.8 31.5 16.9
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 28, 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 : 9,795: 2,435 4,238 1,634 3,800 1,670 7,868 7,542: 1,927 2,253
Old : 9,795: 2,435 4,238 1,634 3,800 1,670 7,868 7,542: 1,927 2,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 145: -149 -16 434 -129 -201 155 217: -10 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 43.3 16.7 38.8 17.0 80.3 77.0: 19.7 23.0
Old : 100.0: 24.9 43.3 16.7 38.8 17.0 80.3 77.0: 19.7 23.0
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 : 75: 18 28 10 21 21 44 56:
Old : 75: 18 28 10 21 21 44 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 28.4 45.6 41.9 27.7 28.1 42.8 35.6
Old : 27.7 28.4 45.6 41.9 27.7 28.1 42.8 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 23,614: 7,742 8,248 3,567 8,030 3,026 19,339 14,840: 4,275 8,774
Old : 23,614: 7,742 8,248 3,567 8,030 3,026 19,339 14,840: 4,275 8,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -1,250: -92 -515 192 -846 -414 -747 -737: -503 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 34.9 15.1 34.0 12.8 81.9 62.8: 18.1 37.2
Old : 100.0: 32.8 34.9 15.1 34.0 12.8 81.9 62.8: 18.1 37.2
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 : 103: 20 36 24 36 19 74 64:
Old : 103: 20 36 24 36 19 74 64:
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 24.4 37.0 33.1 26.0 21.6 36.1 27.2
Old : 26.1 24.4 37.0 33.1 26.0 21.6 36.1 27.2
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 28, 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 : 125,180: 19,367 27,928 12,521 64,845 62,818 96,733 103,267: 28,447 21,913
Old : 125,180: 19,367 27,928 12,521 64,845 62,818 96,733 103,267: 28,447 21,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -1,134: -2,797 -5,205 2,078 -3,307 3,495 -4,025 369: 2,891 -1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 22.3 10.0 51.8 50.2 77.3 82.5: 22.7 17.5
Old : 100.0: 15.5 22.3 10.0 51.8 50.2 77.3 82.5: 22.7 17.5
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 : 73: 24 20 17 16 22 46 53:
Old : 73: 24 20 17 16 22 46 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 : 46.1 36.2 57.1 50.8 44.3 35.3 50.5 46.7
Old : 46.1 36.2 57.1 50.8 44.3 35.3 50.5 46.7
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 28, 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 : 52,109: 6,458 18,489 9,642 24,964 9,246 41,064 37,377: 11,045 14,732
Old : 52,109: 6,458 18,489 9,642 24,964 9,246 41,064 37,377: 11,045 14,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,172: 1,130 -710 2,576 -1,759 187 1,946 2,052: -774 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 35.5 18.5 47.9 17.7 78.8 71.7: 21.2 28.3
Old : 100.0: 12.4 35.5 18.5 47.9 17.7 78.8 71.7: 21.2 28.3
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 : 43: 9 20 7 10 8 23 31:
Old : 43: 9 20 7 10 8 23 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 : 48.2 26.7 62.7 41.8 37.5 18.5 47.1 29.2
Old : 48.2 26.7 62.7 41.8 37.5 18.5 47.1 29.2
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 28, 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 : 42,836: 3,495 6,452 112 36,773 31,936 40,380 38,499: 2,456 4,337
Old : 42,836: 3,495 6,452 112 36,773 31,936 40,380 38,499: 2,456 4,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -774: -2,251 1,135 112 1,856 -2,407 -283 -1,161: -491 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 15.1 0.3 85.8 74.6 94.3 89.9: 5.7 10.1
Old : 100.0: 8.2 15.1 0.3 85.8 74.6 94.3 89.9: 5.7 10.1
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 : 48: 9 17 1 13 13 23 30:
Old : 48: 9 17 1 13 13 23 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 : 67.6 71.8 83.5 78.6 49.9 57.8 65.3 63.3
Old : 67.6 71.8 83.5 78.6 49.9 57.8 65.3 63.3
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 28, 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 : 159,018: 18,125 49,874 20,115 94,839 51,945 133,079 121,934: 25,939 37,084
