MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 60,940: 1,178 7,126 11,776 43,369 27,010 56,323 45,912: 4,617 15,028
Old : 60,940: 1,178 7,126 11,776 43,369 27,010 56,323 45,912: 4,617 15,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 1,474: -83 107 368 1,250 334 1,534 809: -61 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.7 19.3 71.2 44.3 92.4 75.3: 7.6 24.7
Old : 100.0: 1.9 11.7 19.3 71.2 44.3 92.4 75.3: 7.6 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 : 71: 4 23 18 28 31 47 58:
Old : 71: 4 23 18 28 31 47 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 : 50.0 21.1 63.7 33.7 45.5 17.2 57.1 26.2
Old : 50.0 21.1 63.7 33.7 45.5 17.2 57.1 26.2
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, December 2, 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 : 193,936: 43,877 28,293 47,937 82,913 89,985 174,727 166,215: 19,209 27,721
Old : 193,158: 43,878 28,258 47,936 82,414 89,584 174,228 165,778: 18,930 27,380
Other: 778: 0 36 0 499 401 499 437: 279 341
: : :
: : Changes in Commitments from: November 25, 2008 :
: 691: 230 335 -565 206 1,966 -130 1,736: 820 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 14.6 24.7 42.8 46.4 90.1 85.7: 9.9 14.3
Old : 100.0: 22.7 14.6 24.8 42.7 46.4 90.2 85.8: 9.8 14.2
Other: 100.0: 0.0 4.6 0.0 64.1 51.5 64.1 56.2: 35.9 43.8
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 66 60 71 50 56 158 155:
Old : 207: 66 60 71 50 56 158 155:
Other: 19: 0 4 0 8 9 8 13:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 23.3 36.9 30.5 22.8 20.5 35.2 27.4
Old : 24.6 23.3 37.1 30.5 22.9 20.5 35.4 27.4
Other: 59.1 39.5 64.1 51.3 58.9 39.5 60.9 48.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 273,906: 43,737 37,797 77,643 133,414 115,792 254,794 231,232: 19,112 42,674
Old : 273,906: 43,737 37,797 77,643 133,414 115,792 254,794 231,232: 19,112 42,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 1,376: -110 1,033 1,298 939 -329 2,127 2,002: -752 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.8 28.3 48.7 42.3 93.0 84.4: 7.0 15.6
Old : 100.0: 16.0 13.8 28.3 48.7 42.3 93.0 84.4: 7.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 68 68 83 108 153 222 269:
Old : 314: 68 68 83 108 153 222 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 15.8 30.8 23.1 16.9 11.5 26.9 15.8
Old : 19.1 15.8 30.8 23.1 16.9 11.5 26.9 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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,700: 2,592 3,718 2,396 2,921 1,289 7,910 7,404: 1,790 2,296
Old : 9,700: 2,592 3,718 2,396 2,921 1,289 7,910 7,404: 1,790 2,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 1,239: -290 11 1,227 89 -205 1,026 1,033: 213 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 38.3 24.7 30.1 13.3 81.5 76.3: 18.5 23.7
Old : 100.0: 26.7 38.3 24.7 30.1 13.3 81.5 76.3: 18.5 23.7
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 : 72: 21 25 18 16 17 46 54:
Old : 72: 21 25 18 16 17 46 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 29.8 48.3 41.8 26.8 26.4 39.1 33.6
Old : 32.3 29.8 48.3 41.8 26.8 26.4 39.1 33.6
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, December 2, 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 : 21,886: 7,167 7,540 2,684 7,720 2,663 17,571 12,888: 4,314 8,998
Old : 21,886: 7,167 7,540 2,684 7,720 2,663 17,571 12,888: 4,314 8,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 846: -1 151 330 435 340 765 822: 81 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 34.5 12.3 35.3 12.2 80.3 58.9: 19.7 41.1
Old : 100.0: 32.7 34.5 12.3 35.3 12.2 80.3 58.9: 19.7 41.1
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 : 103: 21 31 26 36 25 76 68:
Old : 103: 21 31 26 36 25 76 68:
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 : 26.4 22.3 37.6 28.4 26.2 20.5 36.8 25.6
Old : 26.4 22.3 37.6 28.4 26.2 20.5 36.8 25.6
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, December 2, 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 : 104,809: 14,920 22,833 10,130 55,781 51,821 80,830 84,784: 23,978 20,025
Old : 104,809: 14,920 22,833 10,130 55,781 51,821 80,830 84,784: 23,978 20,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 5,423: 1,096 4,163 -375 6,683 1,637 7,404 5,425: -1,980 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 21.8 9.7 53.2 49.4 77.1 80.9: 22.9 19.1
Old : 100.0: 14.2 21.8 9.7 53.2 49.4 77.1 80.9: 22.9 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 : 63: 19 18 16 16 21 40 50:
Old : 63: 19 18 16 16 21 40 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 27.7 56.9 43.9 42.1 27.2 49.9 40.8
Old : 45.6 27.7 56.9 43.9 42.1 27.2 49.9 40.8
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, December 2, 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 : 58,381: 4,475 16,714 12,373 31,324 14,274 48,171 43,360: 10,210 15,021
Old : 58,381: 4,475 16,714 12,373 31,324 14,274 48,171 43,360: 10,210 15,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 852: -968 76 1,333 1,533 1,718 1,898 3,127: -1,046 -2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 28.6 21.2 53.7 24.4 82.5 74.3: 17.5 25.7
Old : 100.0: 7.7 28.6 21.2 53.7 24.4 82.5 74.3: 17.5 25.7
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 : 43: 8 17 7 11 12 21 34:
Old : 43: 8 17 7 11 12 21 34:
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 : 55.0 33.1 69.7 46.5 41.2 20.9 51.6 29.6
Old : 55.0 33.1 69.7 46.5 41.2 20.9 51.6 29.6
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, December 2, 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 : 41,175: 4,142 6,040 2 34,907 31,208 39,051 37,250: 2,124 3,925
Old : 41,175: 4,142 6,040 2 34,907 31,208 39,051 37,250: 2,124 3,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -411: 334 217 2 -683 20 -347 239: -64 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.7 0.0 84.8 75.8 94.8 90.5: 5.2 9.5
Old : 100.0: 10.1 14.7 0.0 84.8 75.8 94.8 90.5: 5.2 9.5
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 : 49: 10 16 1 14 13 25 29:
Old : 49: 10 16 1 14 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 : 64.3 74.5 79.5 81.8 47.1 61.6 61.9 66.2
Old : 64.3 74.5 79.5 81.8 47.1 61.6 61.9 66.2
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, December 2, 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 : 147,092: 7,130 43,220 21,619 102,372 54,912 131,121 119,751: 15,972 27,342
Old : 147,092: 7,130 43,220 21,619 102,372 54,912 131,121 119,751: 15,972 27,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 2,592: -705 -2,289 2,971 65 1,670 2,331 2,352: 260 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 29.4 14.7 69.6 37.3 89.1 81.4: 10.9 18.6
Old : 100.0: 4.8 29.4 14.7 69.6 37.3 89.1 81.4: 10.9 18.6
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 : 62: 8 31 13 18 18 32 56:
Old : 62: 8 31 13 18 18 32 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 : 53.7 39.7 72.3 52.1 52.7 33.0 61.5 41.4
Old : 53.7 39.7 72.3 52.1 52.7 33.0 61.5 41.4
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, December 2, 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 : 190,875: 61,709 22,146 25,485 73,124 124,918 160,317 172,548: 30,557 18,326
Old : 190,875: 61,709 22,146 25,485 73,124 124,918 160,317 172,548: 30,557 18,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 11,296: 5,290 -7 1,717 -2,029 3,459 4,978 5,168: 6,318 6,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 11.6 13.4 38.3 65.4 84.0 90.4: 16.0 9.6
