MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 61,365: 1,211 7,365 12,402 43,161 26,647 56,774 46,415: 4,592 14,951
Old : 61,365: 1,211 7,365 12,402 43,161 26,647 56,774 46,415: 4,592 14,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,270: -2 465 491 615 -754 1,104 202: 165 1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 12.0 20.2 70.3 43.4 92.5 75.6: 7.5 24.4
Old : 100.0: 2.0 12.0 20.2 70.3 43.4 92.5 75.6: 7.5 24.4
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 : 76: 4 26 18 30 32 50 61:
Old : 76: 4 26 18 30 32 50 61:
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 : 48.8 20.2 62.4 32.9 44.6 15.8 56.3 24.6
Old : 48.8 20.2 62.4 32.9 44.6 15.8 56.3 24.6
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, December 22, 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 : 179,237: 41,359 31,203 40,200 78,766 78,612 160,324 150,016: 18,913 29,222
Old : 177,900: 41,247 31,300 39,896 78,150 77,836 159,292 149,032: 18,608 28,868
Other: 1,338: 220 11 195 616 777 1,032 984: 305 354
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,327: 560 1,368 -762 -640 -2,228 -842 -1,622: 2,169 2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 17.4 22.4 43.9 43.9 89.4 83.7: 10.6 16.3
Old : 100.0: 23.2 17.6 22.4 43.9 43.8 89.5 83.8: 10.5 16.2
Other: 100.0: 16.5 0.8 14.6 46.1 58.1 77.2 73.5: 22.8 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 51 68 69 47 54 140 160:
Old : 198: 49 70 69 47 54 140 160:
Other: 26: 7 3 6 9 11 17 19:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 18.6 38.3 28.3 22.7 16.2 35.3 23.5
Old : 25.0 18.5 38.6 28.3 22.9 16.2 35.6 23.4
Other: 44.7 45.1 63.3 58.9 39.9 39.1 51.8 49.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 258,217: 43,835 39,768 68,726 125,819 106,608 238,381 215,102: 19,836 43,115
Old : 258,217: 43,835 39,768 68,726 125,819 106,608 238,381 215,102: 19,836 43,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 2,957: -276 218 1,643 1,351 1,249 2,717 3,110: 240 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 15.4 26.6 48.7 41.3 92.3 83.3: 7.7 16.7
Old : 100.0: 17.0 15.4 26.6 48.7 41.3 92.3 83.3: 7.7 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 68 64 77 97 142 203 255:
Old : 301: 68 64 77 97 142 203 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 14.1 30.6 21.4 17.3 11.3 27.5 16.0
Old : 18.6 14.1 30.6 21.4 17.3 11.3 27.5 16.0
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, December 22, 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 : 9,069: 2,254 3,637 1,585 3,672 2,000 7,511 7,222: 1,558 1,847
Old : 9,069: 2,254 3,637 1,585 3,672 2,000 7,511 7,222: 1,558 1,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -109: -135 -531 74 70 582 9 124: -117 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 40.1 17.5 40.5 22.1 82.8 79.6: 17.2 20.4
Old : 100.0: 24.9 40.1 17.5 40.5 22.1 82.8 79.6: 17.2 20.4
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 : 70: 16 24 10 22 24 46 51:
Old : 70: 16 24 10 22 24 46 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 : 33.2 28.7 52.3 43.7 30.6 28.3 47.3 36.5
Old : 33.2 28.7 52.3 43.7 30.6 28.3 47.3 36.5
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, December 22, 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 : 22,249: 7,022 6,509 3,230 7,537 3,256 17,789 12,995: 4,460 9,254
Old : 22,249: 7,022 6,509 3,230 7,537 3,256 17,789 12,995: 4,460 9,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -414: 119 -940 -15 -90 585 13 -370: -427 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 29.3 14.5 33.9 14.6 80.0 58.4: 20.0 41.6
Old : 100.0: 31.6 29.3 14.5 33.9 14.6 80.0 58.4: 20.0 41.6
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 : 99: 19 29 25 32 26 73 63:
Old : 99: 19 29 25 32 26 73 63:
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 : 25.2 21.3 36.2 27.6 24.8 20.4 35.8 25.4
Old : 25.2 21.3 36.2 27.6 24.8 20.4 35.8 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 52,994: 9,247 19,318 4,348 17,583 12,247 31,178 35,912: 21,816 17,082
Old : 52,994: 9,247 19,318 4,348 17,583 12,247 31,178 35,912: 21,816 17,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -41,434: -1,535 1,838 -1,742 -33,641 -37,799 -36,918 -37,703: -4,516 -3,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 36.5 8.2 33.2 23.1 58.8 67.8: 41.2 32.2
