MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 56,516: 3,170 5,556 9,270 38,482 29,818 50,921 44,644: 5,595 11,872
Old : 56,516: 3,170 5,556 9,270 38,482 29,818 50,921 44,644: 5,595 11,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,592: 106 202 362 1,141 541 1,609 1,104: -17 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.8 16.4 68.1 52.8 90.1 79.0: 9.9 21.0
Old : 100.0: 5.6 9.8 16.4 68.1 52.8 90.1 79.0: 9.9 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 10 18 20 30 37 55 60:
Old : 73: 10 18 20 30 37 55 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 22.0 60.1 33.3 41.4 19.6 54.8 28.6
Old : 45.7 22.0 60.1 33.3 41.4 19.6 54.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 205,833: 36,463 25,579 48,173 99,708 98,491 184,344 172,243: 21,490 33,590
Old : 205,401: 36,604 25,558 48,031 99,296 98,353 183,932 171,942: 21,470 33,459
Other: 432: 0 163 0 412 138 412 301: 20 131
: : :
: : Changes in Commitments from: October 7, 2008 :
: -318: 2,383 -4,310 -759 -3,068 3,573 -1,444 -1,496: 1,126 1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 12.4 23.4 48.4 47.9 89.6 83.7: 10.4 16.3
Old : 100.0: 17.8 12.4 23.4 48.3 47.9 89.5 83.7: 10.5 16.3
Other: 100.0: 0.0 37.7 0.0 95.4 31.9 95.4 69.7: 4.6 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 61 72 75 50 62 157 176:
Old : 222: 63 71 75 50 62 157 176:
Other: 11: 0 4 0 3 4 3 8:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 21.5 37.0 32.0 22.3 20.6 34.9 27.9
Old : 22.6 21.5 37.1 32.1 22.3 20.6 35.0 27.9
Other: 95.4 59.0 95.4 69.7 95.4 59.0 95.4 69.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 270,072: 55,037 44,778 57,627 139,525 117,428 252,189 219,832: 17,883 50,240
Old : 270,072: 55,037 44,778 57,627 139,525 117,428 252,189 219,832: 17,883 50,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -5,261: -3,366 -6,620 5,592 -5,518 -1,607 -3,292 -2,635: -1,969 -2,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.6 21.3 51.7 43.5 93.4 81.4: 6.6 18.6
Old : 100.0: 20.4 16.6 21.3 51.7 43.5 93.4 81.4: 6.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 68 70 85 104 146 223 272:
Old : 323: 68 70 85 104 146 223 272:
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 16.7 33.6 23.9 20.4 13.4 32.6 19.0
Old : 20.8 16.7 33.6 23.9 20.4 13.4 32.6 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,928: 2,596 4,135 1,077 4,315 2,439 7,988 7,650: 1,940 2,278
Old : 9,928: 2,596 4,135 1,077 4,315 2,439 7,988 7,650: 1,940 2,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,002: -523 -558 -621 -26 -92 -1,170 -1,271: 168 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 41.6 10.8 43.5 24.6 80.5 77.1: 19.5 22.9
Old : 100.0: 26.2 41.6 10.8 43.5 24.6 80.5 77.1: 19.5 22.9
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 : 82: 21 27 11 22 26 50 60:
Old : 82: 21 27 11 22 26 50 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 26.3 46.7 36.2 29.0 26.3 45.6 34.7
Old : 29.0 26.3 46.7 36.2 29.0 26.3 45.6 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 26,402: 7,461 8,711 4,350 9,639 3,614 21,450 16,675: 4,952 9,727
Old : 26,402: 7,461 8,711 4,350 9,639 3,614 21,450 16,675: 4,952 9,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,203: -367 -657 -612 -74 184 -1,052 -1,085: -151 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 33.0 16.5 36.5 13.7 81.2 63.2: 18.8 36.8
Old : 100.0: 28.3 33.0 16.5 36.5 13.7 81.2 63.2: 18.8 36.8
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 : 117: 25 36 27 42 25 85 74:
Old : 117: 25 36 27 42 25 85 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 22.9 28.3 29.9 18.9 19.5 27.6 24.2
Old : 19.0 22.9 28.3 29.9 18.9 19.5 27.6 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 111,007: 16,343 32,363 10,303 59,970 47,282 86,616 89,948: 24,390 21,059
Old : 111,007: 16,343 32,363 10,303 59,970 47,282 86,616 89,948: 24,390 21,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 7,397: -1,427 -1,725 406 6,330 10,238 5,309 8,919: 2,087 -1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 29.2 9.3 54.0 42.6 78.0 81.0: 22.0 19.0
Old : 100.0: 14.7 29.2 9.3 54.0 42.6 78.0 81.0: 22.0 19.0
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 : 71: 18 24 13 19 19 42 51:
Old : 71: 18 24 13 19 19 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 : 46.1 30.1 57.1 45.1 45.1 30.0 51.2 43.3
