MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 59,467: 1,261 7,019 11,408 42,120 26,676 54,788 45,103: 4,678 14,364
Old : 59,467: 1,261 7,019 11,408 42,120 26,676 54,788 45,103: 4,678 14,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,981: -189 202 479 2,051 -26 2,341 655: -360 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 11.8 19.2 70.8 44.9 92.1 75.8: 7.9 24.2
Old : 100.0: 2.1 11.8 19.2 70.8 44.9 92.1 75.8: 7.9 24.2
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 : 71: 6 23 17 27 31 47 57:
Old : 71: 6 23 17 27 31 47 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 20.6 63.2 33.2 45.5 17.5 57.4 26.3
Old : 49.3 20.6 63.2 33.2 45.5 17.5 57.4 26.3
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 25, 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 : 193,245: 43,647 27,958 48,502 82,707 88,019 174,857 164,479: 18,388 28,766
Old : 192,621: 43,648 28,001 48,448 82,256 87,666 174,353 164,115: 18,268 28,506
Other: 624: 53 11 0 451 353 504 364: 120 260
: : :
: : Changes in Commitments from: November 18, 2008 :
: -3,010: -585 -427 760 -3,560 -1,084 -3,385 -751: 375 -2,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 14.5 25.1 42.8 45.5 90.5 85.1: 9.5 14.9
Old : 100.0: 22.7 14.5 25.2 42.7 45.5 90.5 85.2: 9.5 14.8
Other: 100.0: 8.5 1.8 0.0 72.3 56.6 80.8 58.3: 19.2 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 54 61 69 49 56 149 158:
Old : 205: 54 61 69 49 56 149 158:
Other: 16: 2 2 0 6 8 8 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 : 24.7 22.3 37.4 29.5 23.0 19.5 35.7 26.1
Old : 24.8 22.3 37.5 29.4 23.1 19.5 35.8 26.0
Other: 77.1 47.9 80.8 57.9 75.6 45.8 76.8 54.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 272,530: 43,847 36,764 76,345 132,475 116,121 252,666 229,230: 19,864 43,300
Old : 272,530: 43,847 36,764 76,345 132,475 116,121 252,666 229,230: 19,864 43,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -549: -4,398 -3,010 4,327 -546 -417 -617 901: 68 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.5 28.0 48.6 42.6 92.7 84.1: 7.3 15.9
Old : 100.0: 16.1 13.5 28.0 48.6 42.6 92.7 84.1: 7.3 15.9
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 : 309: 66 72 83 108 151 219 268:
Old : 309: 66 72 83 108 151 219 268:
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 : 18.8 15.5 31.4 22.9 16.9 11.3 27.5 15.8
Old : 18.8 15.5 31.4 22.9 16.9 11.3 27.5 15.8
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 25, 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 : 8,461: 2,882 3,707 1,170 2,832 1,495 6,883 6,371: 1,578 2,090
Old : 8,461: 2,882 3,707 1,170 2,832 1,495 6,883 6,371: 1,578 2,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 272: 131 113 -103 99 -7 127 3: 144 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 43.8 13.8 33.5 17.7 81.4 75.3: 18.6 24.7
Old : 100.0: 34.1 43.8 13.8 33.5 17.7 81.4 75.3: 18.6 24.7
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 : 70: 21 22 11 17 20 43 49:
Old : 70: 21 22 11 17 20 43 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 : 33.3 30.7 52.3 43.3 31.8 30.7 45.8 38.7
Old : 33.3 30.7 52.3 43.3 31.8 30.7 45.8 38.7
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 25, 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 : 21,040: 7,168 7,389 2,354 7,285 2,323 16,807 12,066: 4,233 8,974
Old : 21,040: 7,168 7,389 2,354 7,285 2,323 16,807 12,066: 4,233 8,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -861: -571 566 -33 297 -1,001 -307 -468: -553 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 35.1 11.2 34.6 11.0 79.9 57.3: 20.1 42.7
Old : 100.0: 34.1 35.1 11.2 34.6 11.0 79.9 57.3: 20.1 42.7
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 : 95: 23 27 22 32 20 70 58:
Old : 95: 23 27 22 32 20 70 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 : 27.0 22.8 37.8 29.5 26.8 21.7 37.4 27.3
Old : 27.0 22.8 37.8 29.5 26.8 21.7 37.4 27.3
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 25, 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 : 99,385: 13,824 18,670 10,505 49,098 50,184 73,427 79,358: 25,959 20,027
Old : 99,385: 13,824 18,670 10,505 49,098 50,184 73,427 79,358: 25,959 20,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -7,886: -3,230 -3,944 1,123 -3,844 -3,157 -5,951 -5,978: -1,935 -1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 18.8 10.6 49.4 50.5 73.9 79.8: 26.1 20.2
Old : 100.0: 13.9 18.8 10.6 49.4 50.5 73.9 79.8: 26.1 20.2
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 : 63: 21 18 15 15 20 41 48:
Old : 63: 21 18 15 15 20 41 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 : 43.8 29.6 53.2 44.6 39.6 29.0 45.4 40.6
Old : 43.8 29.6 53.2 44.6 39.6 29.0 45.4 40.6
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 25, 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 : 57,529: 5,443 16,638 11,040 29,791 12,556 46,273 40,233: 11,256 17,296
Old : 57,529: 5,443 16,638 11,040 29,791 12,556 46,273 40,233: 11,256 17,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -2,093: -3,277 253 813 2,727 -1,623 264 -557: -2,357 -1,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 28.9 19.2 51.8 21.8 80.4 69.9: 19.6 30.1
Old : 100.0: 9.5 28.9 19.2 51.8 21.8 80.4 69.9: 19.6 30.1
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 : 44: 9 18 6 11 12 21 35:
Old : 44: 9 18 6 11 12 21 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 29.5 65.2 42.2 39.6 19.1 50.0 27.2
Old : 50.8 29.5 65.2 42.2 39.6 19.1 50.0 27.2
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, November 25, 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 : 41,586: 3,808 5,823 0 35,590 31,188 39,398 37,011: 2,188 4,575
Old : 41,586: 3,808 5,823 0 35,590 31,188 39,398 37,011: 2,188 4,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 780: -582 498 0 1,203 -138 621 360: 159 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 14.0 0.0 85.6 75.0 94.7 89.0: 5.3 11.0
Old : 100.0: 9.2 14.0 0.0 85.6 75.0 94.7 89.0: 5.3 11.0
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 : 49: 10 16 0 15 13 25 29:
Old : 49: 10 16 0 15 13 25 29:
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 : 64.1 72.8 79.5 80.2 47.1 59.8 62.1 65.0
Old : 64.1 72.8 79.5 80.2 47.1 59.8 62.1 65.0
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 25, 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 : 144,501: 7,836 45,509 18,647 102,307 53,242 128,790 117,399: 15,711 27,102
Old : 144,501: 7,836 45,509 18,647 102,307 53,242 128,790 117,399: 15,711 27,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 3,575: 1,940 542 -629 445 3,539 1,757 3,452: 1,818 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 31.5 12.9 70.8 36.8 89.1 81.2: 10.9 18.8
Old : 100.0: 5.4 31.5 12.9 70.8 36.8 89.1 81.2: 10.9 18.8
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 : 67: 9 35 13 18 17 35 57:
Old : 67: 9 35 13 18 17 35 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 38.8 71.4 51.3 54.3 32.5 62.5 40.6
Old : 55.1 38.8 71.4 51.3 54.3 32.5 62.5 40.6
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 25, 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 : 179,579: 56,419 22,153 23,768 75,153 121,459 155,340 167,380: 24,239 12,199
Old : 179,579: 56,419 22,153 23,768 75,153 121,459 155,340 167,380: 24,239 12,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 3,402: 15,256 1,736 1,660 -12,605 2,159 4,311 5,555: -908 -2,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.3 13.2 41.8 67.6 86.5 93.2: 13.5 6.8
