MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 28, 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 : 39,415: 2,824 5,915 643 31,702 22,495 35,169 29,053: 4,246 10,362
Old : 39,415: 2,824 5,915 643 31,702 22,495 35,169 29,053: 4,246 10,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,794: -738 547 -18 2,518 382 1,762 911: 32 883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 15.0 1.6 80.4 57.1 89.2 73.7: 10.8 26.3
Old : 100.0: 7.2 15.0 1.6 80.4 57.1 89.2 73.7: 10.8 26.3
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 : 69: 11 17 11 24 29 38 54:
Old : 69: 11 17 11 24 29 38 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 : 53.7 27.9 69.9 40.5 53.7 26.4 69.3 39.0
Old : 53.7 27.9 69.9 40.5 53.7 26.4 69.3 39.0
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, October 28, 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 : 163,887: 38,752 30,734 28,764 80,677 77,949 148,193 137,447: 15,694 26,440
Old : 163,386: 38,869 30,734 28,647 80,240 77,773 147,756 137,154: 15,630 26,232
Other: 501: 0 117 0 437 176 437 293: 64 208
: : :
: : Changes in Commitments from: October 21, 2008 :
: -1,144: -1,235 624 3,196 -746 -3,045 1,215 775: -2,359 -1,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 18.8 17.6 49.2 47.6 90.4 83.9: 9.6 16.1
Old : 100.0: 23.8 18.8 17.5 49.1 47.6 90.4 83.9: 9.6 16.1
Other: 100.0: 0.0 23.4 0.0 87.2 35.1 87.2 58.5: 12.8 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 42 67 63 42 56 127 159:
Old : 200: 43 67 63 42 56 127 159:
Other: 11: 0 3 0 5 5 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 : 26.2 23.1 43.1 31.6 25.3 22.8 42.2 31.3
Old : 26.2 23.2 43.2 31.7 25.3 22.8 42.3 31.3
Other: 86.8 48.5 87.2 58.5 82.2 46.5 82.2 53.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 28, 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 : 214,044: 53,412 57,362 31,283 114,014 86,671 198,709 175,316: 15,335 38,728
Old : 214,044: 53,412 57,362 31,283 114,014 86,671 198,709 175,316: 15,335 38,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -11,338: -3,102 -1,947 -584 -7,854 -5,833 -11,540 -8,364: 202 -2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 26.8 14.6 53.3 40.5 92.8 81.9: 7.2 18.1
Old : 100.0: 25.0 26.8 14.6 53.3 40.5 92.8 81.9: 7.2 18.1
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 : 289: 54 75 68 55 122 154 239:
Old : 289: 54 75 68 55 122 154 239:
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 : 24.4 15.7 39.2 22.1 24.4 15.5 38.4 21.7
Old : 24.4 15.7 39.2 22.1 24.4 15.5 38.4 21.7
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, October 28, 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 : 8,914: 2,715 4,503 909 3,520 1,478 7,144 6,890: 1,770 2,024
Old : 8,914: 2,715 4,503 909 3,520 1,478 7,144 6,890: 1,770 2,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 70: -115 -27 399 -173 -210 111 162: -41 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 50.5 10.2 39.5 16.6 80.1 77.3: 19.9 22.7
Old : 100.0: 30.5 50.5 10.2 39.5 16.6 80.1 77.3: 19.9 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 : 74: 16 29 9 20 19 41 54:
Old : 74: 16 29 9 20 19 41 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 : 30.4 31.0 48.1 43.7 30.4 30.9 46.6 40.2
Old : 30.4 31.0 48.1 43.7 30.4 30.9 46.6 40.2
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, October 28, 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 : 21,109: 8,167 9,170 1,432 7,821 2,789 17,420 13,391: 3,689 7,718
Old : 21,109: 8,167 9,170 1,432 7,821 2,789 17,420 13,391: 3,689 7,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -1,410: 95 -556 20 -972 -325 -857 -861: -553 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 43.4 6.8 37.1 13.2 82.5 63.4: 17.5 36.6
