MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 36,796: 3,726 5,848 771 28,964 20,343 33,461 26,962: 3,335 9,834
Old : 36,796: 3,726 5,848 771 28,964 20,343 33,461 26,962: 3,335 9,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 96: 202 361 -97 120 -163 225 101: -129 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 15.9 2.1 78.7 55.3 90.9 73.3: 9.1 26.7
Old : 100.0: 10.1 15.9 2.1 78.7 55.3 90.9 73.3: 9.1 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 : 67: 10 18 10 22 26 35 51:
Old : 67: 10 18 10 22 26 35 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 : 54.6 27.6 70.5 41.1 54.2 26.5 69.1 39.9
Old : 54.6 27.6 70.5 41.1 54.2 26.5 69.1 39.9
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 167,700: 41,668 32,562 31,505 78,283 76,021 151,456 140,088: 16,244 27,612
Old : 167,151: 41,685 32,547 31,488 77,832 75,751 151,005 139,786: 16,146 27,365
Other: 549: 0 32 0 451 270 451 302: 98 247
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,062: -438 478 1,261 -150 -353 673 1,386: 389 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 19.4 18.8 46.7 45.3 90.3 83.5: 9.7 16.5
Old : 100.0: 24.9 19.5 18.8 46.6 45.3 90.3 83.6: 9.7 16.4
Other: 100.0: 0.0 5.8 0.0 82.1 49.2 82.1 55.0: 17.9 45.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 49 73 78 39 48 141 165:
Old : 207: 50 72 78 39 48 141 165:
Other: 14: 0 3 0 6 7 6 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 22.9 43.0 30.4 26.0 20.8 40.6 28.0
Old : 28.2 22.9 43.1 30.4 26.1 20.7 40.7 27.9
Other: 81.4 44.4 82.1 54.5 77.6 43.2 77.6 50.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 216,423: 50,741 54,482 33,799 114,836 90,066 199,376 178,347: 17,047 38,076
Old : 216,423: 50,741 54,482 33,799 114,836 90,066 199,376 178,347: 17,047 38,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 4,144: -2,563 2,260 4,008 1,836 300 3,281 6,568: 863 -2,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 25.2 15.6 53.1 41.6 92.1 82.4: 7.9 17.6
Old : 100.0: 23.4 25.2 15.6 53.1 41.6 92.1 82.4: 7.9 17.6
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 : 291: 54 76 77 72 131 173 248:
Old : 291: 54 76 77 72 131 173 248:
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 : 22.5 15.4 37.5 22.2 22.2 15.1 35.8 21.0
Old : 22.5 15.4 37.5 22.2 22.2 15.1 35.8 21.0
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,501: 2,891 3,702 746 2,512 1,347 6,149 5,795: 1,352 1,706
Old : 7,501: 2,891 3,702 746 2,512 1,347 6,149 5,795: 1,352 1,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -121: 37 -1 16 -108 -134 -55 -119: -66 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 49.4 9.9 33.5 18.0 82.0 77.3: 18.0 22.7
Old : 100.0: 38.5 49.4 9.9 33.5 18.0 82.0 77.3: 18.0 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 18 21 9 14 17 37 44:
Old : 65: 18 21 9 14 17 37 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 : 36.4 33.4 54.6 48.8 36.4 32.6 50.8 43.4
Old : 36.4 33.4 54.6 48.8 36.4 32.6 50.8 43.4
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 19,976: 7,629 7,473 1,190 6,936 3,069 15,755 11,732: 4,221 8,244
Old : 19,976: 7,629 7,473 1,190 6,936 3,069 15,755 11,732: 4,221 8,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 956: -332 153 308 222 159 198 620: 758 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 37.4 6.0 34.7 15.4 78.9 58.7: 21.1 41.3
Old : 100.0: 38.2 37.4 6.0 34.7 15.4 78.9 58.7: 21.1 41.3
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 : 89: 20 27 14 30 20 61 52:
Old : 89: 20 27 14 30 20 61 52:
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 : 29.0 24.2 40.5 32.3 28.4 24.2 39.9 29.8
Old : 29.0 24.2 40.5 32.3 28.4 24.2 39.9 29.8
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 92,554: 15,426 22,603 2,976 48,759 47,530 67,161 73,109: 25,393 19,445
Old : 92,554: 15,426 22,603 2,976 48,759 47,530 67,161 73,109: 25,393 19,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -5,592: -641 3,291 -583 -5,936 -9,169 -7,160 -6,461: 1,568 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 24.4 3.2 52.7 51.4 72.6 79.0: 27.4 21.0
Old : 100.0: 16.7 24.4 3.2 52.7 51.4 72.6 79.0: 27.4 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 : 68: 20 23 11 12 21 36 51:
Old : 68: 20 23 11 12 21 36 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 : 47.6 35.4 55.8 47.9 45.2 35.1 53.2 47.2
Old : 47.6 35.4 55.8 47.9 45.2 35.1 53.2 47.2
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 43,937: 5,740 19,329 571 25,109 6,737 31,420 26,637: 12,517 17,300
Old : 43,937: 5,740 19,329 571 25,109 6,737 31,420 26,637: 12,517 17,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 4,044: 914 4,347 66 60 -2,976 1,040 1,437: 3,004 2,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 44.0 1.3 57.1 15.3 71.5 60.6: 28.5 39.4
Old : 100.0: 13.1 44.0 1.3 57.1 15.3 71.5 60.6: 28.5 39.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 20 5 11 12 22 35:
Old : 46: 9 20 5 11 12 22 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 : 47.8 21.0 59.0 32.6 46.9 20.9 57.2 32.5
Old : 47.8 21.0 59.0 32.6 46.9 20.9 57.2 32.5
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 40,790: 4,390 5,325 0 34,387 31,326 38,777 36,651: 2,013 4,139
Old : 40,790: 4,390 5,325 0 34,387 31,326 38,777 36,651: 2,013 4,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -487: 651 -749 -141 -785 -102 -275 -992: -212 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.1 0.0 84.3 76.8 95.1 89.9: 4.9 10.1
Old : 100.0: 10.8 13.1 0.0 84.3 76.8 95.1 89.9: 4.9 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 13 0 15 13 28 26:
Old : 49: 13 13 0 15 13 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 74.4 80.3 81.1 47.6 61.0 62.8 65.8
Old : 64.7 74.4 80.3 81.1 47.6 61.0 62.8 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 112,652: 5,160 47,591 196 95,606 39,836 100,962 87,623: 11,690 25,029
Old : 112,652: 5,160 47,591 196 95,606 39,836 100,962 87,623: 11,690 25,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 2,092: -807 1,786 -230 2,067 -1,106 1,030 450: 1,062 1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 42.2 0.2 84.9 35.4 89.6 77.8: 10.4 22.2
Old : 100.0: 4.6 42.2 0.2 84.9 35.4 89.6 77.8: 10.4 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 : 66: 6 36 2 16 17 23 54:
Old : 66: 6 36 2 16 17 23 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 : 70.2 38.9 80.5 48.4 68.9 38.1 78.6 46.8
Old : 70.2 38.9 80.5 48.4 68.9 38.1 78.6 46.8
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 129,694: 46,827 22,693 769 59,015 94,368 106,611 117,830: 23,083 11,864
Old : 129,694: 46,827 22,693 769 59,015 94,368 106,611 117,830: 23,083 11,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -408: 474 851 397 -2,236 -2,087 -1,365 -839: 957 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 17.5 0.6 45.5 72.8 82.2 90.9: 17.8 9.1
Old : 100.0: 36.1 17.5 0.6 45.5 72.8 82.2 90.9: 17.8 9.1
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 : 87: 33 23 8 19 17 57 43:
Old : 87: 33 23 8 19 17 57 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 : 38.4 49.7 51.3 67.8 38.4 47.4 51.3 65.3
Old : 38.4 49.7 51.3 67.8 38.4 47.4 51.3 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 165,121: 29,073 46,431 2,553 86,779 63,127 118,405 112,111: 46,716 53,010
Old : 165,121: 29,073 46,431 2,553 86,779 63,127 118,405 112,111: 46,716 53,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -5,105: 3,106 -157 -268 -6,057 50 -3,219 -375: -1,886 -4,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 28.1 1.5 52.6 38.2 71.7 67.9: 28.3 32.1
Old : 100.0: 17.6 28.1 1.5 52.6 38.2 71.7 67.9: 28.3 32.1
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 : 118: 35 40 13 24 33 66 79:
Old : 118: 35 40 13 24 33 66 79:
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 20.2 44.6 29.1 25.2 11.8 34.0 18.4
Old : 32.3 20.2 44.6 29.1 25.2 11.8 34.0 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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 18,864: 2,607 4,248 0 15,006 12,619 17,613 16,867: 1,251 1,997
Old : 18,864: 2,607 4,248 0 15,006 12,619 17,613 16,867: 1,251 1,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -177: -271 4 0 338 170 67 174: -244 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 22.5 0.0 79.5 66.9 93.4 89.4: 6.6 10.6
Old : 100.0: 13.8 22.5 0.0 79.5 66.9 93.4 89.4: 6.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 5 0 14 7 17 12:
Old : 26: 3 5 0 14 7 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 65.0 82.4 83.1 64.8 65.0 80.4 82.7