Old : 100.0: 31.4 12.3 13.2 41.8 67.6 86.5 93.2: 13.5 6.8
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 : 96: 31 30 22 24 21 68 60:
Old : 96: 31 30 22 24 21 68 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 : 33.9 40.5 51.2 61.7 33.5 38.5 45.3 54.2
Old : 33.9 40.5 51.2 61.7 33.5 38.5 45.3 54.2
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 25, 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 : 229,814: 25,666 51,357 42,493 105,184 80,054 173,342 173,904: 56,472 55,910
Old : 229,814: 25,666 51,357 42,493 105,184 80,054 173,342 173,904: 56,472 55,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 7,945: -1,760 2,377 743 4,035 6,754 3,019 9,875: 4,925 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 22.3 18.5 45.8 34.8 75.4 75.7: 24.6 24.3
Old : 100.0: 11.2 22.3 18.5 45.8 34.8 75.4 75.7: 24.6 24.3
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 : 130: 40 43 35 32 37 89 99:
Old : 130: 40 43 35 32 37 89 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 21.7 36.3 32.8 17.9 11.3 23.6 18.4
Old : 24.8 21.7 36.3 32.8 17.9 11.3 23.6 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 19,099: 2,432 4,810 0 15,190 12,765 17,622 17,575: 1,477 1,524
Old : 19,099: 2,432 4,810 0 15,190 12,765 17,622 17,575: 1,477 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 235: -175 562 0 184 146 9 708: 226 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 25.2 0.0 79.5 66.8 92.3 92.0: 7.7 8.0
Old : 100.0: 12.7 25.2 0.0 79.5 66.8 92.3 92.0: 7.7 8.0
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 : 28: 3 7 0 15 8 18 15:
Old : 28: 3 7 0 15 8 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 68.1 82.6 83.7 63.5 68.1 80.7 83.1
Old : 63.5 68.1 82.6 83.7 63.5 68.1 80.7 83.1
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 25, 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 :15,928,874: 723,772 342,259 5,642,374 8,440,230 9,003,781 14,806,376 14,988,414: 1,122,498 940,460
Old :15,928,874: 723,772 342,259 5,642,374 8,440,230 9,003,781 14,806,376 14,988,414: 1,122,498 940,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 245,514: -108,728 -40,731 39,952 132,433 133,134 63,656 132,355: 181,857 113,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.1 35.4 53.0 56.5 93.0 94.1: 7.0 5.9
Old : 100.0: 4.5 2.1 35.4 53.0 56.5 93.0 94.1: 7.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 73 43 101 121 122 235 230:
Old : 248: 73 43 101 121 122 235 230:
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 25.9 38.1 39.3 17.6 15.7 20.2 21.6
Old : 26.8 25.9 38.1 39.3 17.6 15.7 20.2 21.6
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 25, 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 : 906,051: 88,127 55,519 73,088 621,129 688,545 782,344 817,153: 123,707 88,898
Old : 906,051: 88,127 55,519 73,088 621,129 688,545 782,344 817,153: 123,707 88,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -74,819: 3,489 -2,438 -34,601 -45,056 -15,077 -76,168 -52,116: 1,349 -22,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.1 8.1 68.6 76.0 86.3 90.2: 13.7 9.8
Old : 100.0: 9.7 6.1 8.1 68.6 76.0 86.3 90.2: 13.7 9.8
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 : 195: 42 29 40 96 77 158 128:
Old : 195: 42 29 40 96 77 158 128:
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 : 18.2 23.2 26.8 34.0 11.7 16.6 18.5 26.7
Old : 18.2 23.2 26.8 34.0 11.7 16.6 18.5 26.7
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 25, 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 : 3,521,276: 499,022 405,789 143,129 2,524,795 2,768,682 3,166,947 3,317,600: 354,329 203,676