Old : 46.1 30.1 57.1 45.1 45.1 30.0 51.2 43.3
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 47,873: 6,463 18,457 5,615 24,847 12,587 36,926 36,659: 10,948 11,214
Old : 47,873: 6,463 18,457 5,615 24,847 12,587 36,926 36,659: 10,948 11,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -81: -1,451 111 -1,135 2,965 1,968 379 944: -460 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 38.6 11.7 51.9 26.3 77.1 76.6: 22.9 23.4
Old : 100.0: 13.5 38.6 11.7 51.9 26.3 77.1 76.6: 22.9 23.4
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 : 40: 9 18 6 8 8 19 30:
Old : 40: 9 18 6 8 8 19 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 32.3 65.5 46.0 43.9 30.1 56.0 40.4
Old : 48.1 32.3 65.5 46.0 43.9 30.1 56.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 44,999: 8,294 5,193 0 34,197 37,076 42,491 42,269: 2,508 2,730
Old : 44,999: 8,294 5,193 0 34,197 37,076 42,491 42,269: 2,508 2,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -5,590: -7,989 -1,155 -2 3,499 -4,174 -4,492 -5,331: -1,098 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 11.5 0.0 76.0 82.4 94.4 93.9: 5.6 6.1
Old : 100.0: 18.4 11.5 0.0 76.0 82.4 94.4 93.9: 5.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 19 0 13 10 23 29:
Old : 50: 10 19 0 13 10 23 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 : 62.7 77.9 81.7 84.0 45.6 53.9 61.4 59.7
Old : 62.7 77.9 81.7 84.0 45.6 53.9 61.4 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 119,894: 16,077 46,587 12,368 80,693 37,043 109,138 95,997: 10,756 23,897
Old : 119,894: 16,077 46,587 12,368 80,693 37,043 109,138 95,997: 10,756 23,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 2,441: -4,590 -8,826 2,181 3,860 10,815 1,450 4,171: 990 -1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 38.9 10.3 67.3 30.9 91.0 80.1: 9.0 19.9
Old : 100.0: 13.4 38.9 10.3 67.3 30.9 91.0 80.1: 9.0 19.9
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 : 64: 7 32 10 16 19 29 55:
Old : 64: 7 32 10 16 19 29 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 : 45.1 31.7 68.6 45.1 43.8 30.3 63.1 40.1
Old : 45.1 31.7 68.6 45.1 43.8 30.3 63.1 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 179,734: 48,037 23,147 19,557 83,569 123,636 151,162 166,339: 28,572 13,395
Old : 179,734: 48,037 23,147 19,557 83,569 123,636 151,162 166,339: 28,572 13,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -22,472: -10,129 203 1,325 -12,813 -21,650 -21,618 -20,123: -855 -2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 12.9 10.9 46.5 68.8 84.1 92.5: 15.9 7.5
Old : 100.0: 26.7 12.9 10.9 46.5 68.8 84.1 92.5: 15.9 7.5
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 : 92: 34 27 18 22 20 65 56:
Old : 92: 34 27 18 22 20 65 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 49.1 49.7 65.1 33.9 48.5 42.3 59.9
Old : 37.3 49.1 49.7 65.1 33.9 48.5 42.3 59.9
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 226,156: 23,546 58,278 36,672 114,771 73,463 174,990 168,413: 51,166 57,743
Old : 226,156: 23,546 58,278 36,672 114,771 73,463 174,990 168,413: 51,166 57,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -600: -7,703 4,034 1,799 10,936 -4,319 5,031 1,515: -5,631 -2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 25.8 16.2 50.7 32.5 77.4 74.5: 22.6 25.5
Old : 100.0: 10.4 25.8 16.2 50.7 32.5 77.4 74.5: 22.6 25.5
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 : 128: 36 47 33 27 37 80 100:
Old : 128: 36 47 33 27 37 80 100:
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 : 28.5 21.8 40.6 33.1 23.9 15.4 31.6 21.7
Old : 28.5 21.8 40.6 33.1 23.9 15.4 31.6 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 18,508: 2,366 6,926 0 14,791 9,790 17,157 16,716: 1,351 1,792
Old : 18,508: 2,366 6,926 0 14,791 9,790 17,157 16,716: 1,351 1,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -549: -2,167 -2,085 0 1,481 2,197 -686 112: 137 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 37.4 0.0 79.9 52.9 92.7 90.3: 7.3 9.7
Old : 100.0: 12.8 37.4 0.0 79.9 52.9 92.7 90.3: 7.3 9.7
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: 2 7 0 10 7 12 14:
Old : 24: 2 7 0 10 7 12 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 : 67.1 65.7 89.2 82.5 67.1 65.7 87.2 82.5
