MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 38,108: 3,417 6,297 876 31,013 20,013 35,306 27,186: 2,802 10,922
Old : 38,108: 3,417 6,297 876 31,013 20,013 35,306 27,186: 2,802 10,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 412: 13 96 85 441 -231 539 -50: -127 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 16.5 2.3 81.4 52.5 92.6 71.3: 7.4 28.7
Old : 100.0: 9.0 16.5 2.3 81.4 52.5 92.6 71.3: 7.4 28.7
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 18 11 22 25 36 50:
Old : 67: 9 18 11 22 25 36 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 26.9 72.4 40.4 57.4 25.7 71.0 39.2
Old : 57.4 26.9 72.4 40.4 57.4 25.7 71.0 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 168,449: 42,102 33,299 31,816 76,690 78,512 150,608 143,627: 17,841 24,822
Old : 167,671: 42,103 33,264 31,815 76,191 78,111 150,109 143,190: 17,562 24,481
Other: 778: 0 36 0 499 401 499 437: 279 341
: : :
: : Changes in Commitments from: November 25, 2008 :
: 987: 252 575 -728 416 1,815 -60 1,662: 1,047 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 19.8 18.9 45.5 46.6 89.4 85.3: 10.6 14.7
Old : 100.0: 25.1 19.8 19.0 45.4 46.6 89.5 85.4: 10.5 14.6
Other: 100.0: 0.0 4.6 0.0 64.1 51.5 64.1 56.2: 35.9 43.8
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 54 67 67 42 50 142 148:
Old : 198: 54 67 67 42 50 142 148:
Other: 19: 0 4 0 8 9 8 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 24.5 41.5 31.9 25.3 22.7 39.6 30.1
Old : 27.3 24.5 41.7 31.9 25.5 22.7 39.8 30.1
Other: 59.1 39.5 64.1 51.3 58.9 39.5 60.9 48.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 213,323: 48,895 53,310 35,147 113,451 89,218 197,493 177,675: 15,830 35,648
Old : 213,323: 48,895 53,310 35,147 113,451 89,218 197,493 177,675: 15,830 35,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -560: 82 425 105 385 -383 572 147: -1,132 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 25.0 16.5 53.2 41.8 92.6 83.3: 7.4 16.7
Old : 100.0: 22.9 25.0 16.5 53.2 41.8 92.6 83.3: 7.4 16.7
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 : 291: 55 71 66 69 131 165 240:
Old : 291: 55 71 66 69 131 165 240:
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 : 22.2 16.0 36.8 23.4 21.8 15.8 35.0 21.9
Old : 22.2 16.0 36.8 23.4 21.8 15.8 35.0 21.9
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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,824: 2,717 3,715 1,899 2,521 1,084 7,137 6,698: 1,687 2,126
Old : 8,824: 2,717 3,715 1,899 2,521 1,084 7,137 6,698: 1,687 2,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 1,022: -225 11 1,095 -49 -250 821 856: 201 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 42.1 21.5 28.6 12.3 80.9 75.9: 19.1 24.1
Old : 100.0: 30.8 42.1 21.5 28.6 12.3 80.9 75.9: 19.1 24.1
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 : 69: 20 23 17 14 15 42 51:
Old : 69: 20 23 17 14 15 42 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 : 32.3 32.6 49.8 45.0 28.8 29.0 42.3 37.6
Old : 32.3 32.6 49.8 45.0 28.8 29.0 42.3 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 20,290: 7,088 8,018 1,802 7,604 2,540 16,494 12,360: 3,796 7,930
Old : 20,290: 7,088 8,018 1,802 7,604 2,540 16,494 12,360: 3,796 7,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 738: 6 170 300 363 368 669 838: 69 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 39.5 8.9 37.5 12.5 81.3 60.9: 18.7 39.1
Old : 100.0: 34.9 39.5 8.9 37.5 12.5 81.3 60.9: 18.7 39.1
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 : 100: 18 33 22 32 23 67 66:
Old : 100: 18 33 22 32 23 67 66:
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 : 28.5 24.1 40.6 30.6 28.3 22.2 39.7 27.4
Old : 28.5 24.1 40.6 30.6 28.3 22.2 39.7 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 88,581: 13,076 22,783 3,039 51,053 45,416 67,168 71,238: 21,413 17,343
Old : 88,581: 13,076 22,783 3,039 51,053 45,416 67,168 71,238: 21,413 17,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 4,815: 555 3,993 -312 6,543 1,237 6,786 4,918: -1,971 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 25.7 3.4 57.6 51.3 75.8 80.4: 24.2 19.6
Old : 100.0: 14.8 25.7 3.4 57.6 51.3 75.8 80.4: 24.2 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 17 19 10 15 20 36 45:
Old : 62: 17 19 10 15 20 36 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 : 51.2 32.8 60.0 49.0 49.0 32.2 57.7 48.3
