MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 57,485: 1,450 6,817 10,929 40,068 26,702 52,447 44,448: 5,038 13,038
Old : 57,485: 1,450 6,817 10,929 40,068 26,702 52,447 44,448: 5,038 13,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -322: 51 244 -49 -107 -435 -104 -240: -218 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 11.9 19.0 69.7 46.4 91.2 77.3: 8.8 22.7
Old : 100.0: 2.5 11.9 19.0 69.7 46.4 91.2 77.3: 8.8 22.7
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 : 71: 8 21 16 27 32 46 58:
Old : 71: 8 21 16 27 32 46 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 : 48.7 21.1 62.9 33.8 44.8 18.1 56.9 27.1
Old : 48.7 21.1 62.9 33.8 44.8 18.1 56.9 27.1
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, November 18, 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 : 196,255: 44,232 28,385 47,742 86,268 89,103 178,242 165,230: 18,014 31,026
Old : 195,706: 44,247 28,368 47,727 85,817 88,833 177,791 164,928: 17,916 30,779
Other: 549: 0 32 0 451 270 451 302: 98 247
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,421: -29 449 1,290 -282 -46 978 1,692: 442 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 14.5 24.3 44.0 45.4 90.8 84.2: 9.2 15.8
Old : 100.0: 22.6 14.5 24.4 43.8 45.4 90.8 84.3: 9.2 15.7
Other: 100.0: 0.0 5.8 0.0 82.1 49.2 82.1 55.0: 17.9 45.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 60 68 83 47 54 156 174:
Old : 217: 61 67 83 47 54 156 174:
Other: 14: 0 3 0 6 7 6 10:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 22.1 38.3 29.2 23.7 19.3 36.2 25.7
Old : 25.7 22.1 38.4 29.2 23.8 19.3 36.3 25.7
Other: 81.4 44.4 82.1 54.5 77.6 43.2 77.6 50.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 273,079: 48,245 39,774 72,017 133,020 116,538 253,283 228,329: 19,796 44,750
Old : 273,079: 48,245 39,774 72,017 133,020 116,538 253,283 228,329: 19,796 44,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 9,114: -4,958 1,036 8,476 4,443 1,387 7,961 10,900: 1,152 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.6 26.4 48.7 42.7 92.8 83.6: 7.2 16.4
Old : 100.0: 17.7 14.6 26.4 48.7 42.7 92.8 83.6: 7.2 16.4
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 : 314: 66 75 89 109 151 227 272:
Old : 314: 66 75 89 109 151 227 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 15.0 31.5 21.8 17.6 11.0 28.3 15.4
Old : 18.9 15.0 31.5 21.8 17.6 11.0 28.3 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 8,189: 2,751 3,593 1,272 2,733 1,502 6,756 6,368: 1,433 1,822
Old : 8,189: 2,751 3,593 1,272 2,733 1,502 6,756 6,368: 1,433 1,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -55: 49 6 31 -64 -112 17 -75: -72 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 43.9 15.5 33.4 18.3 82.5 77.8: 17.5 22.2
Old : 100.0: 33.6 43.9 15.5 33.4 18.3 82.5 77.8: 17.5 22.2
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 : 67: 18 22 9 17 19 41 46:
Old : 67: 18 22 9 17 19 41 46:
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 : 35.1 30.7 53.4 45.6 33.3 29.9 46.7 38.6
Old : 35.1 30.7 53.4 45.6 33.3 29.9 46.7 38.6
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, November 18, 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 : 21,900: 7,739 6,823 2,387 6,988 3,324 17,114 12,533: 4,786 9,367
Old : 21,900: 7,739 6,823 2,387 6,988 3,324 17,114 12,533: 4,786 9,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,370: -336 101 525 268 170 457 796: 913 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 31.2 10.9 31.9 15.2 78.1 57.2: 21.9 42.8
Old : 100.0: 35.3 31.2 10.9 31.9 15.2 78.1 57.2: 21.9 42.8
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 : 93: 23 26 22 31 23 69 58:
Old : 93: 23 26 22 31 23 69 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 : 26.5 22.0 36.9 29.5 25.9 22.0 36.4 27.2
Old : 26.5 22.0 36.9 29.5 25.9 22.0 36.4 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, November 18, 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 : 107,271: 17,054 22,613 9,382 52,941 53,341 79,378 85,336: 27,893 21,935
Old : 107,271: 17,054 22,613 9,382 52,941 53,341 79,378 85,336: 27,893 21,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -4,369: -108 3,266 -305 -5,650 -8,428 -6,063 -5,467: 1,694 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 21.1 8.7 49.4 49.7 74.0 79.6: 26.0 20.4
Old : 100.0: 15.9 21.1 8.7 49.4 49.7 74.0 79.6: 26.0 20.4
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 : 69: 21 23 16 15 21 43 53:
Old : 69: 21 23 16 15 21 43 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 : 43.6 30.6 52.7 44.0 39.3 30.3 46.3 40.7
Old : 43.6 30.6 52.7 44.0 39.3 30.3 46.3 40.7
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, November 18, 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 : 59,622: 8,719 16,385 10,226 27,064 14,179 46,009 40,790: 13,613 18,832
Old : 59,622: 8,719 16,385 10,226 27,064 14,179 46,009 40,790: 13,613 18,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 7,807: 1,751 2,931 2,481 517 -304 4,750 5,108: 3,057 2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 27.5 17.2 45.4 23.8 77.2 68.4: 22.8 31.6
Old : 100.0: 14.6 27.5 17.2 45.4 23.8 77.2 68.4: 22.8 31.6
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 : 48: 12 18 7 12 14 26 37:
Old : 48: 12 18 7 12 14 26 37:
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 : 48.7 26.2 59.8 38.7 37.6 18.1 45.4 26.3
Old : 48.7 26.2 59.8 38.7 37.6 18.1 45.4 26.3
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, November 18, 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 : 40,806: 4,390 5,325 0 34,387 31,326 38,777 36,651: 2,029 4,155
Old : 40,806: 4,390 5,325 0 34,387 31,326 38,777 36,651: 2,029 4,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -486: 651 -749 -141 -785 -102 -275 -992: -211 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.0 0.0 84.3 76.8 95.0 89.8: 5.0 10.2
Old : 100.0: 10.8 13.0 0.0 84.3 76.8 95.0 89.8: 5.0 10.2
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 : 49: 13 13 0 15 13 28 26:
Old : 49: 13 13 0 15 13 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 74.4 80.2 81.1 47.6 60.9 62.7 65.8
Old : 64.7 74.4 80.2 81.1 47.6 60.9 62.7 65.8
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, November 18, 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 : 140,926: 5,895 44,967 19,276 101,862 49,703 127,033 113,946: 13,893 26,979
Old : 140,926: 5,895 44,967 19,276 101,862 49,703 127,033 113,946: 13,893 26,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 5,963: -612 1,062 2,749 2,502 392 4,640 4,203: 1,323 1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 31.9 13.7 72.3 35.3 90.1 80.9: 9.9 19.1
Old : 100.0: 4.2 31.9 13.7 72.3 35.3 90.1 80.9: 9.9 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 8 35 12 16 18 31 58:
Old : 67: 8 35 12 16 18 31 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 : 56.1 35.6 73.6 48.3 55.1 30.5 63.3 37.7
Old : 56.1 35.6 73.6 48.3 55.1 30.5 63.3 37.7
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, November 18, 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 : 176,177: 41,163 20,417 22,108 87,758 119,300 151,029 161,825: 25,147 14,351
Old : 176,177: 41,163 20,417 22,108 87,758 119,300 151,029 161,825: 25,147 14,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 752: 612 304 1,108 -1,802 -1,296 -83 117: 834 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 11.6 12.5 49.8 67.7 85.7 91.9: 14.3 8.1
