MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,696: 3,404 6,201 791 30,572 20,244 34,767 27,236: 2,929 10,460
Old : 37,696: 3,404 6,201 791 30,572 20,244 34,767 27,236: 2,929 10,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 900: -322 353 20 1,608 -99 1,306 274: -406 626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 16.5 2.1 81.1 53.7 92.2 72.3: 7.8 27.7
Old : 100.0: 9.0 16.5 2.1 81.1 53.7 92.2 72.3: 7.8 27.7
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: 9 19 10 22 25 36 49:
Old : 67: 9 19 10 22 25 36 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 27.0 72.0 40.2 56.1 25.9 70.6 38.9
Old : 56.3 27.0 72.0 40.2 56.1 25.9 70.6 38.9
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 167,462: 41,850 32,724 32,544 76,274 76,697 150,668 141,965: 16,794 25,497
Old : 166,838: 41,851 32,767 32,490 75,823 76,344 150,164 141,601: 16,674 25,237
Other: 624: 53 11 0 451 353 504 364: 120 260
: : :
: : Changes in Commitments from: November 18, 2008 :
: -238: 182 162 1,039 -2,009 676 -788 1,877: 550 -2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 19.5 19.4 45.5 45.8 90.0 84.8: 10.0 15.2
Old : 100.0: 25.1 19.6 19.5 45.4 45.8 90.0 84.9: 10.0 15.1
Other: 100.0: 8.5 1.8 0.0 72.3 56.6 80.8 58.3: 19.2 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 47 64 65 40 51 133 152:
Old : 198: 47 64 65 40 51 133 152:
Other: 16: 2 2 0 6 8 8 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 23.6 42.0 31.1 25.5 21.6 40.1 28.8
Old : 27.5 23.6 42.2 31.1 25.6 21.6 40.3 28.7
Other: 77.1 47.9 80.8 57.9 75.6 45.8 76.8 54.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 213,883: 48,813 52,885 35,042 113,066 89,601 196,921 177,528: 16,962 36,355
Old : 213,883: 48,813 52,885 35,042 113,066 89,601 196,921 177,528: 16,962 36,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -2,540: -1,928 -1,597 1,243 -1,770 -465 -2,455 -819: -85 -1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 24.7 16.4 52.9 41.9 92.1 83.0: 7.9 17.0
Old : 100.0: 22.8 24.7 16.4 52.9 41.9 92.1 83.0: 7.9 17.0
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 : 289: 55 74 68 70 131 165 243:
Old : 289: 55 74 68 70 131 165 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 15.7 37.4 22.6 21.5 15.4 35.5 21.5
Old : 21.9 15.7 37.4 22.6 21.5 15.4 35.5 21.5
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,802: 2,942 3,704 804 2,570 1,334 6,316 5,842: 1,486 1,960
Old : 7,802: 2,942 3,704 804 2,570 1,334 6,316 5,842: 1,486 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 301: 51 2 58 58 -13 167 47: 134 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 47.5 10.3 32.9 17.1 81.0 74.9: 19.0 25.1
Old : 100.0: 37.7 47.5 10.3 32.9 17.1 81.0 74.9: 19.0 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 : 68: 21 20 11 14 18 39 47:
Old : 68: 21 20 11 14 18 39 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 : 34.6 33.3 53.9 45.5 34.5 33.3 48.4 43.2
Old : 34.6 33.3 53.9 45.5 34.5 33.3 48.4 43.2
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 19,552: 7,082 7,848 1,502 7,241 2,172 15,825 11,522: 3,727 8,030
Old : 19,552: 7,082 7,848 1,502 7,241 2,172 15,825 11,522: 3,727 8,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -424: -547 375 312 305 -897 70 -210: -494 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 40.1 7.7 37.0 11.1 80.9 58.9: 19.1 41.1
Old : 100.0: 36.2 40.1 7.7 37.0 11.1 80.9 58.9: 19.1 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 : 91: 19 29 17 29 17 60 55:
Old : 91: 19 29 17 29 17 60 55:
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 : 29.1 24.6 40.7 31.5 28.9 23.4 40.3 29.1
Old : 29.1 24.6 40.7 31.5 28.9 23.4 40.3 29.1
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 83,766: 12,521 18,790 3,351 44,510 44,179 60,382 66,320: 23,384 17,446
Old : 83,766: 12,521 18,790 3,351 44,510 44,179 60,382 66,320: 23,384 17,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -8,788: -2,905 -3,813 375 -4,249 -3,351 -6,779 -6,789: -2,009 -1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 22.4 4.0 53.1 52.7 72.1 79.2: 27.9 20.8
Old : 100.0: 14.9 22.4 4.0 53.1 52.7 72.1 79.2: 27.9 20.8
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 : 62: 20 18 12 14 19 38 45:
Old : 62: 20 18 12 14 19 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 : 48.2 35.1 56.3 48.9 47.0 34.4 54.0 48.2
Old : 48.2 35.1 56.3 48.9 47.0 34.4 54.0 48.2
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 42,747: 3,653 20,066 1,052 27,944 5,769 32,649 26,887: 10,098 15,860
Old : 42,747: 3,653 20,066 1,052 27,944 5,769 32,649 26,887: 10,098 15,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -1,190: -2,087 737 481 2,835 -968 1,229 250: -2,419 -1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 46.9 2.5 65.4 13.5 76.4 62.9: 23.6 37.1
Old : 100.0: 8.5 46.9 2.5 65.4 13.5 76.4 62.9: 23.6 37.1
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 : 42: 6 20 4 11 9 18 32:
Old : 42: 6 20 4 11 9 18 32:
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 : 52.7 25.1 66.7 36.0 52.7 25.1 65.2 36.0
Old : 52.7 25.1 66.7 36.0 52.7 25.1 65.2 36.0
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 41,586: 3,808 5,823 0 35,590 31,188 39,398 37,011: 2,188 4,575
Old : 41,586: 3,808 5,823 0 35,590 31,188 39,398 37,011: 2,188 4,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 796: -582 498 0 1,203 -138 621 360: 175 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 14.0 0.0 85.6 75.0 94.7 89.0: 5.3 11.0
Old : 100.0: 9.2 14.0 0.0 85.6 75.0 94.7 89.0: 5.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 16 0 15 13 25 29:
Old : 49: 10 16 0 15 13 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 72.8 79.5 80.2 47.1 59.8 62.1 65.0
Old : 64.1 72.8 79.5 80.2 47.1 59.8 62.1 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 117,162: 7,289 47,533 332 96,240 44,391 103,861 92,256: 13,301 24,906
Old : 117,162: 7,289 47,533 332 96,240 44,391 103,861 92,256: 13,301 24,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 4,510: 2,129 -58 136 634 4,555 2,899 4,633: 1,611 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 40.6 0.3 82.1 37.9 88.6 78.7: 11.4 21.3
Old : 100.0: 6.2 40.6 0.3 82.1 37.9 88.6 78.7: 11.4 21.3
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 : 66: 8 35 3 16 17 25 54:
Old : 66: 8 35 3 16 17 25 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 : 68.0 41.2 78.6 50.4 66.9 40.1 77.1 49.2
Old : 68.0 41.2 78.6 50.4 66.9 40.1 77.1 49.2
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 - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 131,206: 62,066 24,900 1,041 46,145 95,959 109,252 121,900: 21,954 9,306
Old : 131,206: 62,066 24,900 1,041 46,145 95,959 109,252 121,900: 21,954 9,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,512: 15,239 2,207 272 -12,870 1,591 2,641 4,070: -1,129 -2,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 19.0 0.8 35.2 73.1 83.3 92.9: 16.7 7.1
Old : 100.0: 47.3 19.0 0.8 35.2 73.1 83.3 92.9: 16.7 7.1
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 : 89: 32 25 10 19 19 58 47:
Old : 89: 32 25 10 19 19 58 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 : 36.5 44.7 50.7 64.7 36.5 42.5 50.7 61.9
Old : 36.5 44.7 50.7 64.7 36.5 42.5 50.7 61.9
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 172,366: 27,389 48,867 2,687 89,976 70,266 120,052 121,820: 52,314 50,546
Old : 172,366: 27,389 48,867 2,687 89,976 70,266 120,052 121,820: 52,314 50,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 7,245: -1,684 2,436 134 3,197 7,139 1,647 9,709: 5,598 -2,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 28.4 1.6 52.2 40.8 69.6 70.7: 30.4 29.3
Old : 100.0: 15.9 28.4 1.6 52.2 40.8 69.6 70.7: 30.4 29.3
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 : 120: 36 39 19 28 35 74 83:
Old : 120: 36 39 19 28 35 74 83:
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 : 31.2 21.3 42.0 31.9 23.8 12.3 31.3 20.9
Old : 31.2 21.3 42.0 31.9 23.8 12.3 31.3 20.9
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 19,099: 2,432 4,810 0 15,190 12,765 17,622 17,575: 1,477 1,524
Old : 19,099: 2,432 4,810 0 15,190 12,765 17,622 17,575: 1,477 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 235: -175 562 0 184 146 9 708: 226 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 25.2 0.0 79.5 66.8 92.3 92.0: 7.7 8.0
Old : 100.0: 12.7 25.2 0.0 79.5 66.8 92.3 92.0: 7.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 7 0 15 8 18 15:
Old : 28: 3 7 0 15 8 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 68.1 82.6 83.7 63.5 68.1 80.7 83.1
