MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 62,144: 1,226 7,876 12,773 43,631 26,884 57,630 47,534: 4,514 14,610
Old : 62,144: 1,226 7,876 12,773 43,631 26,884 57,630 47,534: 4,514 14,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 778: 15 511 371 469 237 856 1,119: -77 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 12.7 20.6 70.2 43.3 92.7 76.5: 7.3 23.5
Old : 100.0: 2.0 12.7 20.6 70.2 43.3 92.7 76.5: 7.3 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 : 77: 4 27 19 30 32 51 62:
Old : 77: 4 27 19 30 32 51 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 20.0 62.5 32.8 44.3 15.5 56.1 24.3
Old : 48.6 20.0 62.5 32.8 44.3 15.5 56.1 24.3
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, December 30, 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 : 178,493: 42,011 32,963 41,194 78,617 77,478 161,822 151,636: 16,671 26,857
Old : 177,157: 41,962 33,080 40,840 78,003 76,712 160,805 150,632: 16,352 26,526
Other: 1,336: 183 17 220 613 766 1,016 1,004: 319 332
: : :
: : Changes in Commitments from: December 22, 2008 :
: -744: 652 1,760 994 -149 -1,134 1,497 1,620: -2,242 -2,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 18.5 23.1 44.0 43.4 90.7 85.0: 9.3 15.0
Old : 100.0: 23.7 18.7 23.1 44.0 43.3 90.8 85.0: 9.2 15.0
Other: 100.0: 13.7 1.3 16.5 45.9 57.4 76.1 75.2: 23.9 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 49 71 64 46 51 134 155:
Old : 195: 48 72 64 46 51 134 155:
Other: 27: 8 3 6 9 11 18 19:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 18.7 38.8 28.9 23.2 15.6 34.9 23.1
Old : 25.5 18.8 39.1 28.9 23.4 15.6 35.1 23.0
Other: 45.4 45.3 63.5 59.8 39.7 38.4 49.6 48.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 257,709: 44,188 39,470 70,721 124,466 107,019 239,375 217,211: 18,334 40,498
Old : 257,709: 44,188 39,470 70,721 124,466 107,019 239,375 217,211: 18,334 40,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -508: 353 -298 1,995 -1,353 412 994 2,109: -1,502 -2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.3 27.4 48.3 41.5 92.9 84.3: 7.1 15.7
Old : 100.0: 17.1 15.3 27.4 48.3 41.5 92.9 84.3: 7.1 15.7
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 : 307: 66 72 84 95 141 210 260:
Old : 307: 66 72 84 95 141 210 260:
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 13.8 30.9 21.2 17.5 11.1 28.0 15.8
Old : 18.8 13.8 30.9 21.2 17.5 11.1 28.0 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 30, 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 : 8,776: 2,214 3,670 1,286 3,804 2,174 7,304 7,129: 1,472 1,647
Old : 8,776: 2,214 3,670 1,286 3,804 2,174 7,304 7,129: 1,472 1,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -293: -40 33 -299 132 173 -206 -92: -86 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 41.8 14.7 43.3 24.8 83.2 81.2: 16.8 18.8
Old : 100.0: 25.2 41.8 14.7 43.3 24.8 83.2 81.2: 16.8 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 : 71: 17 23 9 23 23 46 50:
Old : 71: 17 23 9 23 23 46 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 : 35.7 28.1 54.9 43.3 31.7 28.1 49.5 36.6
Old : 35.7 28.1 54.9 43.3 31.7 28.1 49.5 36.6
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 30, 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 : 22,287: 7,362 6,215 3,253 7,415 3,734 18,030 13,201: 4,257 9,085
Old : 22,287: 7,362 6,215 3,253 7,415 3,734 18,030 13,201: 4,257 9,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 38: 340 -294 22 -122 478 241 206: -203 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 27.9 14.6 33.3 16.8 80.9 59.2: 19.1 40.8
Old : 100.0: 33.0 27.9 14.6 33.3 16.8 80.9 59.2: 19.1 40.8
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 : 98: 19 28 25 32 28 73 64:
Old : 98: 19 28 25 32 28 73 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 22.2 36.6 30.0 24.5 21.0 36.1 26.4
Old : 24.9 22.2 36.6 30.0 24.5 21.0 36.1 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 57,104: 8,597 18,653 5,568 19,558 15,012 33,723 39,233: 23,381 17,871
Old : 57,104: 8,597 18,653 5,568 19,558 15,012 33,723 39,233: 23,381 17,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 4,110: -650 -665 1,220 1,976 2,766 2,545 3,321: 1,565 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 32.7 9.8 34.2 26.3 59.1 68.7: 40.9 31.3