Old : 51.2 32.8 60.0 49.0 49.0 32.2 57.7 48.3
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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 42,123: 2,328 20,568 1,415 29,313 6,752 33,056 28,735: 9,067 13,388
Old : 42,123: 2,328 20,568 1,415 29,313 6,752 33,056 28,735: 9,067 13,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -624: -1,325 502 363 1,369 983 407 1,848: -1,031 -2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 48.8 3.4 69.6 16.0 78.5 68.2: 21.5 31.8
Old : 100.0: 5.5 48.8 3.4 69.6 16.0 78.5 68.2: 21.5 31.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 19 5 11 9 18 31:
Old : 41: 5 19 5 11 9 18 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 29.1 69.9 41.9 56.3 27.9 67.8 40.7
Old : 56.3 29.1 69.9 41.9 56.3 27.9 67.8 40.7
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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 41,175: 4,142 6,040 2 34,907 31,208 39,051 37,250: 2,124 3,925
Old : 41,175: 4,142 6,040 2 34,907 31,208 39,051 37,250: 2,124 3,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -411: 334 217 2 -683 20 -347 239: -64 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.7 0.0 84.8 75.8 94.8 90.5: 5.2 9.5
Old : 100.0: 10.1 14.7 0.0 84.8 75.8 94.8 90.5: 5.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 16 1 14 13 25 29:
Old : 49: 10 16 1 14 13 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 74.5 79.5 81.8 47.1 61.6 61.9 66.2
Old : 64.3 74.5 79.5 81.8 47.1 61.6 61.9 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 115,876: 6,199 45,424 641 95,755 44,797 102,595 90,862: 13,281 25,014
Old : 115,876: 6,199 45,424 641 95,755 44,797 102,595 90,862: 13,281 25,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,286: -1,090 -2,109 309 -485 406 -1,266 -1,394: -20 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 39.2 0.6 82.6 38.7 88.5 78.4: 11.5 21.6
Old : 100.0: 5.3 39.2 0.6 82.6 38.7 88.5 78.4: 11.5 21.6
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 : 60: 5 32 4 17 18 24 52:
Old : 60: 5 32 4 17 18 24 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 : 67.7 43.1 79.0 52.5 66.9 41.9 77.8 50.9
Old : 67.7 43.1 79.0 52.5 66.9 41.9 77.8 50.9
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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 138,994: 67,743 24,840 665 43,279 98,731 111,687 124,236: 27,307 14,758
Old : 138,994: 67,743 24,840 665 43,279 98,731 111,687 124,236: 27,307 14,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 7,788: 5,677 -60 -376 -2,866 2,772 2,435 2,336: 5,353 5,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 17.9 0.5 31.1 71.0 80.4 89.4: 19.6 10.6
Old : 100.0: 48.7 17.9 0.5 31.1 71.0 80.4 89.4: 19.6 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 : 87: 32 24 7 18 20 55 46:
Old : 87: 32 24 7 18 20 55 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 : 36.7 42.5 50.4 62.0 36.7 40.4 50.4 59.6
Old : 36.7 42.5 50.4 62.0 36.7 40.4 50.4 59.6
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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 173,018: 29,631 49,828 2,383 93,058 73,945 125,072 126,156: 47,946 46,862
Old : 173,018: 29,631 49,828 2,383 93,058 73,945 125,072 126,156: 47,946 46,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 652: 2,242 961 -304 3,082 3,679 5,020 4,336: -4,368 -3,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 28.8 1.4 53.8 42.7 72.3 72.9: 27.7 27.1
Old : 100.0: 17.1 28.8 1.4 53.8 42.7 72.3 72.9: 27.7 27.1
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: 32 41 19 29 32 71 82:
Old : 118: 32 41 19 29 32 71 82:
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 : 31.9 23.8 42.7 34.4 23.7 13.9 32.1 22.8
Old : 31.9 23.8 42.7 34.4 23.7 13.9 32.1 22.8
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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 19,050: 2,266 4,828 0 15,424 12,466 17,690 17,294: 1,360 1,756
Old : 19,050: 2,266 4,828 0 15,424 12,466 17,690 17,294: 1,360 1,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -49: -166 18 0 234 -299 68 -281: -117 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 25.3 0.0 81.0 65.4 92.9 90.8: 7.1 9.2
Old : 100.0: 11.9 25.3 0.0 81.0 65.4 92.9 90.8: 7.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 7 0 14 8 17 15:
Old : 27: 3 7 0 14 8 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 65.9 84.8 80.6 64.4 65.8 82.8 80.2