Old : 100.0: 38.7 43.4 6.8 37.1 13.2 82.5 63.4: 17.5 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 : 100: 20 36 21 34 14 69 59:
Old : 100: 20 36 21 34 14 69 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 : 29.1 27.2 40.5 35.8 29.1 26.0 40.4 32.8
Old : 29.1 27.2 40.5 35.8 29.1 26.0 40.4 32.8
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, October 28, 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 : 107,866: 18,065 27,912 4,054 59,656 56,179 81,775 88,145: 26,091 19,721
Old : 107,866: 18,065 27,912 4,054 59,656 56,179 81,775 88,145: 26,091 19,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -3,572: -2,633 -5,181 892 -4,366 2,328 -6,107 -1,961: 2,535 -1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 25.9 3.8 55.3 52.1 75.8 81.7: 24.2 18.3
Old : 100.0: 16.7 25.9 3.8 55.3 52.1 75.8 81.7: 24.2 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 25 18 12 13 22 42 48:
Old : 72: 25 18 12 13 22 42 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 : 50.0 41.0 57.7 54.2 48.9 40.9 56.6 54.2
Old : 50.0 41.0 57.7 54.2 48.9 40.9 56.6 54.2
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 - Futures Only, October 28, 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 : 39,184: 5,726 20,042 802 22,738 4,946 29,266 25,790: 9,918 13,394
Old : 39,184: 5,726 20,042 802 22,738 4,946 29,266 25,790: 9,918 13,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -654: 1,773 167 561 -2,162 -426 172 302: -826 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 51.1 2.0 58.0 12.6 74.7 65.8: 25.3 34.2
Old : 100.0: 14.6 51.1 2.0 58.0 12.6 74.7 65.8: 25.3 34.2
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 : 41: 9 18 4 10 8 19 30:
Old : 41: 9 18 4 10 8 19 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 23.5 65.1 37.8 49.8 23.5 62.9 37.8
Old : 51.6 23.5 65.1 37.8 49.8 23.5 62.9 37.8
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 - Futures Only, October 28, 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 : 42,793: 3,470 6,435 100 36,773 31,936 40,343 38,471: 2,450 4,322
Old : 42,793: 3,470 6,435 100 36,773 31,936 40,343 38,471: 2,450 4,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -794: -2,276 1,118 100 1,856 -2,407 -320 -1,189: -474 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.0 0.2 85.9 74.6 94.3 89.9: 5.7 10.1
Old : 100.0: 8.1 15.0 0.2 85.9 74.6 94.3 89.9: 5.7 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 : 47: 9 16 1 13 13 22 30:
Old : 47: 9 16 1 13 13 22 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 : 67.6 71.9 83.6 78.7 50.0 57.8 65.4 63.4
Old : 67.6 71.9 83.6 78.7 50.0 57.8 65.4 63.4
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, October 28, 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 : 130,716: 18,591 51,681 362 87,906 43,237 106,859 95,280: 23,857 35,436
Old : 130,716: 18,591 51,681 362 87,906 43,237 106,859 95,280: 23,857 35,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 14,468: 2,496 -1,115 191 1,856 7,837 4,543 6,913: 9,925 7,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 39.5 0.3 67.2 33.1 81.7 72.9: 18.3 27.1
Old : 100.0: 14.2 39.5 0.3 67.2 33.1 81.7 72.9: 18.3 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 8 34 6 15 17 25 55:
Old : 66: 8 34 6 15 17 25 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 35.8 68.6 44.7 53.5 35.1 67.2 43.7
Old : 54.7 35.8 68.6 44.7 53.5 35.1 67.2 43.7
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 - Futures Only, October 28, 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 : 143,020: 51,215 19,389 204 54,901 97,807 106,320 117,400: 36,700 25,620
Old : 143,020: 51,215 19,389 204 54,901 97,807 106,320 117,400: 36,700 25,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 4,252: -226 -1,931 10 824 -2,204 608 -4,125: 3,644 8,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 13.6 0.1 38.4 68.4 74.3 82.1: 25.7 17.9