Old : 63.5 68.1 82.6 83.7 63.5 68.1 80.7 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,334,832: 1,066,285 444,433 545,321 5,845,877 6,624,385 7,457,483 7,614,139: 877,349 720,693
Old : 8,334,832: 1,066,285 444,433 545,321 5,845,877 6,624,385 7,457,483 7,614,139: 877,349 720,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 54,087: -53,152 23,459 7,077 17,260 -9,925 -28,815 20,611: 82,902 33,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.3 6.5 70.1 79.5 89.5 91.4: 10.5 8.6
Old : 100.0: 12.8 5.3 6.5 70.1 79.5 89.5 91.4: 10.5 8.6
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 : 221: 61 34 72 113 109 203 192:
Old : 221: 61 34 72 113 109 203 192:
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 : 36.2 38.2 44.6 53.6 35.1 32.3 41.1 44.4
Old : 36.2 38.2 44.6 53.6 35.1 32.3 41.1 44.4
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 653,755: 102,318 48,931 9,864 439,192 527,799 551,374 586,594: 102,381 67,161
Old : 653,755: 102,318 48,931 9,864 439,192 527,799 551,374 586,594: 102,381 67,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 15,270: 13,806 -2,401 -265 -1,429 38,466 12,112 35,800: 3,158 -20,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 7.5 1.5 67.2 80.7 84.3 89.7: 15.7 10.3
Old : 100.0: 15.7 7.5 1.5 67.2 80.7 84.3 89.7: 15.7 10.3
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 : 183: 38 24 13 89 70 135 100:
Old : 183: 38 24 13 89 70 135 100:
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 25.3 28.7 39.9 16.3 23.6 25.8 38.2
Old : 18.7 25.3 28.7 39.9 16.3 23.6 25.8 38.2
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,253,752: 501,849 396,872 49,711 2,360,951 2,615,893 2,912,511 3,062,476: 341,241 191,276
Old : 3,253,752: 501,849 396,872 49,711 2,360,951 2,615,893 2,912,511 3,062,476: 341,241 191,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 54,421: 18,051 38,225 -3,734 149,459 62,190 163,776 96,681: -109,355 -42,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.2 1.5 72.6 80.4 89.5 94.1: 10.5 5.9
Old : 100.0: 15.4 12.2 1.5 72.6 80.4 89.5 94.1: 10.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 101 101 42 164 134 288 255:
Old : 423: 101 101 42 164 134 288 255:
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 : 18.5 33.7 27.4 45.2 12.4 30.9 21.2 40.8
Old : 18.5 33.7 27.4 45.2 12.4 30.9 21.2 40.8
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 113,791: 19,225 17,855 0 86,041 95,716 105,266 113,571: 8,525 220
Old : 113,791: 19,225 17,855 0 86,041 95,716 105,266 113,571: 8,525 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -1,457: -521 1,023 -560 115 1,621 -966 2,084: -491 -3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 15.7 0.0 75.6 84.1 92.5 99.8: 7.5 0.2
Old : 100.0: 16.9 15.7 0.0 75.6 84.1 92.5 99.8: 7.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 8 8 0 43 38 51 46:
Old : 85: 8 8 0 43 38 51 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 : 29.8 59.3 47.7 71.1 28.4 59.3 45.1 71.1
Old : 29.8 59.3 47.7 71.1 28.4 59.3 45.1 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 33,346: 4,668 1,834 488 24,343 23,196 29,499 25,518: 3,847 7,828
Old : 33,346: 4,668 1,834 488 24,343 23,196 29,499 25,518: 3,847 7,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,970: 47 -128 117 1,670 1,318 1,834 1,307: 136 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 5.5 1.5 73.0 69.6 88.5 76.5: 11.5 23.5
Old : 100.0: 14.0 5.5 1.5 73.0 69.6 88.5 76.5: 11.5 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 6 1 21 15 31 21:
Old : 42: 9 6 1 21 15 31 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 : 38.0 47.9 55.2 64.3 37.2 40.5 50.0 53.8
Old : 38.0 47.9 55.2 64.3 37.2 40.5 50.0 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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 363,610: 45,501 56,482 2,861 260,022 271,709 308,384 331,052: 55,226 32,558
Old : 363,610: 45,501 56,482 2,861 260,022 271,709 308,384 331,052: 55,226 32,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -363: -9,333 -13,238 -240 930 1,480 -8,643 -11,998: 8,280 11,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.5 0.8 71.5 74.7 84.8 91.0: 15.2 9.0
Old : 100.0: 12.5 15.5 0.8 71.5 74.7 84.8 91.0: 15.2 9.0
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 : 194: 33 53 7 59 66 96 122:
Old : 194: 33 53 7 59 66 96 122:
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 : 41.5 23.1 51.8 36.9 34.5 20.1 43.6 31.0
Old : 41.5 23.1 51.8 36.9 34.5 20.1 43.6 31.0
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 - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 69,320: 6,524 15,148 10 49,610 38,403 56,144 53,561: 13,176 15,759
Old : 69,320: 6,524 15,148 10 49,610 38,403 56,144 53,561: 13,176 15,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 6,113: -137 2,697 -263 3,834 2,830 3,434 5,264: 2,679 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 21.9 0.0 71.6 55.4 81.0 77.3: 19.0 22.7
Old : 100.0: 9.4 21.9 0.0 71.6 55.4 81.0 77.3: 19.0 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 : 37: 9 11 1 9 15 18 27:
Old : 37: 9 11 1 9 15 18 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 44.5 74.2 57.8 65.3 44.4 72.4 57.2
Old : 65.5 44.5 74.2 57.8 65.3 44.4 72.4 57.2
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 61,674: 10,167 14,320 195 44,817 42,422 55,179 56,937: 6,495 4,737
Old : 61,674: 10,167 14,320 195 44,817 42,422 55,179 56,937: 6,495 4,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -3,108: -1,177 -1,413 31 -92 -773 -1,238 -2,155: -1,870 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 23.2 0.3 72.7 68.8 89.5 92.3: 10.5 7.7
Old : 100.0: 16.5 23.2 0.3 72.7 68.8 89.5 92.3: 10.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 15 17 2 23 25 40 42:
Old : 77: 15 17 2 23 25 40 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 : 43.6 42.5 60.4 58.0 43.6 38.1 59.2 53.7
Old : 43.6 42.5 60.4 58.0 43.6 38.1 59.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 104,419: 14,088 20,211 1,878 36,508 80,009 52,474 102,098: 51,945 2,321
Old : 104,419: 14,088 20,211 1,878 36,508 80,009 52,474 102,098: 51,945 2,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 5,609: 400 3,108 -921 -88 4,568 -609 6,755: 6,218 -1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.4 1.8 35.0 76.6 50.3 97.8: 49.7 2.2
Old : 100.0: 13.5 19.4 1.8 35.0 76.6 50.3 97.8: 49.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 20 11 4 19 29 40 43:
Old : 74: 20 11 4 19 29 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 34.0 31.4 52.3 18.0 34.0 25.9 52.3
Old : 21.9 34.0 31.4 52.3 18.0 34.0 25.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 26,763: 4,470 6,315 250 20,519 18,762 25,239 25,327: 1,524 1,436
Old : 26,763: 4,470 6,315 250 20,519 18,762 25,239 25,327: 1,524 1,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -547: 333 -2,457 47 -766 1,726 -386 -684: -161 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 23.6 0.9 76.7 70.1 94.3 94.6: 5.7 5.4
Old : 100.0: 16.7 23.6 0.9 76.7 70.1 94.3 94.6: 5.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 7 2 10 11 17 19:
Old : 33: 6 7 2 10 11 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 50.1 81.7 75.4 68.7 50.1 81.2 75.2
Old : 69.3 50.1 81.7 75.4 68.7 50.1 81.2 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,461: 6,475 1,068 0 8,364 13,849 14,839 14,917: 622 544
Old : 15,461: 6,475 1,068 0 8,364 13,849 14,839 14,917: 622 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 117: -40 -78 0 129 119 89 41: 28 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 6.9 0.0 54.1 89.6 96.0 96.5: 4.0 3.5
Old : 100.0: 41.9 6.9 0.0 54.1 89.6 96.0 96.5: 4.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 6 0 6 4 14 10:
Old : 22: 8 6 0 6 4 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 90.8 84.9 95.0 68.2 89.7 82.6 93.6
Old : 70.5 90.8 84.9 95.0 68.2 89.7 82.6 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 10,418: 849 671 429 8,848 6,535 10,126 7,635: 292 2,783
Old : 10,418: 849 671 429 8,848 6,535 10,126 7,635: 292 2,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -225: 0 0 0 0 535 0 535: -225 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.4 4.1 84.9 62.7 97.2 73.3: 2.8 26.7
Old : 100.0: 8.1 6.4 4.1 84.9 62.7 97.2 73.3: 2.8 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 3 1 14 10 19 13:
Old : 24: 4 3 1 14 10 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 52.6 80.3 65.6 64.4 48.9 76.7 58.3
Old : 65.0 52.6 80.3 65.6 64.4 48.9 76.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 01, 2008