MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, December 16, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 37,009: 3,225 5,969 1,253 29,973 19,684 34,451 26,906: 2,558 10,103 Old : 37,009: 3,225 5,969 1,253 29,973 19,684 34,451 26,906: 2,558 10,103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 2,675: -124 555 426 2,267 1,069 2,569 2,050: 106 625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 16.1 3.4 81.0 53.2 93.1 72.7: 6.9 27.3 Old : 100.0: 8.7 16.1 3.4 81.0 53.2 93.1 72.7: 6.9 27.3 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 : 71: 10 19 13 23 27 39 54: Old : 71: 10 19 13 23 27 39 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 25.8 70.8 40.2 55.6 23.7 69.5 38.1 Old : 55.6 25.8 70.8 40.2 55.6 23.7 69.5 38.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, December 16, 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 : 155,682: 37,558 33,769 27,997 74,746 70,648 140,301 132,414: 15,381 23,268 Old : 154,804: 37,542 33,773 27,934 74,191 70,137 139,667 131,844: 15,137 22,960 Other: 878: 79 59 0 555 511 634 570: 244 308 : : : : : Changes in Commitments from: December 9, 2008 : : -11,280: -5,001 2,147 -2,157 -2,991 -9,845 -10,149 -9,855: -1,131 -1,425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 21.7 18.0 48.0 45.4 90.1 85.1: 9.9 14.9 Old : 100.0: 24.3 21.8 18.0 47.9 45.3 90.2 85.2: 9.8 14.8 Other: 100.0: 9.0 6.7 0.0 63.2 58.2 72.2 64.9: 27.8 35.1 : : : :# Traders : Number of Traders in Each Category : All : 182: 41 67 54 41 48 118 144: Old : 182: 40 68 54 41 48 118 144: Other: 25: 1 8 0 9 11 10 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 : 28.2 22.5 43.4 31.0 27.3 20.9 42.5 28.9 Old : 28.4 22.4 43.6 31.0 27.5 20.9 42.7 28.9 Other: 63.7 42.9 71.3 56.6 63.7 42.3 67.2 54.2 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, December 16, 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 : 212,225: 44,946 54,990 36,833 113,193 83,095 194,972 174,918: 17,253 37,307 Old : 212,225: 44,946 54,990 36,833 113,193 83,095 194,972 174,918: 17,253 37,307 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 2,181: -163 -691 3,560 -1,389 -1,141 2,008 1,728: 173 453 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 25.9 17.4 53.3 39.2 91.9 82.4: 8.1 17.6 Old : 100.0: 21.2 25.9 17.4 53.3 39.2 91.9 82.4: 8.1 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 : 272: 50 72 61 70 119 155 224: Old : 272: 50 72 61 70 119 155 224: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.2 15.2 35.4 22.0 21.2 15.2 34.1 21.1 Old : 21.2 15.2 35.4 22.0 21.2 15.2 34.1 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, December 16, 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 : 8,172: 2,711 4,307 764 3,182 1,188 6,657 6,259: 1,515 1,913 Old : 8,172: 2,711 4,307 764 3,182 1,188 6,657 6,259: 1,515 1,913 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 323: -90 558 -318 787 111 379 351: -56 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 52.7 9.3 38.9 14.5 81.5 76.6: 18.5 23.4 Old : 100.0: 33.2 52.7 9.3 38.9 14.5 81.5 76.6: 18.5 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 : 69: 19 24 10 17 20 40 50: Old : 69: 19 24 10 17 20 40 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 : 34.3 34.1 54.0 46.6 34.2 33.0 52.3 45.0 Old : 34.3 34.1 54.0 46.6 34.2 33.0 52.3 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, December 16, 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 : 20,863: 6,790 8,038 2,212 7,507 2,473 16,509 12,723: 4,354 8,140 Old : 20,863: 6,790 8,038 2,212 7,507 2,473 16,509 12,723: 4,354 8,140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -297: -127 135 -250 -220 -115 -597 -230: 300 -67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 38.5 10.6 36.0 11.9 79.1 61.0: 20.9 39.0 Old : 100.0: 32.5 38.5 10.6 36.0 11.9 79.1 61.0: 20.9 39.0 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 : 97: 17 34 23 29 20 65 64: Old : 97: 17 34 23 29 20 65 64: 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 : 27.1 23.2 38.5 30.0 26.7 22.2 38.0 27.0 Old : 27.1 23.2 38.5 30.0 26.7 22.2 38.0 27.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, December 16, 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 : 85,413: 10,729 17,477 3,051 47,649 46,427 61,429 66,955: 23,984 18,458 Old : 85,413: 10,729 17,477 3,051 47,649 46,427 61,429 66,955: 23,984 18,458 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -1,382: -1,850 -3,931 1,397 -696 3,017 -1,149 483: -233 -1,865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 20.5 3.6 55.8 54.4 71.9 78.4: 28.1 21.6 Old : 100.0: 12.6 20.5 3.6 55.8 54.4 71.9 78.4: 28.1 21.