Old : 159,018: 18,125 49,874 20,115 94,839 51,945 133,079 121,934: 25,939 37,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 21,679: 1,696 -2,771 6,397 3,733 10,620 11,826 14,245: 9,853 7,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 31.4 12.6 59.6 32.7 83.7 76.7: 16.3 23.3
Old : 100.0: 11.4 31.4 12.6 59.6 32.7 83.7 76.7: 16.3 23.3
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 : 68: 11 33 13 16 18 33 58:
Old : 68: 11 33 13 16 18 33 58:
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 : 44.9 36.0 60.6 46.0 44.0 28.5 55.3 35.7
Old : 44.9 36.0 60.6 46.0 44.0 28.5 55.3 35.7
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, October 28, 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 : 197,163: 47,201 19,927 25,601 85,348 122,998 158,151 168,527: 39,013 28,637
Old : 197,163: 47,201 19,927 25,601 85,348 122,998 158,151 168,527: 39,013 28,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 11,173: 24 -2,004 5,119 2,549 -823 7,692 2,293: 3,481 8,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.1 13.0 43.3 62.4 80.2 85.5: 19.8 14.5
Old : 100.0: 23.9 10.1 13.0 43.3 62.4 80.2 85.5: 19.8 14.5
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 : 88: 28 28 24 23 19 66 56:
Old : 88: 28 28 24 23 19 66 56:
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 : 34.7 38.1 48.2 56.5 32.2 37.4 40.6 49.7
Old : 34.7 38.1 48.2 56.5 32.2 37.4 40.6 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 266,083: 23,797 56,401 53,838 116,204 80,811 193,839 191,049: 72,244 75,034
Old : 266,083: 23,797 56,401 53,838 116,204 80,811 193,839 191,049: 72,244 75,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 23,479: 782 -400 11,474 7,393 8,734 19,649 19,807: 3,830 3,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 21.2 20.2 43.7 30.4 72.8 71.8: 27.2 28.2
Old : 100.0: 8.9 21.2 20.2 43.7 30.4 72.8 71.8: 27.2 28.2
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 : 121: 33 45 34 27 35 79 95:
Old : 121: 33 45 34 27 35 79 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 20.8 37.4 33.3 18.2 12.3 24.5 17.6
Old : 23.6 20.8 37.4 33.3 18.2 12.3 24.5 17.6
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 28, 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 : 18,412: 2,897 5,344 0 14,334 10,932 17,231 16,276: 1,181 2,136
Old : 18,412: 2,897 5,344 0 14,334 10,932 17,231 16,276: 1,181 2,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 190: 580 -1,144 0 -275 1,445 305 301: -115 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 29.0 0.0 77.9 59.4 93.6 88.4: 6.4 11.6
Old : 100.0: 15.7 29.0 0.0 77.9 59.4 93.6 88.4: 6.4 11.6
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 : 27: 4 6 0 12 7 16 13:
Old : 27: 4 6 0 12 7 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 66.1 82.6 81.3 66.5 66.1 80.6 81.2
Old : 66.5 66.1 82.6 81.3 66.5 66.1 80.6 81.2
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 28, 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 :15,077,114: 806,568 342,203 5,372,901 7,943,872 8,606,494 14,123,341 14,321,597: 953,773 755,516
Old :15,077,114: 806,568 342,203 5,372,901 7,943,872 8,606,494 14,123,341 14,321,597: 953,773 755,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -57,915: -99,830 -33,267 71,978 52,131 49,179 24,279 87,890: -82,193 -145,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.3 35.6 52.7 57.1 93.7 95.0: 6.3 5.0
Old : 100.0: 5.3 2.3 35.6 52.7 57.1 93.7 95.0: 6.3 5.0
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 : 248: 77 43 105 116 114 238 225:
Old : 248: 77 43 105 116 114 238 225:
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 : 26.5 24.7 37.8 38.6 18.9 16.0 21.5 22.3
Old : 26.5 24.7 37.8 38.6 18.9 16.0 21.5 22.3
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 28, 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 : 938,612: 104,977 65,046 130,239 582,224 596,468 817,440 791,753: 121,173 146,860
Old : 938,612: 104,977 65,046 130,239 582,224 596,468 817,440 791,753: 121,173 146,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 4,730: -12,089 -1,941 8,102 3,259 -5,756 -729 404: 5,459 4,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 6.9 13.9 62.0 63.5 87.1 84.4: 12.9 15.6