Old : 100.0: 32.3 11.6 13.4 38.3 65.4 84.0 90.4: 16.0 9.6
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 : 94: 33 27 20 22 22 64 60:
Old : 94: 33 27 20 22 22 64 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 : 33.7 38.4 50.8 59.1 33.0 36.5 44.4 52.1
Old : 33.7 38.4 50.8 59.1 33.0 36.5 44.4 52.1
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, December 2, 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 : 233,126: 27,980 52,804 43,548 108,525 85,078 180,053 181,430: 53,074 51,696
Old : 233,126: 27,980 52,804 43,548 108,525 85,078 180,053 181,430: 53,074 51,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 3,312: 2,314 1,447 1,055 3,341 5,023 6,710 7,526: -3,398 -4,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 22.7 18.7 46.6 36.5 77.2 77.8: 22.8 22.2
Old : 100.0: 12.0 22.7 18.7 46.6 36.5 77.2 77.8: 22.8 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 : 129: 31 50 37 33 35 88 99:
Old : 129: 31 50 37 33 35 88 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 : 25.2 22.8 37.0 34.9 17.6 12.1 23.8 19.5
Old : 25.2 22.8 37.0 34.9 17.6 12.1 23.8 19.5
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, December 2, 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 : 19,050: 2,266 4,828 0 15,424 12,466 17,690 17,294: 1,360 1,756
Old : 19,050: 2,266 4,828 0 15,424 12,466 17,690 17,294: 1,360 1,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -49: -166 18 0 234 -299 68 -281: -117 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 25.3 0.0 81.0 65.4 92.9 90.8: 7.1 9.2
Old : 100.0: 11.9 25.3 0.0 81.0 65.4 92.9 90.8: 7.1 9.2
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 : 27: 3 7 0 14 8 17 15:
Old : 27: 3 7 0 14 8 17 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 : 64.4 65.9 84.8 80.6 64.4 65.8 82.8 80.2
Old : 64.4 65.9 84.8 80.6 64.4 65.8 82.8 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 :15,961,954: 770,075 328,229 5,767,428 8,442,049 9,013,279 14,979,551 15,108,936: 982,403 853,018
Old :15,961,954: 770,075 328,229 5,767,428 8,442,049 9,013,279 14,979,551 15,108,936: 982,403 853,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 33,080: 46,303 -14,030 125,054 1,819 9,498 173,175 120,522: -140,096 -87,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.1 36.1 52.9 56.5 93.8 94.7: 6.2 5.3
Old : 100.0: 4.8 2.1 36.1 52.9 56.5 93.8 94.7: 6.2 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 : 249: 71 43 100 120 122 235 229:
Old : 249: 71 43 100 120 122 235 229:
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 : 27.1 26.2 38.4 39.7 17.3 15.7 19.8 21.5
Old : 27.1 26.2 38.4 39.7 17.3 15.7 19.8 21.5
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, December 2, 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 : 895,093: 85,247 50,913 70,049 616,266 690,295 771,562 811,257: 123,532 83,836
Old : 895,093: 85,247 50,913 70,049 616,266 690,295 771,562 811,257: 123,532 83,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -10,957: -2,880 -4,607 -3,039 -4,863 1,750 -10,782 -5,896: -175 -5,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.7 7.8 68.8 77.1 86.2 90.6: 13.8 9.4
Old : 100.0: 9.5 5.7 7.8 68.8 77.1 86.2 90.6: 13.8 9.4
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 : 193: 43 29 43 92 76 158 127:
Old : 193: 43 29 43 92 76 158 127:
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 : 18.7 23.0 27.4 34.0 11.6 16.1 18.5 26.3
Old : 18.7 23.0 27.4 34.0 11.6 16.1 18.5 26.3
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, December 2, 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 : 3,502,724: 522,738 381,048 141,387 2,528,099 2,801,976 3,192,223 3,324,411: 310,501 178,314