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 13 14 4 12 17 26 34: Old : 49: 13 14 4 12 17 26 34: 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 : 49.0 39.2 59.0 52.9 43.4 30.9 49.6 44.6 Old : 49.0 39.2 59.0 52.9 43.4 30.9 49.6 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, December 16, 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 : 20,142: 1,826 7,137 365 4,984 3,219 7,175 10,721: 12,967 9,421 Old : 20,142: 1,826 7,137 365 4,984 3,219 7,175 10,721: 12,967 9,421 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -18,848: 206 -8,557 -90 -21,940 -4,610 -21,824 -13,257: 2,976 -5,591 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 35.4 1.8 24.7 16.0 35.6 53.2: 64.4 46.8 Old : 100.0: 9.1 35.4 1.8 24.7 16.0 35.6 53.2: 64.4 46.8 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 : 24: 4 11 3 5 4 11 16: Old : 24: 4 11 3 5 4 11 16: 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 : 29.7 24.8 35.3 37.3 29.7 24.8 33.8 37.1 Old : 29.7 24.8 35.3 37.3 29.7 24.8 33.8 37.1 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 - Futures Only, December 16, 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 : 10,927: 6,000 3,714 8 3,232 3,869 9,240 7,591: 1,687 3,336 Old : 10,927: 6,000 3,714 8 3,232 3,869 9,240 7,591: 1,687 3,336 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -31,336: 1,257 -404 1 -31,517 -29,508 -30,259 -29,911: -1,077 -1,425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 34.0 0.1 29.6 35.4 84.6 69.5: 15.4 30.5 Old : 100.0: 54.9 34.0 0.1 29.6 35.4 84.6 69.5: 15.4 30.5 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 : 36: 13 11 1 3 9 16 21: Old : 36: 13 11 1 3 9 16 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 31.5 72.4 49.0 53.9 31.5 72.4 49.0 Old : 53.9 31.5 72.4 49.0 53.9 31.5 72.4 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, December 16, 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 : 64,421: 7,200 37,600 213 32,860 9,608 40,273 47,421: 24,148 17,000 Old : 64,421: 7,200 37,600 213 32,860 9,608 40,273 47,421: 24,148 17,000 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -58,149: 1,308 -5,718 -814 -70,961 -39,059 -70,467 -45,591: 12,318 -12,558 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 58.4 0.3 51.0 14.9 62.5 73.6: 37.5 26.4 Old : 100.0: 11.2 58.4 0.3 51.0 14.9 62.5 73.6: 37.5 26.4 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 : 50: 7 25 4 14 9 24 35: Old : 50: 7 25 4 14 9 24 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.9 37.4 50.8 48.3 36.8 37.4 49.5 48.3 Old : 36.9 37.4 50.8 48.3 36.8 37.4 49.5 48.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, December 16, 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 : 110,472: 59,985 18,604 72 25,067 74,010 85,124 92,686: 25,348 17,786 Old : 110,472: 59,985 18,604 72 25,067 74,010 85,124 92,686: 25,348 17,786 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -55,587: -2,993 -1,115 -16 -39,463 -58,202 -42,472 -59,333: -13,115 3,746 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 16.8 0.1 22.7 67.0 77.1 83.9: 22.9 16.1 Old : 100.0: 54.3 16.8 0.1 22.7 67.0 77.1 83.9: 22.9 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 69: 26 18 2 15 12 42 31: Old : 69: 26 18 2 15 12 42 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 : 34.2 54.5 48.9 68.3 34.2 54.5 48.9 68.3 Old : 34.2 54.5 48.9 68.3 34.2 54.5 48.9 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, December 16, 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 : 119,389: 30,798 37,424 994 47,746 50,434 79,538 88,852: 39,851 30,537 Old : 119,389: 30,798 37,424 994 47,746 50,434 79,538 88,852: 39,851 30,537 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -59,929: 1,451 -8,591 -3,062 -42,708 -32,266 -44,319 -43,919: -15,610 -16,010 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 31.3 0.8 40.0 42.2 66.6 74.4: 33.4 25.6 Old : 100.0: 25.8 31.3 0.8 40.0 42.2 66.6 74.4: 33.4 25.6 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 : 97: 33 31 10 20 23 58 59: Old : 97: 33 31 10 20 23 58 59: 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 35.1 38.7 46.3 28.8 35.0 37.8 45.9 Old : 29.0 35.1 38.7 46.3 28.8 35.0 37.8 