Old : 64.4 65.9 84.8 80.6 64.4 65.8 82.8 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,250,805: 1,135,749 446,379 545,638 5,763,627 6,556,082 7,445,014 7,548,099: 805,791 702,706
Old : 8,250,805: 1,135,749 446,379 545,638 5,763,627 6,556,082 7,445,014 7,548,099: 805,791 702,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -84,027: 69,464 1,946 317 -82,250 -68,303 -12,469 -66,040: -71,558 -17,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 5.4 6.6 69.9 79.5 90.2 91.5: 9.8 8.5
Old : 100.0: 13.8 5.4 6.6 69.9 79.5 90.2 91.5: 9.8 8.5
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 : 220: 59 35 71 111 106 203 187:
Old : 220: 59 35 71 111 106 203 187:
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 : 36.1 38.5 44.7 54.1 35.2 32.7 41.2 44.9
Old : 36.1 38.5 44.7 54.1 35.2 32.7 41.2 44.9
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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 650,595: 92,830 43,127 10,651 437,850 531,893 541,331 585,671: 109,264 64,924
Old : 650,595: 92,830 43,127 10,651 437,850 531,893 541,331 585,671: 109,264 64,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -3,160: -9,488 -5,804 787 -1,342 4,094 -10,043 -923: 6,883 -2,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 6.6 1.6 67.3 81.8 83.2 90.0: 16.8 10.0
Old : 100.0: 14.3 6.6 1.6 67.3 81.8 83.2 90.0: 16.8 10.0
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 : 180: 37 25 14 84 69 130 100:
Old : 180: 37 25 14 84 69 130 100:
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 : 18.6 25.5 28.7 40.1 16.0 23.6 25.6 38.2
Old : 18.6 25.5 28.7 40.1 16.0 23.6 25.6 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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,227,862: 527,800 371,238 43,724 2,358,098 2,646,879 2,929,622 3,061,841: 298,240 166,021
Old : 3,227,862: 527,800 371,238 43,724 2,358,098 2,646,879 2,929,622 3,061,841: 298,240 166,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -25,890: 25,951 -25,634 -5,987 -2,853 30,986 17,111 -635: -43,001 -25,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.5 1.4 73.1 82.0 90.8 94.9: 9.2 5.1
Old : 100.0: 16.4 11.5 1.4 73.1 82.0 90.8 94.9: 9.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 98 101 42 161 133 280 255:
Old : 420: 98 101 42 161 133 280 255:
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 : 18.7 34.2 27.9 46.3 12.4 31.0 21.4 41.7
Old : 18.7 34.2 27.9 46.3 12.4 31.0 21.4 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 119,423: 22,614 15,954 1,062 89,096 100,721 112,772 117,737: 6,651 1,686
Old : 119,423: 22,614 15,954 1,062 89,096 100,721 112,772 117,737: 6,651 1,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 5,632: 3,389 -1,901 1,062 3,055 5,005 7,506 4,166: -1,874 1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.4 0.9 74.6 84.3 94.4 98.6: 5.6 1.4
Old : 100.0: 18.9 13.4 0.9 74.6 84.3 94.4 98.6: 5.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 9 7 1 44 38 53 46:
Old : 86: 9 7 1 44 38 53 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 : 29.3 54.3 48.0 68.0 28.5 54.3 45.4 68.0
Old : 29.3 54.3 48.0 68.0 28.5 54.3 45.4 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 33,509: 4,272 2,319 501 25,151 23,404 29,924 26,224: 3,585 7,285
Old : 33,509: 4,272 2,319 501 25,151 23,404 29,924 26,224: 3,585 7,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 163: -396 485 13 808 208 425 706: -262 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.9 1.5 75.1 69.8 89.3 78.3: 10.7 21.7
Old : 100.0: 12.7 6.9 1.5 75.1 69.8 89.3 78.3: 10.7 21.7
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 : 41: 8 5 1 22 15 31 20:
Old : 41: 8 5 1 22 15 31 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 47.7 54.9 65.1 37.0 40.6 49.5 53.9
Old : 37.9 47.7 54.9 65.1 37.0 40.6 49.5 53.9
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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 347,268: 46,726 63,608 2,924 263,137 271,732 312,787 338,264: 34,481 9,004
Old : 347,268: 46,726 63,608 2,924 263,137 271,732 312,787 338,264: 34,481 9,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -16,342: 1,225 7,126 63 3,115 23 4,403 7,212: -20,745 -23,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.3 0.8 75.8 78.2 90.1 97.4: 9.9 2.6
Old : 100.0: 13.5 18.3 0.8 75.8 78.2 90.1 97.4: 9.9 2.6