Old : 100.0: 17.5 36.5 8.2 33.2 23.1 58.8 67.8: 41.2 32.2
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 : 42: 11 18 10 7 12 22 36:
Old : 42: 11 18 10 7 12 22 36:
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 : 30.4 24.9 45.9 40.3 27.4 24.6 37.1 36.0
Old : 30.4 24.9 45.9 40.3 27.4 24.6 37.1 36.0
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, December 22, 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 : 33,153: 5,189 8,578 5,035 7,991 11,878 18,216 25,491: 14,937 7,662
Old : 33,153: 5,189 8,578 5,035 7,991 11,878 18,216 25,491: 14,937 7,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 6,274: 2,105 1,413 1,324 1,785 6,275 5,215 9,012: 1,059 -2,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 25.9 15.2 24.1 35.8 54.9 76.9: 45.1 23.1
Old : 100.0: 15.7 25.9 15.2 24.1 35.8 54.9 76.9: 45.1 23.1
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 : 30: 10 9 6 7 7 19 20:
Old : 30: 10 9 6 7 7 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 46.1 41.8 62.7 20.3 39.5 28.1 50.1
Old : 26.0 46.1 41.8 62.7 20.3 39.5 28.1 50.1
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, December 22, 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 : 13,423: 6,829 5,028 51 4,436 5,707 11,316 10,786: 2,107 2,637
Old : 13,423: 6,829 5,028 51 4,436 5,707 11,316 10,786: 2,107 2,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 2,496: 829 1,314 43 1,204 1,838 2,076 3,195: 420 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 37.5 0.4 33.0 42.5 84.3 80.4: 15.7 19.6
Old : 100.0: 50.9 37.5 0.4 33.0 42.5 84.3 80.4: 15.7 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 14 2 5 10 18 25:
Old : 41: 12 14 2 5 10 18 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 32.4 72.9 53.9 56.7 32.4 72.7 53.9
Old : 56.9 32.4 72.9 53.9 56.7 32.4 72.7 53.9
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, December 22, 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 : 85,379: 10,831 40,856 8,329 41,181 17,462 60,341 66,647: 25,038 18,732
Old : 85,379: 10,831 40,856 8,329 41,181 17,462 60,341 66,647: 25,038 18,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 7,218: 2,326 3,424 292 5,090 3,302 7,708 7,017: -490 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 47.9 9.8 48.2 20.5 70.7 78.1: 29.3 21.9
Old : 100.0: 12.7 47.9 9.8 48.2 20.5 70.7 78.1: 29.3 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 : 53: 12 25 11 14 9 29 42:
Old : 53: 12 25 11 14 9 29 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 : 35.0 33.2 50.3 49.6 31.6 31.8 42.8 42.9
Old : 35.0 33.2 50.3 49.6 31.6 31.8 42.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 119,340: 56,245 16,722 8,680 28,976 73,997 93,901 99,400: 25,439 19,940
Old : 119,340: 56,245 16,722 8,680 28,976 73,997 93,901 99,400: 25,439 19,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -4,243: -3,718 -2,605 1,300 365 -2,685 -2,053 -3,990: -2,190 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 14.0 7.3 24.3 62.0 78.7 83.3: 21.3 16.7
Old : 100.0: 47.1 14.0 7.3 24.3 62.0 78.7 83.3: 21.3 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 27 18 12 18 16 50 41:
Old : 70: 27 18 12 18 16 50 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 51.2 43.5 64.4 29.8 51.2 43.5 61.7
Old : 29.8 51.2 43.5 64.4 29.8 51.2 43.5 61.7
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, December 22, 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 : 153,021: 28,773 34,854 25,229 58,268 62,300 112,270 122,383: 40,751 30,639
Old : 153,021: 28,773 34,854 25,229 58,268 62,300 112,270 122,383: 40,751 30,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 4,314: -670 -2,364 4,564 3,152 6,743 7,047 8,943: -2,733 -4,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 22.8 16.5 38.1 40.7 73.4 80.0: 26.6 20.0
Old : 100.0: 18.8 22.8 16.5 38.1 40.7 73.4 80.0: 26.6 20.0
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 : 104: 34 35 23 24 27 68 75:
Old : 104: 34 35 23 24 27 68 75:
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 : 23.9 30.6 36.5 42.9 21.7 29.3 28.8 38.4
Old : 23.9 30.6 36.5 42.9 21.7 29.3 28.8 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 8,905: 2,063 3,263 0 3,904 4,274 5,967 7,537: 2,938 1,368