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, December 16, 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 : 9,130: 2,060 3,595 0 4,041 4,071 6,101 7,666: 3,029 1,464 Old : 9,130: 2,060 3,595 0 4,041 4,071 6,101 7,666: 3,029 1,464 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -10,761: -171 -929 -94 -10,983 -7,421 -11,248 -8,444: 487 -2,317 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 39.4 0.0 44.3 44.6 66.8 84.0: 33.2 16.0 Old : 100.0: 22.6 39.4 0.0 44.3 44.6 66.8 84.0: 33.2 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 : 21: 3 6 0 6 6 9 12: Old : 21: 3 6 0 6 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 : 55.0 55.9 65.7 75.2 55.0 55.9 65.7 75.2 Old : 55.0 55.9 65.7 75.2 55.0 55.9 65.7 75.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, December 16, 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 : 6,761,449: 840,683 455,354 395,437 4,669,960 5,222,748 5,906,080 6,073,539: 855,369 687,910 Old : 6,761,449: 840,683 455,354 395,437 4,669,960 5,222,748 5,906,080 6,073,539: 855,369 687,910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : :-1,387,100: -251,632 -11,297 -79,388 -1,017,918 -1,295,531 -1,348,938 -1,386,216: -38,162 -884 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 6.7 5.8 69.1 77.2 87.3 89.8: 12.7 10.2 Old : 100.0: 12.4 6.7 5.8 69.1 77.2 87.3 89.8: 12.7 10.2 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 : 195: 53 26 62 102 95 182 166: Old : 195: 53 26 62 102 95 182 166: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 36.2 42.4 52.1 31.6 29.2 38.3 42.3 Old : 32.7 36.2 42.4 52.1 31.6 29.2 38.3 42.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, December 16, 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 : 746,474: 68,412 38,517 10,163 518,810 617,934 597,385 666,614: 149,089 79,860 Old : 746,474: 68,412 38,517 10,163 518,810 617,934 597,385 666,614: 149,089 79,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 77,476: -17,558 -1,134 -4,073 59,840 58,504 38,209 53,297: 39,267 24,179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 5.2 1.4 69.5 82.8 80.0 89.3: 20.0 10.7 Old : 100.0: 9.2 5.2 1.4 69.5 82.8 80.0 89.3: 20.0 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 : 171: 34 23 25 90 77 137 112: Old : 171: 34 23 25 90 77 137 112: 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 22.4 28.2 36.4 15.7 19.5 23.2 31.8 Old : 19.6 22.4 28.2 36.4 15.7 19.5 23.2 31.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, December 16, 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 : 3,814,544: 579,394 315,518 77,689 2,927,443 3,130,478 3,584,526 3,523,685: 230,018 290,859 Old : 3,814,544: 579,394 315,518 77,689 2,927,443 3,130,478 3,584,526 3,523,685: 230,018 290,859 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 666,585: 100,240 -10,549 42,045 514,271 535,039 656,556 566,535: 10,029 100,050 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 8.3 2.0 76.7 82.1 94.0 92.4: 6.0 7.6 Old : 100.0: 15.2 8.3 2.0 76.7 82.1 94.0 92.4: 6.0 7.6 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 : 419: 102 91 70 174 146 314 270: Old : 419: 102 91 70 174 146 314 270: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 34.1 30.3 44.9 12.1 28.0 21.0 36.5 Old : 21.3 34.1 30.3 44.9 12.1 28.0 21.0 36.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, December 16, 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 : 138,129: 24,091 15,527 1,591 102,766 116,153 128,448 133,271: 9,681 4,858 Old : 138,129: 24,091 15,527 1,591 102,766 116,153 128,448 133,271: 9,681 4,858 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 13,158: 891 -2,052 1,591 7,354 10,159 9,836 9,698: 3,322 3,460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 11.2 1.2 74.4 84.1 93.0 96.5: 7.0 3.5 Old : 100.0: 17.4 11.2 1.2 74.4 84.1 93.0 96.5: 7.0 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 84: 8 6 3 46 43 55 51: Old : 84: 8 6 3 46 43 55 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 : 31.4 47.4 50.0 64.9 25.7 47.4 43.5 61.4 Old : 31.4 47.4 50.0 64.9 25.7 47.4 43.5 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, December 16, 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 : 45,604: 5,206 1,976 757 30,651 29,551 36,614 32,284: 8,990 13,320 Old : 45,604: 5,206 1,976 757 30,651 29,551 36,614 32,284: 8,990 13,320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 10,795: 396 -240 198 4,887 5,397 5,481 5,355: 