Old : 3,521,276: 499,022 405,789 143,129 2,524,795 2,768,682 3,166,947 3,317,600: 354,329 203,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -71,218: 23,537 40,932 -67,918 85,460 -294 41,079 -27,280: -112,297 -43,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.5 4.1 71.7 78.6 89.9 94.2: 10.1 5.8
Old : 100.0: 14.2 11.5 4.1 71.7 78.6 89.9 94.2: 10.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 105 102 74 167 140 311 278:
Old : 428: 105 102 74 167 140 311 278:
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 : 17.3 31.3 26.4 41.9 11.5 28.6 19.6 37.7
Old : 17.3 31.3 26.4 41.9 11.5 28.6 19.6 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 113,791: 19,225 17,855 0 86,041 95,716 105,266 113,571: 8,525 220
Old : 113,791: 19,225 17,855 0 86,041 95,716 105,266 113,571: 8,525 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -1,461: -521 1,023 -560 115 1,617 -966 2,080: -495 -3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 15.7 0.0 75.6 84.1 92.5 99.8: 7.5 0.2
Old : 100.0: 16.9 15.7 0.0 75.6 84.1 92.5 99.8: 7.5 0.2
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 : 85: 8 8 0 43 39 51 47:
Old : 85: 8 8 0 43 39 51 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 59.3 47.7 71.1 28.4 59.3 45.1 71.1
Old : 29.8 59.3 47.7 71.1 28.4 59.3 45.1 71.1
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 25, 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 : 33,399: 4,658 1,834 498 24,366 23,219 29,522 25,551: 3,877 7,849
Old : 33,399: 4,658 1,834 498 24,366 23,219 29,522 25,551: 3,877 7,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,885: 47 -128 117 1,646 1,283 1,810 1,271: 76 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 5.5 1.5 73.0 69.5 88.4 76.5: 11.6 23.5
Old : 100.0: 13.9 5.5 1.5 73.0 69.5 88.4 76.5: 11.6 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 : 42: 9 6 2 22 16 32 23:
Old : 42: 9 6 2 22 16 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 47.9 55.1 64.2 37.1 40.4 49.9 53.7
Old : 38.0 47.9 55.1 64.2 37.1 40.4 49.9 53.7
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 25, 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 : 368,963: 45,462 56,431 5,328 262,481 274,359 313,271 336,118: 55,692 32,845
Old : 368,963: 45,462 56,431 5,328 262,481 274,359 313,271 336,118: 55,692 32,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -5,394: -9,015 -12,810 -2,808 -1,642 -1,254 -13,465 -16,872: 8,071 11,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.3 1.4 71.1 74.4 84.9 91.1: 15.1 8.9
Old : 100.0: 12.3 15.3 1.4 71.1 74.4 84.9 91.1: 15.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 33 53 12 61 66 99 126:
Old : 194: 33 53 12 61 66 99 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 22.8 51.8 36.6 34.0 19.8 42.9 30.8
Old : 40.9 22.8 51.8 36.6 34.0 19.8 42.9 30.8
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 25, 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 : 78,755: 6,132 13,217 6,565 50,966 41,268 63,664 61,050: 15,091 17,705
Old : 78,755: 6,132 13,217 6,565 50,966 41,268 63,664 61,050: 15,091 17,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 7,372: -1,949 1,169 2,327 4,100 2,931 4,478 6,427: 2,894 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 16.8 8.3 64.7 52.4 80.8 77.5: 19.2 22.5
Old : 100.0: 7.8 16.8 8.3 64.7 52.4 80.8 77.5: 19.2 22.5
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: 9 12 4 9 15 21 28:
Old : 38: 9 12 4 9 15 21 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 : 57.6 40.3 71.0 54.3 57.5 39.1 62.8 49.8
Old : 57.6 40.3 71.0 54.3 57.5 39.1 62.8 49.8