Old : 100.0: 35.8 13.6 0.1 38.4 68.4 74.3 82.1: 25.7 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 31 24 7 17 18 53 44:
Old : 85: 31 24 7 17 18 53 44:
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 : 33.9 40.2 45.1 59.4 33.9 40.2 45.1 57.2
Old : 33.9 40.2 45.1 59.4 33.9 40.2 45.1 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 - Futures Only, October 28, 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 : 193,760: 25,409 54,461 3,207 99,852 67,164 128,468 124,832: 65,292 68,928
Old : 193,760: 25,409 54,461 3,207 99,852 67,164 128,468 124,832: 65,292 68,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 9,698: 1,873 305 471 5,037 5,675 7,381 6,451: 2,317 3,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 28.1 1.7 51.5 34.7 66.3 64.4: 33.7 35.6
Old : 100.0: 13.1 28.1 1.7 51.5 34.7 66.3 64.4: 33.7 35.6
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 : 114: 32 40 13 24 32 62 79:
Old : 114: 32 40 13 24 32 62 79:
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 : 32.4 23.5 43.9 31.9 25.1 15.2 33.8 22.0
Old : 32.4 23.5 43.9 31.9 25.1 15.2 33.8 22.0
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, October 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 18,412: 2,897 5,344 0 14,334 10,932 17,231 16,276: 1,181 2,136
Old : 18,412: 2,897 5,344 0 14,334 10,932 17,231 16,276: 1,181 2,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 190: 580 -1,144 0 -275 1,445 305 301: -115 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 29.0 0.0 77.9 59.4 93.6 88.4: 6.4 11.6
Old : 100.0: 15.7 29.0 0.0 77.9 59.4 93.6 88.4: 6.4 11.6
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 : 27: 4 6 0 12 7 16 13:
Old : 27: 4 6 0 12 7 16 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 : 66.5 66.1 82.6 81.3 66.5 66.1 80.6 81.2
Old : 66.5 66.1 82.6 81.3 66.5 66.1 80.6 81.2
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, October 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,265,217: 1,066,116 402,302 540,516 5,817,357 6,658,236 7,423,989 7,601,054: 841,228 664,163
Old : 8,265,217: 1,066,116 402,302 540,516 5,817,357 6,658,236 7,423,989 7,601,054: 841,228 664,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 127,580: -18,989 -10,588 26,302 188,757 239,675 196,070 255,389: -68,490 -127,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 4.9 6.5 70.4 80.6 89.8 92.0: 10.2 8.0
Old : 100.0: 12.9 4.9 6.5 70.4 80.6 89.8 92.0: 10.2 8.0
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 : 222: 67 29 71 106 105 204 186:
Old : 222: 67 29 71 106 105 204 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 36.5 45.3 52.7 34.6 30.7 40.8 43.1
Old : 36.7 36.5 45.3 52.7 34.6 30.7 40.8 43.1
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, October 28, 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 : 642,724: 111,933 62,780 4,109 429,966 454,482 546,008 521,371: 96,716 121,353
Old : 642,724: 111,933 62,780 4,109 429,966 454,482 546,008 521,371: 96,716 121,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -6,348: -13,244 4,551 422 3,429 -12,659 -9,393 -7,686: 3,045 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.8 0.6 66.9 70.7 85.0 81.1: 15.0 18.9
Old : 100.0: 17.4 9.8 0.6 66.9 70.7 85.0 81.1: 15.0 18.9
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 : 196: 45 33 17 87 65 143 104:
Old : 196: 45 33 17 87 65 143 104:
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 : 19.3 26.2 29.8 38.7 17.3 25.0 26.8 37.5
Old : 19.3 26.2 29.8 38.7 17.3 25.0 26.8 37.5
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, October 28, 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 : 3,062,115: 441,298 502,415 84,851 1,954,977 2,241,847 2,481,126 2,829,113: 580,989 233,002