Old : 100.0: 23.4 11.6 12.5 49.8 67.7 85.7 91.9: 14.3 8.1
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 : 92: 30 28 21 25 19 67 56:
Old : 92: 30 28 21 25 19 67 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 : 37.4 46.6 52.0 64.6 36.6 44.4 46.1 57.3
Old : 37.4 46.6 52.0 64.6 36.6 44.4 46.1 57.3
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, November 18, 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 : 221,869: 27,425 48,980 41,750 101,148 73,300 170,323 164,029: 51,546 57,841
Old : 221,869: 27,425 48,980 41,750 101,148 73,300 170,323 164,029: 51,546 57,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -4,085: 2,652 135 782 -5,609 142 -2,175 1,058: -1,910 -5,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 22.1 18.8 45.6 33.0 76.8 73.9: 23.2 26.1
Old : 100.0: 12.4 22.1 18.8 45.6 33.0 76.8 73.9: 23.2 26.1
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 : 125: 36 45 30 29 36 81 95:
Old : 125: 36 45 30 29 36 81 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 : 25.5 21.6 37.7 31.6 18.7 10.2 25.2 16.0
Old : 25.5 21.6 37.7 31.6 18.7 10.2 25.2 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 18,864: 2,607 4,248 0 15,006 12,619 17,613 16,867: 1,251 1,997
Old : 18,864: 2,607 4,248 0 15,006 12,619 17,613 16,867: 1,251 1,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -177: -271 4 0 338 170 67 174: -244 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 22.5 0.0 79.5 66.9 93.4 89.4: 6.6 10.6
Old : 100.0: 13.8 22.5 0.0 79.5 66.9 93.4 89.4: 6.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 5 0 14 7 17 12:
Old : 26: 3 5 0 14 7 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 : 64.8 65.0 82.4 83.1 64.8 65.0 80.4 82.7
Old : 64.8 65.0 82.4 83.1 64.8 65.0 80.4 82.7
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, November 18, 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 :15,683,361: 832,501 382,990 5,602,422 8,307,797 8,870,647 14,742,720 14,856,060: 940,641 827,301
Old :15,683,361: 832,501 382,990 5,602,422 8,307,797 8,870,647 14,742,720 14,856,060: 940,641 827,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -432,323: -105,037 13,507 -360,239 17,857 -143,465 -447,419 -490,197: 15,096 57,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.4 35.7 53.0 56.6 94.0 94.7: 6.0 5.3
Old : 100.0: 5.3 2.4 35.7 53.0 56.6 94.0 94.7: 6.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 67 47 98 123 120 235 225:
Old : 246: 67 47 98 123 120 235 225:
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 : 26.8 25.8 38.3 39.9 18.0 16.2 20.9 22.1
Old : 26.8 25.8 38.3 39.9 18.0 16.2 20.9 22.1
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, November 18, 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 : 980,870: 84,638 57,957 107,689 666,185 703,623 858,512 869,269: 122,358 111,601
Old : 980,870: 84,638 57,957 107,689 666,185 703,623 858,512 869,269: 122,358 111,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 38,057: -1,089 -9,905 -38,411 65,079 80,204 25,580 31,888: 12,477 6,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.9 11.0 67.9 71.7 87.5 88.6: 12.5 11.4
Old : 100.0: 8.6 5.9 11.0 67.9 71.7 87.5 88.6: 12.5 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 : 208: 47 41 54 96 76 172 143:
Old : 208: 47 41 54 96 76 172 143:
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 21.4 26.6 31.0 11.0 15.1 17.5 23.6
Old : 17.0 21.4 26.6 31.0 11.0 15.1 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, November 18, 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 : 3,592,494: 475,486 364,857 211,047 2,439,335 2,768,976 3,125,868 3,344,880: 466,626 247,614