Old : 100.0: 11.2 6.9 13.9 62.0 63.5 87.1 84.4: 12.9 15.6
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 : 208: 50 38 53 96 75 173 139:
Old : 208: 50 38 53 96 75 173 139:
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 : 16.5 22.0 25.7 32.0 11.8 16.9 18.3 25.6
Old : 16.5 22.0 25.7 32.0 11.8 16.9 18.3 25.6
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 28, 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 : 3,396,957: 472,061 481,624 246,198 2,079,154 2,419,113 2,797,413 3,146,936: 599,543 250,021
Old : 3,396,957: 472,061 481,624 246,198 2,079,154 2,419,113 2,797,413 3,146,936: 599,543 250,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 78,264: -36,583 -111,100 33,791 110,500 117,315 107,708 40,006: -29,444 38,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.2 7.2 61.2 71.2 82.4 92.6: 17.6 7.4
Old : 100.0: 13.9 14.2 7.2 61.2 71.2 82.4 92.6: 17.6 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 : 429: 104 106 86 151 139 302 284:
Old : 429: 104 106 86 151 139 302 284:
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 : 16.1 24.5 24.3 36.1 11.6 22.9 19.0 33.1
Old : 16.1 24.5 24.3 36.1 11.6 22.9 19.0 33.1
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 28, 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 : 115,707: 19,185 17,889 635 87,380 95,075 107,200 113,599: 8,507 2,108
Old : 115,707: 19,185 17,889 635 87,380 95,075 107,200 113,599: 8,507 2,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 4,398: 1,664 -659 -410 4,421 6,113 5,675 5,044: -1,276 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.5 0.5 75.5 82.2 92.6 98.2: 7.4 1.8
Old : 100.0: 16.6 15.5 0.5 75.5 82.2 92.6 98.2: 7.4 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 : 87: 9 11 1 42 37 51 49:
Old : 87: 9 11 1 42 37 51 49:
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 : 32.0 57.3 52.7 70.6 29.5 57.3 49.9 70.6
Old : 32.0 57.3 52.7 70.6 29.5 57.3 49.9 70.6
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 28, 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 : 33,751: 4,780 2,487 324 24,524 23,372 29,628 26,183: 4,123 7,568
Old : 33,751: 4,780 2,487 324 24,524 23,372 29,628 26,183: 4,123 7,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 933: 1,093 -91 11 229 -85 1,333 -165: -400 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.4 1.0 72.7 69.2 87.8 77.6: 12.2 22.4
Old : 100.0: 14.2 7.4 1.0 72.7 69.2 87.8 77.6: 12.2 22.4
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 : 46: 9 8 2 21 19 31 28:
Old : 46: 9 8 2 21 19 31 28:
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 : 38.7 43.3 58.8 59.5 34.7 35.5 50.6 48.0
Old : 38.7 43.3 58.8 59.5 34.7 35.5 50.6 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 416,969: 77,520 91,923 6,443 282,868 291,133 366,831 389,499: 50,138 27,471
Old : 416,969: 77,520 91,923 6,443 282,868 291,133 366,831 389,499: 50,138 27,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 2,092: -7,921 -35,202 -233 6,937 38,256 -1,217 2,822: 3,309 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.0 1.5 67.8 69.8 88.0 93.4: 12.0 6.6
Old : 100.0: 18.6 22.0 1.5 67.8 69.8 88.0 93.4: 12.0 6.6
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 : 207: 46 52 20 57 70 111 134:
Old : 207: 46 52 20 57 70 111 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 23.4 51.5 36.3 34.0 20.0 45.3 31.3
Old : 37.9 23.4 51.5 36.3 34.0 20.0 45.3 31.3
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 28, 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 : 83,132: 10,157 18,112 6,152 41,191 31,915 57,499 56,178: 25,633 26,954
Old : 83,132: 10,157 18,112 6,152 41,191 31,915 57,499 56,178: 25,633 26,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 15,919: 2,131 4,166 932 8,506 7,315 11,569 12,413: 4,350 3,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.8 7.4 49.5 38.4 69.2 67.6: 30.8 32.4