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 25, 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 : 61,679: 10,168 14,322 195 44,821 42,423 55,184 56,940: 6,495 4,739
Old : 61,679: 10,168 14,322 195 44,821 42,423 55,184 56,940: 6,495 4,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -3,111: -1,176 -1,410 27 -91 -776 -1,241 -2,160: -1,870 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 23.2 0.3 72.7 68.8 89.5 92.3: 10.5 7.7
Old : 100.0: 16.5 23.2 0.3 72.7 68.8 89.5 92.3: 10.5 7.7
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 : 79: 17 17 2 23 26 42 43:
Old : 79: 17 17 2 23 26 42 43:
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 42.5 60.4 58.0 43.6 38.1 59.2 53.7
Old : 43.6 42.5 60.4 58.0 43.6 38.1 59.2 53.7
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 25, 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 : 104,419: 14,088 20,211 1,878 36,508 80,009 52,474 102,098: 51,945 2,321
Old : 104,419: 14,088 20,211 1,878 36,508 80,009 52,474 102,098: 51,945 2,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 5,609: 400 3,108 -921 -88 4,568 -609 6,755: 6,218 -1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.4 1.8 35.0 76.6 50.3 97.8: 49.7 2.2
Old : 100.0: 13.5 19.4 1.8 35.0 76.6 50.3 97.8: 49.7 2.2
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 : 74: 20 11 4 19 29 40 43:
Old : 74: 20 11 4 19 29 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 34.0 31.4 52.3 18.0 34.0 25.9 52.3
Old : 21.9 34.0 31.4 52.3 18.0 34.0 25.9 52.3
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 25, 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 : 26,763: 4,470 6,315 250 20,519 18,762 25,239 25,327: 1,524 1,436
Old : 26,763: 4,470 6,315 250 20,519 18,762 25,239 25,327: 1,524 1,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -547: 333 -2,457 47 -766 1,726 -386 -684: -161 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 23.6 0.9 76.7 70.1 94.3 94.6: 5.7 5.4
Old : 100.0: 16.7 23.6 0.9 76.7 70.1 94.3 94.6: 5.7 5.4
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 : 33: 6 7 2 10 11 17 19:
Old : 33: 6 7 2 10 11 17 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 : 69.3 50.1 81.7 75.4 68.7 50.1 81.2 75.2
Old : 69.3 50.1 81.7 75.4 68.7 50.1 81.2 75.2
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 25, 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 : 15,461: 6,475 1,068 0 8,364 13,849 14,839 14,917: 622 544
Old : 15,461: 6,475 1,068 0 8,364 13,849 14,839 14,917: 622 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 117: -40 -78 0 129 119 89 41: 28 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 6.9 0.0 54.1 89.6 96.0 96.5: 4.0 3.5
Old : 100.0: 41.9 6.9 0.0 54.1 89.6 96.0 96.5: 4.0 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 : 22: 8 6 0 6 4 14 10:
Old : 22: 8 6 0 6 4 14 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 : 70.5 90.8 84.9 95.0 68.2 89.7 82.6 93.6
Old : 70.5 90.8 84.9 95.0 68.2 89.7 82.6 93.6
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 25, 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 : 10,418: 849 671 429 8,848 6,535 10,126 7,635: 292 2,783
Old : 10,418: 849 671 429 8,848 6,535 10,126 7,635: 292 2,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -225: 0 0 0 0 535 0 535: -225 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.4 4.1 84.9 62.7 97.2 73.3: 2.8 26.7
Old : 100.0: 8.1 6.4 4.1 84.9 62.7 97.2 73.3: 2.8 26.7
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 : 24: 4 3 1 14 10 19 13:
Old : 24: 4 3 1 14 10 19 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 : 65.0 52.6 80.3 65.6 64.4 48.9 76.7 58.3
Old : 65.0 52.6 80.3 65.6 64.4 48.9 76.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 01, 2008