MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 57,807: 1,399 6,573 10,977 40,175 27,137 52,551 44,688: 5,256 13,119
Old : 57,807: 1,399 6,573 10,977 40,175 27,137 52,551 44,688: 5,256 13,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,894: -784 -613 1,065 934 633 1,214 1,085: 680 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 11.4 19.0 69.5 46.9 90.9 77.3: 9.1 22.7
Old : 100.0: 2.4 11.4 19.0 69.5 46.9 90.9 77.3: 9.1 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 5 24 16 27 32 46 58:
Old : 71: 5 24 16 27 32 46 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 21.0 62.9 33.7 43.8 18.0 57.0 27.5
Old : 47.9 21.0 62.9 33.7 43.8 18.0 57.0 27.5
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, November 11, 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 : 194,835: 44,261 27,936 46,452 86,550 89,149 177,263 163,537: 17,572 31,297
Old : 194,304: 44,331 27,893 46,383 86,122 89,024 176,835 163,300: 17,469 31,003
Other: 531: 0 112 0 428 125 428 237: 103 294
: : :
: : Changes in Commitments from: November 4, 2008 :
: -2,369: 1,157 2,234 -411 -3,397 -4,999 -2,651 -3,176: 282 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 14.3 23.8 44.4 45.8 91.0 83.9: 9.0 16.1
Old : 100.0: 22.8 14.4 23.9 44.3 45.8 91.0 84.0: 9.0 16.0
Other: 100.0: 0.0 21.1 0.0 80.6 23.5 80.6 44.6: 19.4 55.4
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 67 60 81 45 55 152 172:
Old : 214: 68 59 81 45 55 152 172:
Other: 12: 0 4 0 5 4 5 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 : 25.3 22.9 38.5 30.2 23.1 20.0 36.1 26.5
Old : 25.4 22.9 38.6 30.2 23.1 20.0 36.2 26.5
Other: 80.2 39.2 80.6 44.6 80.2 38.8 80.2 44.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 263,965: 53,203 38,738 63,541 128,577 115,151 245,322 217,430: 18,644 46,536
Old : 263,965: 53,203 38,738 63,541 128,577 115,151 245,322 217,430: 18,644 46,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -2,279: -1,891 -2,651 -4,214 1,296 2,709 -4,809 -4,156: 2,531 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 14.7 24.1 48.7 43.6 92.9 82.4: 7.1 17.6
Old : 100.0: 20.2 14.7 24.1 48.7 43.6 92.9 82.4: 7.1 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 69 68 84 106 150 223 265:
Old : 313: 69 68 84 106 150 223 265:
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 : 19.6 15.1 32.2 22.2 19.0 11.7 30.2 16.4
Old : 19.6 15.1 32.2 22.2 19.0 11.7 30.2 16.4
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, November 11, 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 : 8,245: 2,702 3,587 1,241 2,797 1,614 6,740 6,443: 1,505 1,802
Old : 8,245: 2,702 3,587 1,241 2,797 1,614 6,740 6,443: 1,505 1,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -635: 392 -90 -255 -525 -35 -388 -379: -247 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 43.5 15.1 33.9 19.6 81.7 78.1: 18.3 21.9
Old : 100.0: 32.8 43.5 15.1 33.9 19.6 81.7 78.1: 18.3 21.9
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 : 65: 15 22 8 19 20 39 46:
Old : 65: 15 22 8 19 20 39 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 30.0 52.5 44.3 33.3 29.6 47.0 38.4
Old : 34.5 30.0 52.5 44.3 33.3 29.6 47.0 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 20,530: 8,075 6,722 1,862 6,720 3,153 16,657 11,737: 3,873 8,793
Old : 20,530: 8,075 6,722 1,862 6,720 3,153 16,657 11,737: 3,873 8,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -209: -170 -578 -186 18 346 -338 -418: 129 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 32.7 9.1 32.7 15.4 81.1 57.2: 18.9 42.8
Old : 100.0: 39.3 32.7 9.1 32.7 15.4 81.1 57.2: 18.9 42.8
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 : 88: 24 24 18 30 18 67 48:
Old : 88: 24 24 18 30 18 67 48:
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 24.8 40.0 32.4 28.7 23.5 39.9 30.3
Old : 28.8 24.8 40.0 32.4 28.7 23.5 39.9 30.3
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, November 11, 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 : 111,640: 17,162 19,347 9,688 58,592 61,769 85,441 90,803: 26,200 20,837
Old : 111,640: 17,162 19,347 9,688 58,592 61,769 85,441 90,803: 26,200 20,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -13,958: 13 -5,435 -3,850 -4,070 677 -7,907 -8,608: -6,051 -5,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.3 8.7 52.5 55.3 76.5 81.3: 23.5 18.7
Old : 100.0: 15.4 17.3 8.7 52.5 55.3 76.5 81.3: 23.5 18.7
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 : 69: 22 19 16 15 22 43 52:
Old : 69: 22 19 16 15 22 43 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 : 47.6 35.4 57.4 47.3 44.8 35.2 51.5 45.2
Old : 47.6 35.4 57.4 47.3 44.8 35.2 51.5 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 51,816: 6,968 13,454 7,745 26,547 14,483 41,260 35,682: 10,556 16,134
Old : 51,816: 6,968 13,454 7,745 26,547 14,483 41,260 35,682: 10,556 16,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -3,730: -1,595 101 -2,108 1,422 -2,094 -2,281 -4,102: -1,449 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 26.0 14.9 51.2 28.0 79.6 68.9: 20.4 31.1
Old : 100.0: 13.4 26.0 14.9 51.2 28.0 79.6 68.9: 20.4 31.1
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 : 46: 12 15 6 13 13 26 33:
Old : 46: 12 15 6 13 13 26 33:
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 : 49.2 25.3 61.6 40.0 40.5 20.6 49.3 30.8
Old : 49.2 25.3 61.6 40.0 40.5 20.6 49.3 30.8
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, November 11, 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 : 41,292: 3,739 6,074 141 35,172 31,428 39,052 37,643: 2,240 3,649
Old : 41,292: 3,739 6,074 141 35,172 31,428 39,052 37,643: 2,240 3,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -2,550: 393 -1,842 125 -3,010 -780 -2,492 -2,497: -58 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.7 0.3 85.2 76.1 94.6 91.2: 5.4 8.8
Old : 100.0: 9.1 14.7 0.3 85.2 76.1 94.6 91.2: 5.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 11 11 1 14 13 25 25:
Old : 45: 11 11 1 14 13 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 77.3 81.3 83.6 48.9 64.2 64.1 68.8
Old : 65.8 77.3 81.3 83.6 48.9 64.2 64.1 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 134,963: 6,507 43,906 16,527 99,360 49,311 122,393 109,744: 12,570 25,219
Old : 134,963: 6,507 43,906 16,527 99,360 49,311 122,393 109,744: 12,570 25,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -9,229: -5,709 -1,689 -4,321 1,314 -5,069 -8,716 -11,079: -513 1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 32.5 12.2 73.6 36.5 90.7 81.3: 9.3 18.7
Old : 100.0: 4.8 32.5 12.2 73.6 36.5 90.7 81.3: 9.3 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 7 34 10 15 19 27 58:
Old : 65: 7 34 10 15 19 27 58:
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 : 58.1 37.0 74.3 50.1 57.0 31.5 66.0 39.7
Old : 58.1 37.0 74.3 50.1 57.0 31.5 66.0 39.7
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, November 11, 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 : 175,425: 40,551 20,113 21,000 89,561 120,596 151,112 161,708: 24,313 13,716
Old : 175,425: 40,551 20,113 21,000 89,561 120,596 151,112 161,708: 24,313 13,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -5,883: -1,681 -328 -3,760 5,416 4,247 -24 159: -5,859 -6,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 11.5 12.0 51.1 68.7 86.1 92.2: 13.9 7.8
Old : 100.0: 23.1 11.5 12.0 51.1 68.7 86.1 92.2: 13.9 7.8
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 : 91: 28 30 20 23 21 64 58:
Old : 91: 28 30 20 23 21 64 58:
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 : 37.2 47.5 52.0 63.5 36.4 45.2 47.7 57.2
Old : 37.2 47.5 52.0 63.5 36.4 45.2 47.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 225,955: 24,773 48,845 40,968 106,758 73,158 172,499 162,971: 53,456 62,984
Old : 225,955: 24,773 48,845 40,968 106,758 73,158 172,499 162,971: 53,456 62,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -15,121: -724 -2,145 -12,401 2,516 -421 -10,608 -14,966: -4,513 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 21.6 18.1 47.2 32.4 76.3 72.1: 23.7 27.9
Old : 100.0: 11.0 21.6 18.1 47.2 32.4 76.3 72.1: 23.7 27.9
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 : 129: 38 46 32 27 37 80 100:
Old : 129: 38 46 32 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 : 25.3 20.5 37.8 30.6 19.2 9.4 25.9 14.8
Old : 25.3 20.5 37.8 30.6 19.2 9.4 25.9 14.8
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 with Delta-adjusted Options and Futures Combined, November 11, 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 : 19,041: 2,878 4,244 0 14,668 12,449 17,546 16,693: 1,495 2,348
Old : 19,041: 2,878 4,244 0 14,668 12,449 17,546 16,693: 1,495 2,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 540: -29 405 0 438 72 409 477: 131 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 22.3 0.0 77.0 65.4 92.1 87.7: 7.9 12.3
Old : 100.0: 15.1 22.3 0.0 77.0 65.4 92.1 87.7: 7.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 6 0 14 7 17 13:
Old : 27: 3 6 0 14 7 17 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 : 63.2 63.2 81.9 80.5 63.2 63.2 79.9 80.1
Old : 63.2 63.2 81.9 80.5 63.2 63.2 79.9 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 :16,115,684: 937,538 369,483 5,962,661 8,289,940 9,014,112 15,190,139 15,346,257: 925,545 769,427
Old :16,115,684: 937,538 369,483 5,962,661 8,289,940 9,014,112 15,190,139 15,346,257: 925,545 769,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 482,965: 165,414 -6,988 217,850 141,468 311,385 524,732 522,248: -41,767 -39,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.3 37.0 51.4 55.9 94.3 95.2: 5.7 4.8
Old : 100.0: 5.8 2.3 37.0 51.4 55.9 94.3 95.2: 5.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 71 46 103 126 125 245 235:
Old : 256: 71 46 103 126 125 245 235:
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 : 26.2 24.9 37.5 39.0 17.5 15.5 20.0 21.4
Old : 26.2 24.9 37.5 39.0 17.5 15.5 20.0 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 942,813: 85,727 67,863 146,099 601,106 623,419 832,932 837,381: 109,881 105,432
Old : 942,813: 85,727 67,863 146,099 601,106 623,419 832,932 837,381: 109,881 105,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 66,182: 5,079 5,593 24,415 40,734 37,427 70,227 67,435: -4,045 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 7.2 15.5 63.8 66.1 88.3 88.8: 11.7 11.2
Old : 100.0: 9.1 7.2 15.5 63.8 66.1 88.3 88.8: 11.7 11.2
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 : 205: 48 39 52 95 75 168 141:
Old : 205: 48 39 52 95 75 168 141:
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 : 17.4 22.6 27.0 32.6 11.5 16.4 17.9 25.1
Old : 17.4 22.6 27.0 32.6 11.5 16.4 17.9 25.1
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, November 11, 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 : 3,413,141: 546,108 340,596 238,123 2,187,118 2,632,577 2,971,348 3,211,296: 441,793 201,846
Old : 3,413,141: 546,108 340,596 238,123 2,187,118 2,632,577 2,971,348 3,211,296: 441,793 201,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 202,959: 74,124 -25,306 8,197 143,434 239,506 225,755 222,398: -22,796 -19,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 10.0 7.0 64.1 77.1 87.1 94.1: 12.9 5.9
Old : 100.0: 16.0 10.0 7.0 64.1 77.1 87.1 94.1: 12.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 112 90 75 154 140 302 269:
Old : 416: 112 90 75 154 140 302 269:
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 : 15.7 27.6 23.9 39.1 10.3 25.5 17.7 36.0
Old : 15.7 27.6 23.9 39.1 10.3 25.5 17.7 36.0
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, November 11, 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 : 110,722: 19,457 16,979 783 82,899 91,716 103,139 109,478: 7,583 1,244
Old : 110,722: 19,457 16,979 783 82,899 91,716 103,139 109,478: 7,583 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,689: 1,156 -906 -230 880 2,662 1,806 1,526: -117 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.3 0.7 74.9 82.8 93.2 98.9: 6.8 1.1
Old : 100.0: 17.6 15.3 0.7 74.9 82.8 93.2 98.9: 6.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 8 11 1 43 37 51 49:
Old : 87: 8 11 1 43 37 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 56.3 53.8 70.1 31.6 56.3 51.7 70.1
Old : 33.1 56.3 53.8 70.1 31.6 56.3 51.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 31,220: 4,562 1,732 378 22,316 21,474 27,256 23,584: 3,964 7,636
Old : 31,220: 4,562 1,732 378 22,316 21,474 27,256 23,584: 3,964 7,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 374: -324 791 368 304 642 348 1,801: 26 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 5.5 1.2 71.5 68.8 87.3 75.5: 12.7 24.5
Old : 100.0: 14.6 5.5 1.2 71.5 68.8 87.3 75.5: 12.7 24.5
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 : 41: 8 7 2 20 16 29 24:
Old : 41: 8 7 2 20 16 29 24:
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 : 41.0 51.4 58.5 64.3 39.4 41.6 52.2 52.0
Old : 41.0 51.4 58.5 64.3 39.4 41.6 52.2 52.0
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, November 11, 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 : 372,582: 66,328 70,881 7,047 244,077 264,022 317,452 341,950: 55,130 30,632
Old : 372,582: 66,328 70,881 7,047 244,077 264,022 317,452 341,950: 55,130 30,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 13,694: 6,797 8,570 -1,415 8,930 -480 14,313 6,675: -619 7,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.0 1.9 65.5 70.9 85.2 91.8: 14.8 8.2
Old : 100.0: 17.8 19.0 1.9 65.5 70.9 85.2 91.8: 14.8 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 : 196: 40 51 18 57 65 105 126:
Old : 196: 40 51 18 57 65 105 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 22.4 49.0 36.1 35.9 20.3 46.4 32.8
Old : 38.3 22.4 49.0 36.1 35.9 20.3 46.4 32.8
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, November 11, 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 : 73,547: 8,850 15,754 3,917 46,320 38,133 59,087 57,804: 14,460 15,743
Old : 73,547: 8,850 15,754 3,917 46,320 38,133 59,087 57,804: 14,460 15,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -4,762: -2,617 -233 -2,841 420 -1,775 -5,039 -4,849: 277 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 21.4 5.3 63.0 51.8 80.3 78.6: 19.7 21.4
Old : 100.0: 12.0 21.4 5.3 63.0 51.8 80.3 78.6: 19.7 21.4
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 : 43: 11 13 4 8 17 20 33:
Old : 43: 11 13 4 8 17 20 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 40.0 71.5 53.1 58.9 39.9 66.9 51.7
Old : 59.3 40.0 71.5 53.1 58.9 39.9 66.9 51.7
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, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 64,395: 11,239 12,808 3 45,966 43,750 57,208 56,562: 7,187 7,833
Old : 64,395: 11,239 12,808 3 45,966 43,750 57,208 56,562: 7,187 7,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,178: 189 346 -11 1,180 862 1,359 1,197: -181 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.9 0.0 71.4 67.9 88.8 87.8: 11.2 12.2
Old : 100.0: 17.5 19.9 0.0 71.4 67.9 88.8 87.8: 11.2 12.2
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 : 71: 13 13 1 20 29 34 42:
Old : 71: 13 13 1 20 29 34 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 : 44.9 42.9 61.7 56.8 44.9 39.5 61.3 53.4
Old : 44.9 42.9 61.7 56.8 44.9 39.5 61.3 53.4
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, November 11, 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 : 93,747: 13,775 10,554 3,766 34,647 69,966 52,188 84,286: 41,559 9,461
Old : 93,747: 13,775 10,554 3,766 34,647 69,966 52,188 84,286: 41,559 9,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 4,601: 311 702 2,133 1,568 4,627 4,012 7,462: 589 -2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.3 4.0 37.0 74.6 55.7 89.9: 44.3 10.1
Old : 100.0: 14.7 11.3 4.0 37.0 74.6 55.7 89.9: 44.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 16 9 3 16 31 33 42:
Old : 68: 16 9 3 16 31 33 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 : 28.9 36.4 41.5 52.9 25.4 36.4 34.8 52.3
Old : 28.9 36.4 41.5 52.9 25.4 36.4 34.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 25,269: 4,150 8,112 281 19,524 15,230 23,955 23,623: 1,314 1,646
Old : 25,269: 4,150 8,112 281 19,524 15,230 23,955 23,623: 1,314 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 344: -401 183 -13 406 -17 -8 153: 352 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 32.1 1.1 77.3 60.3 94.8 93.5: 5.2 6.5
Old : 100.0: 16.4 32.1 1.1 77.3 60.3 94.8 93.5: 5.2 6.5
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 : 30: 5 6 2 9 12 15 19:
Old : 30: 5 6 2 9 12 15 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 : 71.8 53.6 85.2 76.5 70.9 53.6 83.2 76.2
Old : 71.8 53.6 85.2 76.5 70.9 53.6 83.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 16,438: 6,033 1,547 1 8,138 13,134 14,172 14,682: 2,266 1,756
Old : 16,438: 6,033 1,547 1 8,138 13,134 14,172 14,682: 2,266 1,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 642: -551 -303 1 -242 -298 -792 -600: 1,434 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 9.4 0.0 49.5 79.9 86.2 89.3: 13.8 10.7
Old : 100.0: 36.7 9.4 0.0 49.5 79.9 86.2 89.3: 13.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 8 1 5 3 11 12:
Old : 21: 6 8 1 5 3 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 82.5 81.0 86.7 67.2 82.5 79.9 86.6
Old : 68.2 82.5 81.0 86.7 67.2 82.5 79.9 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 10,129: 849 736 429 8,327 5,571 9,605 6,736: 524 3,393
Old : 10,129: 849 736 429 8,327 5,571 9,605 6,736: 524 3,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 263: 0 0 0 241 -300 241 -300: 22 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 7.3 4.2 82.2 55.0 94.8 66.5: 5.2 33.5
Old : 100.0: 8.4 7.3 4.2 82.2 55.0 94.8 66.5: 5.2 33.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 3 1 13 9 18 12:
Old : 23: 4 3 1 13 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 48.5 81.3 60.6 66.3 44.1 78.9 53.1
Old : 66.9 48.5 81.3 60.6 66.3 44.1 78.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2007