Old : 3,062,115: 441,298 502,415 84,851 1,954,977 2,241,847 2,481,126 2,829,113: 580,989 233,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 38,955: -36,518 -115,223 14,804 94,272 103,152 72,558 2,733: -33,603 36,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 16.4 2.8 63.8 73.2 81.0 92.4: 19.0 7.6
Old : 100.0: 14.4 16.4 2.8 63.8 73.2 81.0 92.4: 19.0 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 : 423: 95 109 50 145 134 268 265:
Old : 423: 95 109 50 145 134 268 265:
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 : 17.6 27.0 26.2 39.8 12.8 25.4 21.0 36.7
Old : 17.6 27.0 26.2 39.8 12.8 25.4 21.0 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 28, 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 : 115,699: 19,185 17,889 635 87,380 95,067 107,200 113,591: 8,499 2,108
Old : 115,699: 19,185 17,889 635 87,380 95,067 107,200 113,591: 8,499 2,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 4,398: 1,664 -659 -410 4,421 6,112 5,675 5,043: -1,277 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.5 0.5 75.5 82.2 92.7 98.2: 7.3 1.8
Old : 100.0: 16.6 15.5 0.5 75.5 82.2 92.7 98.2: 7.3 1.8
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 : 87: 9 11 1 42 36 51 48:
Old : 87: 9 11 1 42 36 51 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 : 32.0 57.3 52.7 70.6 29.5 57.3 49.9 70.6
Old : 32.0 57.3 52.7 70.6 29.5 57.3 49.9 70.6
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, October 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 33,592: 4,790 2,487 314 24,463 23,321 29,567 26,122: 4,025 7,470
Old : 33,592: 4,790 2,487 314 24,463 23,321 29,567 26,122: 4,025 7,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 937: 1,093 -91 11 227 -84 1,331 -164: -394 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 7.4 0.9 72.8 69.4 88.0 77.8: 12.0 22.2
Old : 100.0: 14.3 7.4 0.9 72.8 69.4 88.0 77.8: 12.0 22.2
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: 9 7 1 20 18 30 25:
Old : 45: 9 7 1 20 18 30 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 : 38.9 43.4 59.1 59.8 34.9 35.7 50.8 48.3
Old : 38.9 43.4 59.1 59.8 34.9 35.7 50.8 48.3
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, October 28, 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 : 409,077: 77,521 92,232 2,989 279,029 286,884 359,539 382,105: 49,538 26,972
Old : 409,077: 77,521 92,232 2,989 279,029 286,884 359,539 382,105: 49,538 26,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,785: -8,124 -35,354 -81 6,618 38,012 -1,587 2,577: 3,372 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 22.5 0.7 68.2 70.1 87.9 93.4: 12.1 6.6
Old : 100.0: 19.0 22.5 0.7 68.2 70.1 87.9 93.4: 12.1 6.6
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 : 205: 44 52 13 55 67 106 125:
Old : 205: 44 52 13 55 67 106 125:
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 : 38.6 23.8 51.7 37.0 34.7 20.4 46.2 31.8
Old : 38.6 23.8 51.7 37.0 34.7 20.4 46.2 31.8
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 - Futures Only, October 28, 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 : 72,743: 8,762 18,581 304 39,476 28,466 48,542 47,351: 24,201 25,392
Old : 72,743: 8,762 18,581 304 39,476 28,466 48,542 47,351: 24,201 25,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 14,958: 2,051 4,636 299 8,403 6,738 10,753 11,673: 4,205 3,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 25.5 0.4 54.3 39.1 66.7 65.1: 33.3 34.9
Old : 100.0: 12.0 25.5 0.4 54.3 39.1 66.7 65.1: 33.3 34.9
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 : 39: 10 13 2 6 14 17 28:
Old : 39: 10 13 2 6 14 17 28:
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 : 52.7 38.4 61.7 47.9 52.3 38.4 60.9 47.9