Old : 64.8 65.0 82.4 83.1 64.8 65.0 80.4 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,280,745: 1,119,437 420,974 538,244 5,828,617 6,634,310 7,486,298 7,593,528: 794,447 687,217
Old : 8,280,745: 1,119,437 420,974 538,244 5,828,617 6,634,310 7,486,298 7,593,528: 794,447 687,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -8,951: -71,966 8,033 -28,481 86,991 -22,513 -13,456 -42,961: 4,505 34,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.1 6.5 70.4 80.1 90.4 91.7: 9.6 8.3
Old : 100.0: 13.5 5.1 6.5 70.4 80.1 90.4 91.7: 9.6 8.3
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 : 217: 60 31 71 116 107 203 188:
Old : 217: 60 31 71 116 107 203 188:
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 : 36.7 39.1 44.9 54.6 35.5 33.3 41.5 45.4
Old : 36.7 39.1 44.9 54.6 35.5 33.3 41.5 45.4
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 638,485: 88,512 51,332 10,129 440,621 489,333 539,262 550,794: 99,223 87,691
Old : 638,485: 88,512 51,332 10,129 440,621 489,333 539,262 550,794: 99,223 87,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 13,180: -2,787 -16,567 5,831 2,289 18,935 5,333 8,199: 7,847 4,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.0 1.6 69.0 76.6 84.5 86.3: 15.5 13.7
Old : 100.0: 13.9 8.0 1.6 69.0 76.6 84.5 86.3: 15.5 13.7
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: 43 33 17 88 70 141 111:
Old : 194: 43 33 17 88 70 141 111:
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 : 19.2 24.9 29.8 37.8 17.0 23.0 26.9 36.0
Old : 19.2 24.9 29.8 37.8 17.0 23.0 26.9 36.0
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,199,331: 483,798 358,647 53,445 2,211,492 2,553,703 2,748,735 2,965,795: 450,596 233,536
Old : 3,199,331: 483,798 358,647 53,445 2,211,492 2,553,703 2,748,735 2,965,795: 450,596 233,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 156,563: -17,871 -2,455 -7,840 160,673 122,875 134,962 112,580: 21,601 43,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.2 1.7 69.1 79.8 85.9 92.7: 14.1 7.3
Old : 100.0: 15.1 11.2 1.7 69.1 79.8 85.9 92.7: 14.1 7.3
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 : 427: 108 91 36 158 139 279 253:
Old : 427: 108 91 36 158 139 279 253:
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 31.9 27.1 44.3 12.5 29.6 21.2 40.4
Old : 18.2 31.9 27.1 44.3 12.5 29.6 21.2 40.4
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 115,248: 19,746 16,832 560 85,926 94,095 106,232 111,487: 9,016 3,761
Old : 115,248: 19,746 16,832 560 85,926 94,095 106,232 111,487: 9,016 3,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 4,530: 289 -147 -223 3,027 2,383 3,093 2,013: 1,437 2,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.6 0.5 74.6 81.6 92.2 96.7: 7.8 3.3
Old : 100.0: 17.1 14.6 0.5 74.6 81.6 92.2 96.7: 7.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 8 10 1 44 36 52 47:
Old : 87: 8 10 1 44 36 52 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 : 31.4 53.2 49.9 66.4 29.4 53.2 47.3 66.4
Old : 31.4 53.2 49.9 66.4 29.4 53.2 47.3 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 31,376: 4,621 1,962 371 22,673 21,878 27,665 24,211: 3,711 7,165
Old : 31,376: 4,621 1,962 371 22,673 21,878 27,665 24,211: 3,711 7,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 325: 49 230 3 403 455 455 688: -130 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.3 1.2 72.3 69.7 88.2 77.2: 11.8 22.8
Old : 100.0: 14.7 6.3 1.2 72.3 69.7 88.2 77.2: 11.8 22.8
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 : 40: 8 6 1 21 15 30 21:
Old : 40: 8 6 1 21 15 30 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 : 40.0 51.1 57.4 65.3 39.2 42.8 51.9 53.8
Old : 40.0 51.1 57.4 65.3 39.2 42.8 51.9 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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 363,973: 54,834 69,720 3,101 259,092 270,229 317,027 343,050: 46,946 20,923
Old : 363,973: 54,834 69,720 3,101 259,092 270,229 317,027 343,050: 46,946 20,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 807: -11,248 -1,544 274 19,491 11,258 8,517 9,988: -7,710 -9,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.2 0.9 71.2 74.2 87.1 94.3: 12.9 5.7
Old : 100.0: 15.1 19.2 0.9 71.2 74.2 87.1 94.3: 12.9 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 : 207: 35 56 13 56 77 100 137:
Old : 207: 35 56 13 56 77 100 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 23.8 52.5 38.1 36.8 20.8 48.2 33.3
Old : 39.7 23.8 52.5 38.1 36.8 20.8 48.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 63,207: 6,661 12,451 273 45,776 35,573 52,710 48,297: 10,497 14,910
Old : 63,207: 6,661 12,451 273 45,776 35,573 52,710 48,297: 10,497 14,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -2,583: -653 -3,467 -82 507 97 -228 -3,452: -2,355 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.7 0.4 72.4 56.3 83.4 76.4: 16.6 23.6
Old : 100.0: 10.5 19.7 0.4 72.4 56.3 83.4 76.4: 16.6 23.6
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 : 37: 9 12 2 7 13 18 25:
Old : 37: 9 12 2 7 13 18 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 : 70.6 48.3 77.9 60.7 70.2 48.2 77.5 60.6
Old : 70.6 48.3 77.9 60.7 70.2 48.2 77.5 60.6
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 - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 64,782: 11,344 15,733 164 44,909 43,195 56,417 59,092: 8,365 5,690
Old : 64,782: 11,344 15,733 164 44,909 43,195 56,417 59,092: 8,365 5,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 395: 106 2,925 164 -1,053 -551 -783 2,538: 1,178 -2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 24.3 0.3 69.3 66.7 87.1 91.2: 12.9 8.8
Old : 100.0: 17.5 24.3 0.3 69.3 66.7 87.1 91.2: 12.9 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 13 18 3 23 26 38 45:
Old : 76: 13 18 3 23 26 38 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 40.3 58.6 57.0 41.9 36.8 58.1 53.3
Old : 42.0 40.3 58.6 57.0 41.9 36.8 58.1 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 98,810: 13,688 17,103 2,799 36,596 75,441 53,083 95,343: 45,727 3,467
Old : 98,810: 13,688 17,103 2,799 36,596 75,441 53,083 95,343: 45,727 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 5,063: -87 6,549 -967 1,949 5,475 895 11,057: 4,168 -5,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.3 2.8 37.0 76.3 53.7 96.5: 46.3 3.5
Old : 100.0: 13.9 17.3 2.8 37.0 76.3 53.7 96.5: 46.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 11 4 18 32 39 46:
Old : 77: 20 11 4 18 32 39 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 36.4 35.4 55.4 21.4 36.4 30.3 55.4
Old : 25.6 36.4 35.4 55.4 21.4 36.4 30.3 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 27,310: 4,137 8,772 203 21,285 17,036 25,625 26,011: 1,685 1,299
Old : 27,310: 4,137 8,772 203 21,285 17,036 25,625 26,011: 1,685 1,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 2,041: -13 660 -78 1,761 1,806 1,670 2,388: 371 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 32.1 0.7 77.9 62.4 93.8 95.2: 6.2 4.8
Old : 100.0: 15.1 32.1 0.7 77.9 62.4 93.8 95.2: 6.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 7 1 12 12 19 19:
Old : 35: 6 7 1 12 12 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 51.2 80.6 73.9 67.3 51.2 79.0 73.9
Old : 67.9 51.2 80.6 73.9 67.3 51.2 79.0 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,344: 6,515 1,146 0 8,235 13,730 14,750 14,876: 594 468
Old : 15,344: 6,515 1,146 0 8,235 13,730 14,750 14,876: 594 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -1,094: 482 -401 -1 97 596 578 194: -1,672 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 7.5 0.0 53.7 89.5 96.1 96.9: 3.9 3.1
Old : 100.0: 42.5 7.5 0.0 53.7 89.5 96.1 96.9: 3.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 6 0 6 4 15 10:
Old : 23: 9 6 0 6 4 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 91.0 85.2 95.4 69.7 90.0 82.9 94.0
Old : 71.9 91.0 85.2 95.4 69.7 90.0 82.9 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 10,643: 849 671 429 8,848 6,000 10,126 7,100: 517 3,543
Old : 10,643: 849 671 429 8,848 6,000 10,126 7,100: 517 3,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 514: 0 -65 0 521 429 521 364: -7 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.3 4.0 83.1 56.4 95.1 66.7: 4.9 33.3
Old : 100.0: 8.0 6.3 4.0 83.1 56.4 95.1 66.7: 4.9 33.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 3 1 14 9 19 12:
Old : 23: 4 3 1 14 9 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 50.8 78.6 61.1 63.1 46.6 75.1 53.3
Old : 63.7 50.8 78.6 61.1 63.1 46.6 75.1 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Novenber 21, 2008