Old : 100.0: 15.1 32.7 9.8 34.2 26.3 59.1 68.7: 40.9 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 19 14 7 13 25 38:
Old : 43: 10 19 14 7 13 25 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 28.2 45.7 41.7 29.6 27.0 38.0 37.7
Old : 32.5 28.2 45.7 41.7 29.6 27.0 38.0 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 33,894: 5,923 9,321 5,183 8,186 12,740 19,292 27,243: 14,602 6,651
Old : 33,894: 5,923 9,321 5,183 8,186 12,740 19,292 27,243: 14,602 6,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 741: 734 743 147 194 862 1,076 1,753: -335 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 27.5 15.3 24.2 37.6 56.9 80.4: 43.1 19.6
Old : 100.0: 17.5 27.5 15.3 24.2 37.6 56.9 80.4: 43.1 19.6
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 : 32: 11 9 6 8 7 21 20:
Old : 32: 11 9 6 8 7 21 20:
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 : 25.4 51.0 41.1 67.0 19.0 45.0 27.7 54.3
Old : 25.4 51.0 41.1 67.0 19.0 45.0 27.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 15,442: 6,760 7,400 23 6,530 4,169 13,313 11,592: 2,129 3,850
Old : 15,442: 6,760 7,400 23 6,530 4,169 13,313 11,592: 2,129 3,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 2,019: -69 2,372 -28 2,094 -1,538 1,997 806: 22 1,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 47.9 0.1 42.3 27.0 86.2 75.1: 13.8 24.9
Old : 100.0: 43.8 47.9 0.1 42.3 27.0 86.2 75.1: 13.8 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 : 39: 13 15 1 5 6 19 21:
Old : 39: 13 15 1 5 6 19 21:
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 : 59.7 32.2 74.1 55.6 59.7 32.2 74.1 55.6
Old : 59.7 32.2 74.1 55.6 59.7 32.2 74.1 55.6
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 30, 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 : 92,938: 11,564 45,774 9,333 46,067 17,840 66,964 72,947: 25,974 19,991
Old : 92,938: 11,564 45,774 9,333 46,067 17,840 66,964 72,947: 25,974 19,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 7,558: 733 4,918 1,004 4,886 378 6,623 6,300: 936 1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 49.3 10.0 49.6 19.2 72.1 78.5: 27.9 21.5
Old : 100.0: 12.4 49.3 10.0 49.6 19.2 72.1 78.5: 27.9 21.5
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 : 56: 13 26 12 14 10 31 44:
Old : 56: 13 26 12 14 10 31 44:
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 33.8 52.9 49.7 33.6 32.6 44.4 43.2
Old : 37.8 33.8 52.9 49.7 33.6 32.6 44.4 43.2
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 30, 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 : 119,603: 57,321 14,121 8,699 29,048 76,634 95,067 99,454: 24,535 20,149
Old : 119,603: 57,321 14,121 8,699 29,048 76,634 95,067 99,454: 24,535 20,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 263: 1,076 -2,601 19 72 2,636 1,166 54: -904 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 11.8 7.3 24.3 64.1 79.5 83.2: 20.5 16.8
Old : 100.0: 47.9 11.8 7.3 24.3 64.1 79.5 83.2: 20.5 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 26 20 11 17 16 50 40:
Old : 71: 26 20 11 17 16 50 40:
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 50.3 43.0 62.8 29.3 50.3 42.7 62.2
Old : 29.3 50.3 43.0 62.8 29.3 50.3 42.7 62.2
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, December 30, 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 : 156,571: 29,985 35,559 26,604 58,711 62,782 115,300 124,946: 41,271 31,625
Old : 156,571: 29,985 35,559 26,604 58,711 62,782 115,300 124,946: 41,271 31,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 3,550: 1,212 705 1,376 443 482 3,030 2,563: 520 987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 22.7 17.0 37.5 40.1 73.6 79.8: 26.4 20.2
Old : 100.0: 19.2 22.7 17.0 37.5 40.1 73.6 79.8: 26.4 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 : 103: 35 32 25 24 28 71 73:
Old : 103: 35 32 25 24 28 71 73:
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 : 24.0 30.4 36.5 43.5 21.3 28.5 28.6 37.2
Old : 24.0 30.4 36.5 43.5 21.3 28.5 28.6 37.2
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 30, 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 : 9,033: 2,360 3,369 0 4,152 4,267 6,512 7,636: 2,521 1,397
Old : 9,033: 2,360 3,369 0 4,152 4,267 6,512 7,636: 2,521 1,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 128: 297 106 0 248 -7 545 99: -417 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 37.3 0.0 46.0 47.2 72.1 84.5: 27.9 15.5