Old : 3,592,494: 475,486 364,857 211,047 2,439,335 2,768,976 3,125,868 3,344,880: 466,626 247,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 179,352: -70,622 24,261 -27,076 252,218 136,399 154,520 133,585: 24,833 45,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.2 5.9 67.9 77.1 87.0 93.1: 13.0 6.9
Old : 100.0: 13.2 10.2 5.9 67.9 77.1 87.0 93.1: 13.0 6.9
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 : 434: 108 98 80 166 149 315 286:
Old : 434: 108 98 80 166 149 315 286:
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 : 16.8 28.6 25.2 39.7 11.1 26.3 18.9 36.0
Old : 16.8 28.6 25.2 39.7 11.1 26.3 18.9 36.0
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, November 18, 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 : 115,252: 19,746 16,832 560 85,926 94,099 106,232 111,491: 9,020 3,761
Old : 115,252: 19,746 16,832 560 85,926 94,099 106,232 111,491: 9,020 3,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 4,530: 289 -147 -223 3,027 2,383 3,093 2,013: 1,437 2,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.6 0.5 74.6 81.6 92.2 96.7: 7.8 3.3
Old : 100.0: 17.1 14.6 0.5 74.6 81.6 92.2 96.7: 7.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 8 10 1 44 37 52 48:
Old : 87: 8 10 1 44 37 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 53.1 49.9 66.4 29.4 53.1 47.3 66.4
Old : 31.4 53.1 49.9 66.4 29.4 53.1 47.3 66.4
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, November 18, 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 : 31,514: 4,611 1,962 381 22,721 21,936 27,713 24,279: 3,801 7,235
Old : 31,514: 4,611 1,962 381 22,721 21,936 27,713 24,279: 3,801 7,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 294: 49 230 3 404 462 456 695: -163 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 6.2 1.2 72.1 69.6 87.9 77.0: 12.1 23.0
Old : 100.0: 14.6 6.2 1.2 72.1 69.6 87.9 77.0: 12.1 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 : 41: 8 7 2 21 16 30 24:
Old : 41: 8 7 2 21 16 30 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 : 39.9 50.9 57.2 65.0 39.0 42.6 51.7 53.6
Old : 39.9 50.9 57.2 65.0 39.0 42.6 51.7 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 374,357: 54,477 69,241 8,136 264,123 275,613 326,736 352,990: 47,621 21,366
Old : 374,357: 54,477 69,241 8,136 264,123 275,613 326,736 352,990: 47,621 21,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,774: -11,851 -1,640 1,090 20,045 11,590 9,283 11,040: -7,509 -9,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 18.5 2.2 70.6 73.6 87.3 94.3: 12.7 5.7
Old : 100.0: 14.6 18.5 2.2 70.6 73.6 87.3 94.3: 12.7 5.7
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 : 208: 38 54 21 58 78 106 143:
Old : 208: 38 54 21 58 78 106 143:
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 : 38.6 23.2 51.2 37.3 35.8 20.3 46.8 32.5
Old : 38.6 23.2 51.2 37.3 35.8 20.3 46.8 32.5
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, November 18, 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 : 71,383: 8,081 12,047 4,238 46,867 38,338 59,186 54,623: 12,197 16,760
Old : 71,383: 8,081 12,047 4,238 46,867 38,338 59,186 54,623: 12,197 16,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -2,164: -769 -3,707 321 547 205 99 -3,181: -2,263 1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.9 5.9 65.7 53.7 82.9 76.5: 17.1 23.5
Old : 100.0: 11.3 16.9 5.9 65.7 53.7 82.9 76.5: 17.1 23.5
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 : 38: 11 11 4 7 14 20 27:
Old : 38: 11 11 4 7 14 20 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 43.0 74.4 55.8 62.1 42.8 69.8 53.7
Old : 62.5 43.0 74.4 55.8 62.1 42.8 69.8 53.7