5,314 5,440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 4.3 1.7 67.2 64.8 80.3 70.8: 19.7 29.2 Old : 100.0: 11.4 4.3 1.7 67.2 64.8 80.3 70.8: 19.7 29.2 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 : 45: 8 5 5 27 22 37 30: Old : 45: 8 5 5 27 22 37 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 : 27.7 35.7 45.8 49.8 27.4 29.3 38.8 39.7 Old : 27.7 35.7 45.8 49.8 27.4 29.3 38.8 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, December 16, 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 : 397,431: 32,051 39,955 30,397 277,533 304,166 339,981 374,518: 57,450 22,913 Old : 397,431: 32,051 39,955 30,397 277,533 304,166 339,981 374,518: 57,450 22,913 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 47,158: -6,981 -12,764 24,168 13,630 27,104 30,817 38,508: 16,341 8,650 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 10.1 7.6 69.8 76.5 85.5 94.2: 14.5 5.8 Old : 100.0: 8.1 10.1 7.6 69.8 76.5 85.5 94.2: 14.5 5.8 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 : 194: 34 41 20 67 83 112 134: Old : 194: 34 41 20 67 83 112 134: 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 : 39.3 23.9 49.6 36.8 31.6 18.9 37.4 28.6 Old : 39.3 23.9 49.6 36.8 31.6 18.9 37.4 28.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, December 16, 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 : 28,784: 5,922 10,121 0 9,571 9,519 15,493 19,640: 13,291 9,144 Old : 28,784: 5,922 10,121 0 9,571 9,519 15,493 19,640: 13,291 9,144 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -39,290: -541 -794 -36 -37,422 -34,359 -37,999 -35,189: -1,291 -4,101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 35.2 0.0 33.3 33.1 53.8 68.2: 46.2 31.8 Old : 100.0: 20.6 35.2 0.0 33.3 33.1 53.8 68.2: 46.2 31.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 8 8 0 7 8 15 16: Old : 28: 8 8 0 7 8 15 16: 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 : 30.8 39.5 44.6 58.6 30.8 39.5 44.3 58.6 Old : 30.8 39.5 44.6 58.6 30.8 39.5 44.3 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, December 16, 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 : 30,837: 5,815 7,577 10 19,145 17,217 24,970 24,804: 5,867 6,033 Old : 30,837: 5,815 7,577 10 19,145 17,217 24,970 24,804: 5,867 6,033 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -45,042: -7,966 -6,691 -3,879 -24,478 -26,825 -36,323 -37,395: -8,719 -7,647 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 24.6 0.0 62.1 55.8 81.0 80.4: 19.0 19.6 Old : 100.0: 18.9 24.6 0.0 62.1 55.8 81.0 80.4: 19.0 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 : 47: 6 11 1 16 18 23 29: Old : 47: 6 11 1 16 18 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 : 51.1 40.3 63.2 55.2 50.9 39.8 62.6 54.7 Old : 51.1 40.3 63.2 55.2 50.9 39.8 62.6 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, December 16, 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 : 32,713: 8,950 8,259 190 16,049 12,291 25,189 20,740: 7,524 11,973 Old : 32,713: 8,950 8,259 190 16,049 12,291 25,189 20,740: 7,524 11,973 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -86,038: -2,799 -12,913 -3,509 -23,786 -74,606 -30,094 -91,028: -55,944 4,990 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 25.2 0.6 49.1 37.6 77.0 63.4: 23.0 36.6 Old : 100.0: 27.4 25.2 0.6 49.1 37.6 77.0 63.4: 23.0 36.6 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 : 49: 10 7 2 20 14 30 23: Old : 49: 10 7 2 20 14 30 23: 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 : 29.6 32.9 44.7 44.9 29.4 31.1 43.1 42.4 Old : 29.6 32.9 44.7 44.9 29.4 31.1 43.1 42.4 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 - Futures Only, December 16, 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 : 31,907: 4,744 6,945 3,216 21,993 20,100 29,953 30,261: 1,954 1,646 Old : 31,907: 4,744 6,945 3,216 21,993 20,100 29,953 30,261: 1,954 1,646 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 4,167: 428 431 3,104 326 326 3,858 3,861: 309 306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 21.8 10.1 68.9 63.0 93.9 94.8: 6.1 5.2 Old : 100.0: 14.9 21.8 10.1 68.9 63.0 93.9 94.8: 6.1 5.2 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 : 34: 6 7 3 11 11 19 19: Old : 34: 6 7 3 11 11 19 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 : 64.5 54.2 78.6 77.7 58.7 44.5 69.5 68.0 Old : 64.5 54.2 78.6 77.7 58.7 44.5 69.5 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2008