Old : 8,905: 2,063 3,263 0 3,904 4,274 5,967 7,537: 2,938 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -225: 3 -332 0 -137 203 -134 -129: -91 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 36.6 0.0 43.8 48.0 67.0 84.6: 33.0 15.4
Old : 100.0: 23.2 36.6 0.0 43.8 48.0 67.0 84.6: 33.0 15.4
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 : 21: 2 6 0 7 6 9 12:
Old : 21: 2 6 0 7 6 9 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 : 52.9 58.4 65.6 75.9 52.9 58.4 65.6 75.9
Old : 52.9 58.4 65.6 75.9 52.9 58.4 65.6 75.9
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, December 22, 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 :12,503,844: 662,851 298,418 4,304,767 6,532,049 7,108,626 11,499,667 11,711,811: 1,004,177 792,033
Old :12,503,844: 662,851 298,418 4,304,767 6,532,049 7,108,626 11,499,667 11,711,811: 1,004,177 792,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -232,920: 96,874 -16,504 -58,888 -233,369 -105,812 -195,382 -181,204: -37,537 -51,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.4 34.4 52.2 56.9 92.0 93.7: 8.0 6.3
Old : 100.0: 5.3 2.4 34.4 52.2 56.9 92.0 93.7: 8.0 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 : 205: 59 35 85 103 100 198 190:
Old : 205: 59 35 85 103 100 198 190:
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 : 25.8 26.3 39.0 41.6 15.3 14.7 18.5 21.2
Old : 25.8 26.3 39.0 41.6 15.3 14.7 18.5 21.2
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, December 22, 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 : 588,254: 44,307 22,556 28,070 398,499 461,142 470,875 511,768: 117,379 76,486
Old : 588,254: 44,307 22,556 28,070 398,499 461,142 470,875 511,768: 117,379 76,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -397,906: -18,378 -23,414 -41,360 -289,921 -311,698 -349,659 -376,473: -48,246 -21,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.8 4.8 67.7 78.4 80.0 87.0: 20.0 13.0
Old : 100.0: 7.5 3.8 4.8 67.7 78.4 80.0 87.0: 20.0 13.0
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 : 165: 37 18 33 86 70 136 108:
Old : 165: 37 18 33 86 70 136 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 20.6 28.1 34.6 17.8 20.0 26.6 33.9
Old : 18.2 20.6 28.1 34.6 17.8 20.0 26.6 33.9
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, December 22, 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 : 2,394,480: 467,227 224,343 62,267 1,630,611 1,951,180 2,160,105 2,237,791: 234,374 156,689
Old : 2,394,480: 467,227 224,343 62,267 1,630,611 1,951,180 2,160,105 2,237,791: 234,374 156,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
:-1,714,667: -101,340 -108,406 -117,562 -1,486,459 -1,341,004 -1,705,361 -1,566,972: -9,306 -147,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 9.4 2.6 68.1 81.5 90.2 93.5: 9.8 6.5
Old : 100.0: 19.5 9.4 2.6 68.1 81.5 90.2 93.5: 9.8 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 : 356: 81 73 47 134 132 233 234:
Old : 356: 81 73 47 134 132 233 234:
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 : 17.5 30.9 28.7 43.0 17.4 29.5 28.4 41.6
Old : 17.5 30.9 28.7 43.0 17.4 29.5 28.4 41.6
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, December 22, 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 : 114,190: 18,876 16,150 0 88,161 94,773 107,037 110,923: 7,153 3,267
Old : 114,190: 18,876 16,150 0 88,161 94,773 107,037 110,923: 7,153 3,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -23,939: -5,215 623 -1,591 -14,605 -21,380 -21,411 -22,348: -2,528 -1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.1 0.0 77.2 83.0 93.7 97.1: 6.3 2.9
Old : 100.0: 16.5 14.1 0.0 77.2 83.0 93.7 97.1: 6.3 2.9
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 : 85: 8 8 0 45 34 53 42:
Old : 85: 8 8 0 45 34 53 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 : 34.8 54.5 54.1 66.2 32.5 54.5 51.8 66.2
Old : 34.8 54.5 54.1 66.2 32.5 54.5 51.8 66.2
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, December 22, 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 : 19,105: 2,426 3,961 33 11,382 13,360 13,841 17,354: 5,264 1,751