Old : 100.0: 26.1 37.3 0.0 46.0 47.2 72.1 84.5: 27.9 15.5
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 : 23: 3 6 0 8 6 11 12:
Old : 23: 3 6 0 8 6 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 57.3 66.1 77.1 51.6 57.3 66.1 77.1
Old : 51.6 57.3 66.1 77.1 51.6 57.3 66.1 77.1
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, December 30, 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 :12,831,450: 694,647 356,871 4,485,429 6,612,666 7,201,780 11,792,743 12,044,080: 1,038,707 787,369
Old :12,831,450: 694,647 356,871 4,485,429 6,612,666 7,201,780 11,792,743 12,044,080: 1,038,707 787,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 327,605: 31,796 58,453 180,662 80,618 93,154 293,075 332,269: 34,530 -4,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.8 35.0 51.5 56.1 91.9 93.9: 8.1 6.1
Old : 100.0: 5.4 2.8 35.0 51.5 56.1 91.9 93.9: 8.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 62 32 87 101 99 199 191:
Old : 206: 62 32 87 101 99 199 191:
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 : 25.8 26.4 38.9 41.6 14.9 14.0 18.1 20.3
Old : 25.8 26.4 38.9 41.6 14.9 14.0 18.1 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 599,519: 45,663 23,373 28,621 409,852 468,057 484,136 520,051: 115,383 79,467
Old : 599,519: 45,663 23,373 28,621 409,852 468,057 484,136 520,051: 115,383 79,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 11,265: 1,356 817 551 11,354 6,915 13,261 8,283: -1,996 2,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.9 4.8 68.4 78.1 80.8 86.7: 19.2 13.3
Old : 100.0: 7.6 3.9 4.8 68.4 78.1 80.8 86.7: 19.2 13.3
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 : 170: 37 18 34 89 74 139 113:
Old : 170: 37 18 34 89 74 139 113:
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 : 18.0 20.5 27.9 34.7 17.5 20.1 26.1 33.7
Old : 18.0 20.5 27.9 34.7 17.5 20.1 26.1 33.7
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, December 30, 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 : 2,424,134: 462,770 216,884 59,753 1,656,154 2,010,271 2,178,678 2,286,909: 245,456 137,226
Old : 2,424,134: 462,770 216,884 59,753 1,656,154 2,010,271 2,178,678 2,286,909: 245,456 137,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 29,655: -4,457 -7,460 -2,514 25,543 59,091 18,573 49,118: 11,082 -19,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.9 2.5 68.3 82.9 89.9 94.3: 10.1 5.7
Old : 100.0: 19.1 8.9 2.5 68.3 82.9 89.9 94.3: 10.1 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 : 355: 81 73 46 136 128 237 227:
Old : 355: 81 73 46 136 128 237 227:
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 : 17.4 31.5 28.6 43.7 17.2 29.6 28.3 41.7
Old : 17.4 31.5 28.6 43.7 17.2 29.6 28.3 41.7
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, December 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 115,703: 19,233 14,050 291 88,847 97,922 108,371 112,263: 7,332 3,440
Old : 115,703: 19,233 14,050 291 88,847 97,922 108,371 112,263: 7,332 3,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 1,513: 357 -2,100 291 686 3,149 1,334 1,340: 179 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 12.1 0.3 76.8 84.6 93.7 97.0: 6.3 3.0
Old : 100.0: 16.6 12.1 0.3 76.8 84.6 93.7 97.0: 6.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 8 6 1 46 35 54 42:
Old : 84: 8 6 1 46 35 54 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 51.5 56.8 65.8 33.5 51.5 54.3 65.8
Old : 36.0 51.5 56.8 65.8 33.5 51.5 54.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 19,136: 2,404 3,929 0 11,201 12,862 13,605 16,791: 5,531 2,344
Old : 19,136: 2,404 3,929 0 11,201 12,862 13,605 16,791: 5,531 2,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 31: -22 -32 -33 -181 -498 -236 -563: 267 594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 20.5 0.0 58.5 67.2 71.1 87.7: 28.9 12.3
Old : 100.0: 12.6 20.5 0.0 58.5 67.2 71.1 87.7: 28.9 12.3
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 : 38: 6 6 0 14 20 20 26:
Old : 38: 6 6 0 14 20 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 42.3 53.1 58.8 35.3 42.3 46.0 55.7
Old : 40.6 42.3 53.1 58.8 35.3 42.3 46.0 55.7
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, December 30, 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 : 233,443: 48,987 31,556 5,208 162,284 171,025 216,480 207,788: 16,963 25,655