Old : 100.0: 12.2 21.8 7.4 49.5 38.4 69.2 67.6: 30.8 32.4
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 : 40: 10 14 6 7 14 20 31:
Old : 40: 10 14 6 7 14 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 : 47.0 38.8 60.6 49.1 45.8 33.4 55.8 43.4
Old : 47.0 38.8 60.6 49.1 45.8 33.4 55.8 43.4
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 28, 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 : 64,105: 9,514 14,305 7 45,263 40,247 54,784 54,559: 9,321 9,546
Old : 64,105: 9,514 14,305 7 45,263 40,247 54,784 54,559: 9,321 9,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,638: -1,100 -2,312 -1 2,160 2,025 1,059 -288: 579 1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 22.3 0.0 70.6 62.8 85.5 85.1: 14.5 14.9
Old : 100.0: 14.8 22.3 0.0 70.6 62.8 85.5 85.1: 14.5 14.9
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 : 79: 14 20 2 20 29 36 49:
Old : 79: 14 20 2 20 29 36 49:
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 : 44.4 40.6 61.6 54.1 44.4 35.6 59.1 49.1
Old : 44.4 40.6 61.6 54.1 44.4 35.6 59.1 49.1
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 28, 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 : 89,659: 21,750 10,566 1,094 35,556 69,942 58,400 81,602: 31,259 8,057
Old : 89,659: 21,750 10,566 1,094 35,556 69,942 58,400 81,602: 31,259 8,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 7,226: 6,075 730 539 3,774 11,744 10,388 13,013: -3,162 -5,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.8 1.2 39.7 78.0 65.1 91.0: 34.9 9.0
Old : 100.0: 24.3 11.8 1.2 39.7 78.0 65.1 91.0: 34.9 9.0
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 : 82: 24 10 3 22 33 47 45:
Old : 82: 24 10 3 22 33 47 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 : 32.8 36.8 44.8 54.0 27.3 36.8 36.7 52.5
Old : 32.8 36.8 44.8 54.0 27.3 36.8 36.7 52.5
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 28, 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 : 21,790: 3,440 5,326 277 16,699 14,572 20,416 20,175: 1,374 1,615
Old : 21,790: 3,440 5,326 277 16,699 14,572 20,416 20,175: 1,374 1,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,531: 759 -222 71 501 1,269 1,331 1,118: 200 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.4 1.3 76.6 66.9 93.7 92.6: 6.3 7.4
Old : 100.0: 15.8 24.4 1.3 76.6 66.9 93.7 92.6: 6.3 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 : 30: 6 5 2 9 12 16 18:
Old : 30: 6 5 2 9 12 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 54.0 83.4 78.5 67.1 54.0 80.5 77.4
Old : 68.2 54.0 83.4 78.5 67.1 54.0 80.5 77.4
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 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,955: 5,834 1,631 0 8,515 12,878 14,349 14,509: 606 446
Old : 14,955: 5,834 1,631 0 8,515 12,878 14,349 14,509: 606 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 6: -23 -382 0 52 396 29 14: -23 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 10.9 0.0 56.9 86.1 95.9 97.0: 4.1 3.0
Old : 100.0: 39.0 10.9 0.0 56.9 86.1 95.9 97.0: 4.1 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 : 26: 9 8 0 7 4 16 12:
Old : 26: 9 8 0 7 4 16 12:
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 : 67.9 89.3 83.1 93.7 66.4 89.1 81.6 93.1
Old : 67.9 89.3 83.1 93.7 66.4 89.1 81.6 93.1
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 28, 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 : 9,782: 849 736 429 7,920 5,933 9,198 7,098: 584 2,684
Old : 9,782: 849 736 429 7,920 5,933 9,198 7,098: 584 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 169: -36 0 0 97 -164 61 -164: 108 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.5 4.4 81.0 60.7 94.0 72.6: 6.0 27.4
Old : 100.0: 8.7 7.5 4.4 81.0 60.7 94.0 72.6: 6.0 27.4
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 : 23: 4 3 1 12 9 17 12:
Old : 23: 4 3 1 12 9 17 12:
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 : 66.5 50.8 81.2 65.3 66.0 47.1 78.3 59.7
Old : 66.5 50.8 81.2 65.3 66.0 47.1 78.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2008