Old : 67.1 65.7 89.2 82.5 67.1 65.7 87.2 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 :14,567,044: 855,956 419,958 4,891,905 7,828,239 8,375,620 13,576,100 13,687,483: 990,945 879,562
Old :14,567,044: 855,956 419,958 4,891,905 7,828,239 8,375,620 13,576,100 13,687,483: 990,945 879,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -444,451: -30,246 -51,855 -190,103 -248,646 -168,009 -468,995 -409,967: 24,543 -34,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.9 33.6 53.7 57.5 93.2 94.0: 6.8 6.0
Old : 100.0: 5.9 2.9 33.6 53.7 57.5 93.2 94.0: 6.8 6.0
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 : 244: 63 52 98 119 118 235 222:
Old : 244: 63 52 98 119 118 235 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 23.8 36.5 37.8 19.2 15.2 22.6 21.7
Old : 25.4 23.8 36.5 37.8 19.2 15.2 22.6 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 1,049,204: 122,168 61,311 157,896 617,778 642,702 897,843 861,909: 151,361 187,295
Old : 1,049,204: 122,168 61,311 157,896 617,778 642,702 897,843 861,909: 151,361 187,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 52,071: 12,742 574 18,357 25,865 18,121 56,964 37,052: -4,893 15,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.8 15.0 58.9 61.3 85.6 82.1: 14.4 17.9
Old : 100.0: 11.6 5.8 15.0 58.9 61.3 85.6 82.1: 14.4 17.9
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 : 211: 55 40 60 93 71 178 141:
Old : 211: 55 40 60 93 71 178 141:
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 : 16.7 20.6 26.4 30.7 11.0 16.0 17.7 23.9
Old : 16.7 20.6 26.4 30.7 11.0 16.0 17.7 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 3,669,660: 579,635 644,783 321,125 1,993,898 2,340,806 2,894,658 3,306,714: 775,003 362,946
Old : 3,669,660: 579,635 644,783 321,125 1,993,898 2,340,806 2,894,658 3,306,714: 775,003 362,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 341,375: 41,203 102,999 6,113 141,229 76,223 188,545 185,335: 152,830 156,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 17.6 8.8 54.3 63.8 78.9 90.1: 21.1 9.9
Old : 100.0: 15.8 17.6 8.8 54.3 63.8 78.9 90.1: 21.1 9.9
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 : 426: 114 108 92 145 136 310 285:
Old : 426: 114 108 92 145 136 310 285:
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 : 14.8 22.7 23.2 33.6 10.7 21.6 18.4 31.4
Old : 14.8 22.7 23.2 33.6 10.7 21.6 18.4 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 106,101: 15,387 18,214 850 79,608 83,331 95,845 102,395: 10,256 3,706
Old : 106,101: 15,387 18,214 850 79,608 83,331 95,845 102,395: 10,256 3,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -2,539: -5,986 -2,396 475 2,838 -1,598 -2,673 -3,519: 134 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.2 0.8 75.0 78.5 90.3 96.5: 9.7 3.5
Old : 100.0: 14.5 17.2 0.8 75.0 78.5 90.3 96.5: 9.7 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 : 85: 9 11 3 42 36 51 50:
Old : 85: 9 11 3 42 36 51 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 : 28.8 50.6 48.9 65.5 26.1 50.6 45.8 65.5
Old : 28.8 50.6 48.9 65.5 26.1 50.6 45.8 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 26,577: 2,782 3,154 250 19,237 17,079 22,269 20,483: 4,308 6,094
Old : 26,577: 2,782 3,154 250 19,237 17,079 22,269 20,483: 4,308 6,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 3,787: 1,360 1,120 250 3,631 2,592 5,241 3,962: -1,454 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.9 0.9 72.4 64.3 83.8 77.1: 16.2 22.9
Old : 100.0: 10.5 11.9 0.9 72.4 64.3 83.8 77.1: 16.2 22.9
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 : 46: 7 9 1 23 18 31 27:
Old : 46: 7 9 1 23 18 31 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 : 41.9 40.0 54.0 56.7 36.7 27.9 47.3 44.5
Old : 41.9 40.0 54.0 56.7 36.7 27.9 47.3 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 404,316: 96,850 114,271 9,348 269,319 264,256 375,517 387,875: 28,799 16,441
Old : 404,316: 96,850 114,271 9,348 269,319 264,256 375,517 387,875: 28,799 16,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 7,150: -19,424 35,961 -842 24,675 -37,207 4,409 -2,089: 2,741 9,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 28.3 2.3 66.6 65.4 92.9 95.9: 7.1 4.1
Old : 100.0: 24.0 28.3 2.3 66.6 65.4 92.9 95.9: 7.1 4.1
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 : 221: 50 60 19 62 68 123 136:
Old : 221: 50 60 19 62 68 123 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 22.8 55.1 36.7 32.9 21.5 47.4 32.0
Old : 40.2 22.8 55.1 36.7 32.9 21.5 47.4 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 54,818: 8,836 14,484 3,230 28,534 22,520 40,600 40,233: 14,218 14,585
Old : 54,818: 8,836 14,484 3,230 28,534 22,520 40,600 40,233: 14,218 14,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -5,414: -2,506 -3,586 1,159 -3,729 -3,109 -5,076 -5,537: -338 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 26.4 5.9 52.1 41.1 74.1 73.4: 25.9 26.6
Old : 100.0: 16.1 26.4 5.9 52.1 41.1 74.1 73.4: 25.9 26.6
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 : 41: 10 14 4 9 14 20 31:
Old : 41: 10 14 4 9 14 20 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 : 45.4 34.6 63.1 46.3 44.9 32.2 57.3 42.7
Old : 45.4 34.6 63.1 46.3 44.9 32.2 57.3 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 65,613: 13,831 17,428 143 41,720 37,367 55,693 54,938: 9,920 10,675
Old : 65,613: 13,831 17,428 143 41,720 37,367 55,693 54,938: 9,920 10,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 2,355: -778 -2,782 110 1,816 1,539 1,148 -1,133: 1,207 3,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 26.6 0.2 63.6 57.0 84.9 83.7: 15.1 16.3
Old : 100.0: 21.1 26.6 0.2 63.6 57.0 84.9 83.7: 15.1 16.3
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 : 72: 19 14 2 18 25 38 40:
Old : 72: 19 14 2 18 25 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 39.2 59.6 57.6 41.5 35.3 56.9 52.2
Old : 41.5 39.2 59.6 57.6 41.5 35.3 56.9 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 86,774: 14,450 18,827 925 30,690 50,456 46,065 70,208: 40,709 16,566
Old : 86,774: 14,450 18,827 925 30,690 50,456 46,065 70,208: 40,709 16,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 14,396: 1,095 -799 663 -4,488 10,131 -2,730 9,995: 17,126 4,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 21.7 1.1 35.4 58.1 53.1 80.9: 46.9 19.1
Old : 100.0: 16.7 21.7 1.1 35.4 58.1 53.1 80.9: 46.9 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 16 11 4 22 25 40 38:
Old : 70: 16 11 4 22 25 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 31.6 37.5 48.6 25.9 31.6 34.1 48.4
Old : 29.2 31.6 37.5 48.6 25.9 31.6 34.1 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 19,547: 2,729 5,138 261 15,600 12,921 18,590 18,320: 957 1,227
Old : 19,547: 2,729 5,138 261 15,600 12,921 18,590 18,320: 957 1,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,036: -192 -1,313 -7 -659 321 -858 -999: -178 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 26.3 1.3 79.8 66.1 95.1 93.7: 4.9 6.3
Old : 100.0: 14.0 26.3 1.3 79.8 66.1 95.1 93.7: 4.9 6.3
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 : 30: 6 5 2 9 12 16 18:
Old : 30: 6 5 2 9 12 16 18:
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 : 69.5 54.7 83.3 78.7 68.6 54.7 80.4 77.6
Old : 69.5 54.7 83.3 78.7 68.6 54.7 80.4 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 16,567: 5,919 1,397 385 8,480 13,295 14,784 15,077: 1,783 1,490
Old : 16,567: 5,919 1,397 385 8,480 13,295 14,784 15,077: 1,783 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 320: -69 -246 374 248 461 553 589: -233 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 8.4 2.3 51.2 80.2 89.2 91.0: 10.8 9.0
Old : 100.0: 35.7 8.4 2.3 51.2 80.2 89.2 91.0: 10.8 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 : 25: 8 8 3 6 6 16 15:
Old : 25: 8 8 3 6 6 16 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 : 61.1 79.9 75.7 85.1 59.7 79.4 73.5 83.4
Old : 61.1 79.9 75.7 85.1 59.7 79.4 73.5 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 9,308: 690 736 429 7,613 5,848 8,732 7,013: 576 2,295
Old : 9,308: 690 736 429 7,613 5,848 8,732 7,013: 576 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 99: 0 -250 0 103 -151 103 -401: -4 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 7.9 4.6 81.8 62.8 93.8 75.3: 6.2 24.7
Old : 100.0: 7.4 7.9 4.6 81.8 62.8 93.8 75.3: 6.2 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 3 1 10 10 14 13:
Old : 20: 3 3 1 10 10 14 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 : 71.8 50.4 86.7 64.5 69.2 48.1 80.1 59.1
Old : 71.8 50.4 86.7 64.5 69.2 48.1 80.1 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2008