Old : 233,443: 48,987 31,556 5,208 162,284 171,025 216,480 207,788: 16,963 25,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 7,431: 9,956 -1,771 -196 -6,492 7,981 3,268 6,014: 4,163 1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 13.5 2.2 69.5 73.3 92.7 89.0: 7.3 11.0
Old : 100.0: 21.0 13.5 2.2 69.5 73.3 92.7 89.0: 7.3 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 : 163: 36 33 14 48 63 90 104:
Old : 163: 36 33 14 48 63 90 104:
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 : 43.0 24.4 53.5 38.2 40.0 23.2 49.5 36.0
Old : 43.0 24.4 53.5 38.2 40.0 23.2 49.5 36.0
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 30, 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 : 39,839: 10,369 11,098 4,691 9,915 14,062 24,975 29,851: 14,863 9,988
Old : 39,839: 10,369 11,098 4,691 9,915 14,062 24,975 29,851: 14,863 9,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 783: 1,256 274 -573 -1,191 1,973 -509 1,674: 1,292 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 27.9 11.8 24.9 35.3 62.7 74.9: 37.3 25.1
Old : 100.0: 26.0 27.9 11.8 24.9 35.3 62.7 74.9: 37.3 25.1
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 : 36: 15 9 5 7 10 25 21:
Old : 36: 15 9 5 7 10 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 36.0 36.7 53.9 20.8 29.7 32.3 44.9
Old : 23.8 36.0 36.7 53.9 20.8 29.7 32.3 44.9
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 30, 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 : 31,554: 5,210 8,007 11 20,809 18,147 26,029 26,165: 5,525 5,389
Old : 31,554: 5,210 8,007 11 20,809 18,147 26,029 26,165: 5,525 5,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 80: 275 -658 0 266 374 541 -284: -461 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 25.4 0.0 65.9 57.5 82.5 82.9: 17.5 17.1
Old : 100.0: 16.5 25.4 0.0 65.9 57.5 82.5 82.9: 17.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 11 2 16 19 24 31:
Old : 48: 6 11 2 16 19 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 40.1 63.0 55.7 49.8 39.0 62.4 54.6
Old : 50.0 40.1 63.0 55.7 49.8 39.0 62.4 54.6
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 30, 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 : 38,081: 10,310 11,771 119 20,784 14,378 31,213 26,268: 6,868 11,813
Old : 38,081: 10,310 11,771 119 20,784 14,378 31,213 26,268: 6,868 11,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 3,773: 348 447 2 2,218 1,737 2,568 2,186: 1,205 1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 30.9 0.3 54.6 37.8 82.0 69.0: 18.0 31.0
Old : 100.0: 27.1 30.9 0.3 54.6 37.8 82.0 69.0: 18.0 31.0
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 : 53: 10 7 2 24 16 34 25:
Old : 53: 10 7 2 24 16 34 25:
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 : 27.4 36.9 47.3 51.5 26.4 36.9 43.9 50.0
Old : 27.4 36.9 47.3 51.5 26.4 36.9 43.9 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 30, 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 : 28,369: 5,151 5,888 172 21,322 20,076 26,645 26,136: 1,724 2,233
Old : 28,369: 5,151 5,888 172 21,322 20,076 26,645 26,136: 1,724 2,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 122: 289 -557 32 75 25 396 -500: -274 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 20.8 0.6 75.2 70.8 93.9 92.1: 6.1 7.9
Old : 100.0: 18.2 20.8 0.6 75.2 70.8 93.9 92.1: 6.1 7.9
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 : 33: 6 5 2 12 11 19 17:
Old : 33: 6 5 2 12 11 19 17:
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 : 66.9 51.9 77.8 79.1 65.4 51.9 76.4 79.1
Old : 66.9 51.9 77.8 79.1 65.4 51.9 76.4 79.1
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 30, 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 : 13,873: 3,263 1,201 1 10,003 12,292 13,267 13,494: 606 379
Old : 13,873: 3,263 1,201 1 10,003 12,292 13,267 13,494: 606 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.7 0.0 72.1 88.6 95.6 97.3: 4.4 2.7
Old : 100.0: 23.5 8.7 0.0 72.1 88.6 95.6 97.3: 4.4 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 : 21: 7 6 1 6 4 14 10:
Old : 21: 7 6 1 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 : 71.5 92.6 86.3 96.4 69.0 91.1 83.8 94.6
Old : 71.5 92.6 86.3 96.4 69.0 91.1 83.8 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 05, 2008