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 : 193: 34 52 7 56 68 95 122:
Old : 193: 34 52 7 56 68 95 122:
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 : 43.5 25.3 54.8 40.0 36.5 22.0 46.0 35.1
Old : 43.5 25.3 54.8 40.0 36.5 22.0 46.0 35.1
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, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 71,412: 6,121 15,999 30 52,581 40,041 58,732 56,070: 12,680 15,342
Old : 71,412: 6,121 15,999 30 52,581 40,041 58,732 56,070: 12,680 15,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 2,092: -403 851 20 2,971 1,638 2,588 2,509: -496 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 22.4 0.0 73.6 56.1 82.2 78.5: 17.8 21.5
Old : 100.0: 8.6 22.4 0.0 73.6 56.1 82.2 78.5: 17.8 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 13 1 10 14 19 27:
Old : 39: 8 13 1 10 14 19 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 : 63.7 45.3 75.0 59.1 63.5 43.0 70.7 55.8
Old : 63.7 45.3 75.0 59.1 63.5 43.0 70.7 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 62,546: 14,756 14,407 222 39,920 43,625 54,898 58,254: 7,648 4,292
Old : 62,546: 14,756 14,407 222 39,920 43,625 54,898 58,254: 7,648 4,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 872: 4,589 87 27 -4,897 1,203 -281 1,317: 1,153 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 23.0 0.4 63.8 69.7 87.8 93.1: 12.2 6.9
Old : 100.0: 23.6 23.0 0.4 63.8 69.7 87.8 93.1: 12.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 19 15 3 20 26 41 42:
Old : 77: 19 15 3 20 26 41 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 : 42.3 42.6 57.9 58.3 42.3 37.6 56.0 53.3
Old : 42.3 42.6 57.9 58.3 42.3 37.6 56.0 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 111,314: 15,500 23,203 2,325 36,932 81,969 54,757 107,497: 56,557 3,817
Old : 111,314: 15,500 23,203 2,325 36,932 81,969 54,757 107,497: 56,557 3,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 6,895: 1,412 2,992 447 424 1,960 2,283 5,399: 4,612 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.8 2.1 33.2 73.6 49.2 96.6: 50.8 3.4
Old : 100.0: 13.9 20.8 2.1 33.2 73.6 49.2 96.6: 50.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 18 4 19 31 40 51:
Old : 82: 19 18 4 19 31 40 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 32.3 29.9 50.0 16.5 32.3 25.1 50.0
Old : 20.8 32.3 29.9 50.0 16.5 32.3 25.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 27,234: 4,296 5,909 252 20,948 19,517 25,496 25,678: 1,738 1,556
Old : 27,234: 4,296 5,909 252 20,948 19,517 25,496 25,678: 1,738 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 471: -174 -406 2 429 755 257 351: 214 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.7 0.9 76.9 71.7 93.6 94.3: 6.4 5.7
Old : 100.0: 15.8 21.7 0.9 76.9 71.7 93.6 94.3: 6.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 7 2 11 11 17 19:
Old : 33: 5 7 2 11 11 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 51.1 81.0 75.4 67.7 51.1 80.3 75.4
Old : 68.5 51.1 81.0 75.4 67.7 51.1 80.3 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,957: 4,799 738 11 9,693 13,895 14,503 14,644: 1,454 1,313
Old : 15,957: 4,799 738 11 9,693 13,895 14,503 14,644: 1,454 1,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 496: -1,676 -330 11 1,329 46 -336 -273: 832 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.6 0.1 60.7 87.1 90.9 91.8: 9.1 8.2
Old : 100.0: 30.1 4.6 0.1 60.7 87.1 90.9 91.8: 9.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 4 1 7 4 15 9:
Old : 21: 8 4 1 7 4 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 88.0 80.6 91.7 64.4 86.9 78.5 88.7
Old : 66.6 88.0 80.6 91.7 64.4 86.9 78.5 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 10,726: 849 1,032 429 9,049 6,589 10,327 8,050: 399 2,676
Old : 10,726: 849 1,032 429 9,049 6,589 10,327 8,050: 399 2,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 308: 0 361 0 201 54 201 415: 107 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.6 4.0 84.4 61.4 96.3 75.1: 3.7 24.9
Old : 100.0: 7.9 9.6 4.0 84.4 61.4 96.3 75.1: 3.7 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 4 1 14 10 19 14:
Old : 25: 4 4 1 14 10 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 51.7 78.0 65.7 62.6 48.0 74.5 58.8
Old : 63.2 51.7 78.0 65.7 62.6 48.0 74.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 05, 2008