Old : 19,105: 2,426 3,961 33 11,382 13,360 13,841 17,354: 5,264 1,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -26,561: -2,770 1,985 -734 -19,282 -16,211 -22,786 -14,960: -3,775 -11,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 20.7 0.2 59.6 69.9 72.4 90.8: 27.6 9.2
Old : 100.0: 12.7 20.7 0.2 59.6 69.9 72.4 90.8: 27.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 5 1 15 21 21 27:
Old : 38: 6 5 1 15 21 21 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 : 40.7 43.7 54.1 62.1 36.1 43.7 47.0 59.0
Old : 40.7 43.7 54.1 62.1 36.1 43.7 47.0 59.0
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, December 22, 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 : 226,012: 39,032 33,327 5,404 168,776 163,044 213,212 201,775: 12,800 24,237
Old : 226,012: 39,032 33,327 5,404 168,776 163,044 213,212 201,775: 12,800 24,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -176,651: 7,011 -6,200 -27,821 -110,837 -143,515 -131,647 -177,536: -45,004 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.7 2.4 74.7 72.1 94.3 89.3: 5.7 10.7
Old : 100.0: 17.3 14.7 2.4 74.7 72.1 94.3 89.3: 5.7 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 : 163: 31 35 10 53 61 89 101:
Old : 163: 31 35 10 53 61 89 101:
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 23.5 56.9 36.9 41.9 22.5 52.0 35.2
Old : 45.1 23.5 56.9 36.9 41.9 22.5 52.0 35.2
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, December 22, 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 : 39,055: 9,113 10,824 5,264 11,107 12,089 25,484 28,177: 13,571 10,878
Old : 39,055: 9,113 10,824 5,264 11,107 12,089 25,484 28,177: 13,571 10,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,820: 2,975 165 1,712 451 1,236 5,137 3,113: -1,317 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 27.7 13.5 28.4 31.0 65.3 72.1: 34.7 27.9
Old : 100.0: 23.3 27.7 13.5 28.4 31.0 65.3 72.1: 34.7 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 : 32: 12 9 6 8 8 23 20:
Old : 32: 12 9 6 8 8 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 37.0 39.2 55.3 21.3 31.2 32.9 46.8
Old : 25.9 37.0 39.2 55.3 21.3 31.2 32.9 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 31,474: 4,935 8,665 11 20,543 17,773 25,488 26,449: 5,986 5,025
Old : 31,474: 4,935 8,665 11 20,543 17,773 25,488 26,449: 5,986 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 634: -881 1,087 -0 1,396 555 515 1,642: 119 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 27.5 0.0 65.3 56.5 81.0 84.0: 19.0 16.0
Old : 100.0: 15.7 27.5 0.0 65.3 56.5 81.0 84.0: 19.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 13 2 15 18 23 32:
Old : 49: 7 13 2 15 18 23 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 41.0 62.9 55.3 50.0 40.5 62.2 54.8
Old : 50.0 41.0 62.9 55.3 50.0 40.5 62.2 54.8
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, December 22, 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 : 34,308: 9,962 11,324 117 18,566 12,641 28,645 24,082: 5,663 10,226
Old : 34,308: 9,962 11,324 117 18,566 12,641 28,645 24,082: 5,663 10,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,595: 1,012 3,065 -73 2,517 350 3,456 3,342: -1,861 -1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 33.0 0.3 54.1 36.8 83.5 70.2: 16.5 29.8
Old : 100.0: 29.0 33.0 0.3 54.1 36.8 83.5 70.2: 16.5 29.8
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 : 51: 10 8 2 20 16 30 26:
Old : 51: 10 8 2 20 16 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 38.9 51.3 51.2 29.7 38.9 48.2 50.7
Old : 30.7 38.9 51.3 51.2 29.7 38.9 48.2 50.7
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, December 22, 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 : 28,247: 4,862 6,445 140 21,247 20,051 26,249 26,636: 1,998 1,611
Old : 28,247: 4,862 6,445 140 21,247 20,051 26,249 26,636: 1,998 1,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -3,660: 118 -500 -3,076 -746 -49 -3,704 -3,625: 44 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.8 0.5 75.2 71.0 92.9 94.3: 7.1 5.7
Old : 100.0: 17.2 22.8 0.5 75.2 71.0 92.9 94.3: 7.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 6 2 12 11 19 18:
Old : 34: 6 6 2 12 11 19 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 : 67.2 53.0 78.8 80.2 65.7 53.0 77.3 80.2
Old : 67.2 53.0 78.8 80.2 65.7 53.0 77.3 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2008