Old : 3,502,724: 522,738 381,048 141,387 2,528,099 2,801,976 3,192,223 3,324,411: 310,501 178,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -18,551: 23,715 -24,741 -1,742 3,303 33,294 25,276 6,811: -43,828 -25,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 10.9 4.0 72.2 80.0 91.1 94.9: 8.9 5.1
Old : 100.0: 14.9 10.9 4.0 72.2 80.0 91.1 94.9: 8.9 5.1
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 : 426: 102 103 75 165 138 304 279:
Old : 426: 102 103 75 165 138 304 279:
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 : 17.5 31.6 26.8 42.8 11.4 28.6 19.8 38.4
Old : 17.5 31.6 26.8 42.8 11.4 28.6 19.8 38.4
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, December 2, 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 : 119,423: 22,614 15,954 1,062 89,096 100,721 112,772 117,737: 6,651 1,686
Old : 119,423: 22,614 15,954 1,062 89,096 100,721 112,772 117,737: 6,651 1,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 5,632: 3,389 -1,901 1,062 3,055 5,005 7,506 4,166: -1,874 1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.4 0.9 74.6 84.3 94.4 98.6: 5.6 1.4
Old : 100.0: 18.9 13.4 0.9 74.6 84.3 94.4 98.6: 5.6 1.4
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 : 86: 9 7 1 44 39 53 47:
Old : 86: 9 7 1 44 39 53 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 : 29.3 54.3 48.0 68.0 28.5 54.3 45.4 68.0
Old : 29.3 54.3 48.0 68.0 28.5 54.3 45.4 68.0
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, December 2, 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 : 33,566: 4,262 2,319 511 25,175 23,427 29,948 26,257: 3,617 7,309
Old : 33,566: 4,262 2,319 511 25,175 23,427 29,948 26,257: 3,617 7,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 166: -396 485 13 809 208 426 706: -260 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.9 1.5 75.0 69.8 89.2 78.2: 10.8 21.8
Old : 100.0: 12.7 6.9 1.5 75.0 69.8 89.2 78.2: 10.8 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 5 2 23 16 32 22:
Old : 41: 8 5 2 23 16 32 22:
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 : 37.8 47.6 54.8 65.0 37.0 40.5 49.4 53.8
Old : 37.8 47.6 54.8 65.0 37.0 40.5 49.4 53.8
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, December 2, 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 : 352,993: 46,733 63,491 5,660 265,604 274,430 317,997 343,581: 34,996 9,411
Old : 352,993: 46,733 63,491 5,660 265,604 274,430 317,997 343,581: 34,996 9,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -15,970: 1,271 7,060 332 3,123 71 4,726 7,464: -20,696 -23,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 18.0 1.6 75.2 77.7 90.1 97.3: 9.9 2.7
Old : 100.0: 13.2 18.0 1.6 75.2 77.7 90.1 97.3: 9.9 2.7
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 : 194: 36 51 13 58 68 99 127:
Old : 194: 36 51 13 58 68 99 127:
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 : 42.8 24.9 54.7 39.6 35.9 21.6 45.2 34.7
Old : 42.8 24.9 54.7 39.6 35.9 21.6 45.2 34.7
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, December 2, 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 : 80,730: 5,364 13,510 7,316 53,772 42,940 66,452 63,765: 14,278 16,965
Old : 80,730: 5,364 13,510 7,316 53,772 42,940 66,452 63,765: 14,278 16,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 1,975: -768 293 751 2,805 1,671 2,788 2,716: -813 -740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 16.7 9.1 66.6 53.2 82.3 79.0: 17.7 21.0
Old : 100.0: 6.6 16.7 9.1 66.6 53.2 82.3 79.0: 17.7 21.0
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 : 40: 9 13 5 10 15 22 30:
Old : 40: 9 13 5 10 15 22 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 40.8 72.5 54.9 56.2 38.1 61.4 49.0