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, November 18, 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 : 64,790: 11,344 15,732 169 44,912 43,200 56,425 59,100: 8,365 5,690
Old : 64,790: 11,344 15,732 169 44,912 43,200 56,425 59,100: 8,365 5,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 395: 105 2,924 165 -1,053 -551 -783 2,538: 1,178 -2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 24.3 0.3 69.3 66.7 87.1 91.2: 12.9 8.8
Old : 100.0: 17.5 24.3 0.3 69.3 66.7 87.1 91.2: 12.9 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 13 18 5 23 27 40 46:
Old : 76: 13 18 5 23 27 40 46:
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 : 42.0 40.3 58.6 57.0 41.9 36.8 58.1 53.3
Old : 42.0 40.3 58.6 57.0 41.9 36.8 58.1 53.3
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, November 18, 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 : 98,810: 13,688 17,103 2,799 36,596 75,441 53,083 95,343: 45,727 3,467
Old : 98,810: 13,688 17,103 2,799 36,596 75,441 53,083 95,343: 45,727 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 5,063: -87 6,549 -967 1,949 5,475 895 11,057: 4,168 -5,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.3 2.8 37.0 76.3 53.7 96.5: 46.3 3.5
Old : 100.0: 13.9 17.3 2.8 37.0 76.3 53.7 96.5: 46.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 11 4 18 32 39 46:
Old : 77: 20 11 4 18 32 39 46:
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 : 25.6 36.4 35.4 55.4 21.4 36.4 30.3 55.4
Old : 25.6 36.4 35.4 55.4 21.4 36.4 30.3 55.4
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, November 18, 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 : 27,310: 4,137 8,772 203 21,285 17,036 25,625 26,011: 1,685 1,299
Old : 27,310: 4,137 8,772 203 21,285 17,036 25,625 26,011: 1,685 1,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 2,041: -13 660 -78 1,761 1,806 1,670 2,388: 371 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 32.1 0.7 77.9 62.4 93.8 95.2: 6.2 4.8
Old : 100.0: 15.1 32.1 0.7 77.9 62.4 93.8 95.2: 6.2 4.8
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 : 35: 6 7 1 12 12 19 19:
Old : 35: 6 7 1 12 12 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 51.2 80.6 73.9 67.3 51.2 79.0 73.9
Old : 67.9 51.2 80.6 73.9 67.3 51.2 79.0 73.9
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, November 18, 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 : 15,344: 6,515 1,146 0 8,235 13,730 14,750 14,876: 594 468
Old : 15,344: 6,515 1,146 0 8,235 13,730 14,750 14,876: 594 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -1,094: 482 -401 -1 97 596 578 194: -1,672 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 7.5 0.0 53.7 89.5 96.1 96.9: 3.9 3.1
Old : 100.0: 42.5 7.5 0.0 53.7 89.5 96.1 96.9: 3.9 3.1
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 : 23: 9 6 0 6 4 15 10:
Old : 23: 9 6 0 6 4 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 91.0 85.2 95.4 69.7 90.0 82.9 94.0
Old : 71.9 91.0 85.2 95.4 69.7 90.0 82.9 94.0
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, November 18, 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 : 10,643: 849 671 429 8,848 6,000 10,126 7,100: 517 3,543
Old : 10,643: 849 671 429 8,848 6,000 10,126 7,100: 517 3,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 514: 0 -65 0 521 429 521 364: -7 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.3 4.0 83.1 56.4 95.1 66.7: 4.9 33.3
Old : 100.0: 8.0 6.3 4.0 83.1 56.4 95.1 66.7: 4.9 33.3
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 : 23: 4 3 1 14 9 19 12:
Old : 23: 4 3 1 14 9 19 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 : 63.7 50.8 78.6 61.1 63.1 46.6 75.1 53.3
Old : 63.7 50.8 78.6 61.1 63.1 46.6 75.1 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Novenber 21, 2008