Old : 52.7 38.4 61.7 47.9 52.3 38.4 60.9 47.9
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, October 28, 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 : 64,097: 9,513 14,306 3 45,260 40,242 54,776 54,551: 9,321 9,546
Old : 64,097: 9,513 14,306 3 45,260 40,242 54,776 54,551: 9,321 9,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,637: -1,100 -2,311 -2 2,160 2,024 1,058 -289: 579 1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 22.3 0.0 70.6 62.8 85.5 85.1: 14.5 14.9
Old : 100.0: 14.8 22.3 0.0 70.6 62.8 85.5 85.1: 14.5 14.9
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 : 79: 14 20 1 20 28 35 48:
Old : 79: 14 20 1 20 28 35 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 : 44.5 40.6 61.6 54.1 44.5 35.6 59.1 49.1
Old : 44.5 40.6 61.6 54.1 44.5 35.6 59.1 49.1
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, October 28, 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 : 89,659: 21,750 10,566 1,094 35,556 69,942 58,400 81,602: 31,259 8,057
Old : 89,659: 21,750 10,566 1,094 35,556 69,942 58,400 81,602: 31,259 8,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 7,226: 6,075 730 539 3,774 11,744 10,388 13,013: -3,162 -5,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.8 1.2 39.7 78.0 65.1 91.0: 34.9 9.0
Old : 100.0: 24.3 11.8 1.2 39.7 78.0 65.1 91.0: 34.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 24 10 3 22 33 47 45:
Old : 82: 24 10 3 22 33 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 36.8 44.8 54.0 27.3 36.8 36.7 52.5
Old : 32.8 36.8 44.8 54.0 27.3 36.8 36.7 52.5
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, October 28, 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 : 21,790: 3,440 5,326 277 16,699 14,572 20,416 20,175: 1,374 1,615
Old : 21,790: 3,440 5,326 277 16,699 14,572 20,416 20,175: 1,374 1,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,531: 759 -222 71 501 1,269 1,331 1,118: 200 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.4 1.3 76.6 66.9 93.7 92.6: 6.3 7.4
Old : 100.0: 15.8 24.4 1.3 76.6 66.9 93.7 92.6: 6.3 7.4
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 : 30: 6 5 2 9 12 16 18:
Old : 30: 6 5 2 9 12 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 54.0 83.4 78.5 67.1 54.0 80.5 77.4
Old : 68.2 54.0 83.4 78.5 67.1 54.0 80.5 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, October 28, 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 : 14,955: 5,834 1,631 0 8,515 12,878 14,349 14,509: 606 446
Old : 14,955: 5,834 1,631 0 8,515 12,878 14,349 14,509: 606 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 6: -23 -382 0 52 396 29 14: -23 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 10.9 0.0 56.9 86.1 95.9 97.0: 4.1 3.0
Old : 100.0: 39.0 10.9 0.0 56.9 86.1 95.9 97.0: 4.1 3.0
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 : 26: 9 8 0 7 4 16 12:
Old : 26: 9 8 0 7 4 16 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 : 67.9 89.3 83.1 93.7 66.4 89.1 81.6 93.1
Old : 67.9 89.3 83.1 93.7 66.4 89.1 81.6 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, October 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 9,782: 849 736 429 7,920 5,933 9,198 7,098: 584 2,684
Old : 9,782: 849 736 429 7,920 5,933 9,198 7,098: 584 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 169: -36 0 0 97 -164 61 -164: 108 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.5 4.4 81.0 60.7 94.0 72.6: 6.0 27.4
Old : 100.0: 8.7 7.5 4.4 81.0 60.7 94.0 72.6: 6.0 27.4
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 : 23: 4 3 1 12 9 17 12:
Old : 23: 4 3 1 12 9 17 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 : 66.5 50.8 81.2 65.3 66.0 47.1 78.3 59.7
Old : 66.5 50.8 81.2 65.3 66.0 47.1 78.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2008