Old : 56.4 40.8 72.5 54.9 56.2 38.1 61.4 49.0
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, December 2, 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 : 62,551: 14,757 14,409 222 39,924 43,626 54,903 58,257: 7,648 4,294
Old : 62,551: 14,757 14,409 222 39,924 43,626 54,903 58,257: 7,648 4,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 872: 4,589 87 27 -4,897 1,203 -281 1,317: 1,153 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 23.0 0.4 63.8 69.7 87.8 93.1: 12.2 6.9
Old : 100.0: 23.6 23.0 0.4 63.8 69.7 87.8 93.1: 12.2 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 : 79: 21 15 3 20 27 43 43:
Old : 79: 21 15 3 20 27 43 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 : 42.3 42.6 57.9 58.3 42.3 37.6 56.0 53.3
Old : 42.3 42.6 57.9 58.3 42.3 37.6 56.0 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, December 2, 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 : 111,314: 15,500 23,203 2,325 36,932 81,969 54,757 107,497: 56,557 3,817
Old : 111,314: 15,500 23,203 2,325 36,932 81,969 54,757 107,497: 56,557 3,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 6,895: 1,412 2,992 447 424 1,960 2,283 5,399: 4,612 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.8 2.1 33.2 73.6 49.2 96.6: 50.8 3.4
Old : 100.0: 13.9 20.8 2.1 33.2 73.6 49.2 96.6: 50.8 3.4
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 : 82: 19 18 4 19 31 40 51:
Old : 82: 19 18 4 19 31 40 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 32.3 29.9 50.0 16.5 32.3 25.1 50.0
Old : 20.8 32.3 29.9 50.0 16.5 32.3 25.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 27,234: 4,296 5,909 252 20,948 19,517 25,496 25,678: 1,738 1,556
Old : 27,234: 4,296 5,909 252 20,948 19,517 25,496 25,678: 1,738 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 471: -174 -406 2 429 755 257 351: 214 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.7 0.9 76.9 71.7 93.6 94.3: 6.4 5.7
Old : 100.0: 15.8 21.7 0.9 76.9 71.7 93.6 94.3: 6.4 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 : 33: 5 7 2 11 11 17 19:
Old : 33: 5 7 2 11 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 : 68.5 51.1 81.0 75.4 67.7 51.1 80.3 75.4
Old : 68.5 51.1 81.0 75.4 67.7 51.1 80.3 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 15,957: 4,799 738 11 9,693 13,895 14,503 14,644: 1,454 1,313
Old : 15,957: 4,799 738 11 9,693 13,895 14,503 14,644: 1,454 1,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 496: -1,676 -330 11 1,329 46 -336 -273: 832 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.6 0.1 60.7 87.1 90.9 91.8: 9.1 8.2
Old : 100.0: 30.1 4.6 0.1 60.7 87.1 90.9 91.8: 9.1 8.2
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 : 21: 8 4 1 7 4 15 9:
Old : 21: 8 4 1 7 4 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 88.0 80.6 91.7 64.4 86.9 78.5 88.7
Old : 66.6 88.0 80.6 91.7 64.4 86.9 78.5 88.7
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, December 2, 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 : 10,726: 849 1,032 429 9,049 6,589 10,327 8,050: 399 2,676
Old : 10,726: 849 1,032 429 9,049 6,589 10,327 8,050: 399 2,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 308: 0 361 0 201 54 201 415: 107 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.6 4.0 84.4 61.4 96.3 75.1: 3.7 24.9
Old : 100.0: 7.9 9.6 4.0 84.4 61.4 96.3 75.1: 3.7 24.9
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 : 25: 4 4 1 14 10 19 14:
Old : 25: 4 4 1 14 10 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 51.7 78.0 65.7 62.6 48.0 74.5 58.8
Old : 63.2 51.7 78.0 65.7 62.6 48.0 74.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 05, 2008