MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 56,552: 1,158 6,405 11,305 39,928 25,934 52,391 43,643: 4,162 12,909
Old : 56,552: 1,158 6,405 11,305 39,928 25,934 52,391 43,643: 4,162 12,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -4,388: -20 -721 -471 -3,441 -1,076 -3,932 -2,269: -456 -2,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.3 20.0 70.6 45.9 92.6 77.2: 7.4 22.8
Old : 100.0: 2.0 11.3 20.0 70.6 45.9 92.6 77.2: 7.4 22.8
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 : 73: 5 21 16 31 34 48 60:
Old : 73: 5 21 16 31 34 48 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 20.6 63.8 33.1 45.2 16.8 56.9 26.4
Old : 49.3 20.6 63.8 33.1 45.2 16.8 56.9 26.4
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 9, 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 : 193,757: 44,837 27,538 46,287 84,508 92,031 175,632 165,856: 18,125 27,901
Old : 192,901: 44,812 27,593 46,221 83,951 91,526 174,984 165,340: 17,917 27,561
Other: 856: 91 11 0 557 505 648 516: 208 340
: : :
: : Changes in Commitments from: December 2, 2008 :
: -179: 960 -755 -1,650 1,595 2,046 905 -359: -1,084 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.2 23.9 43.6 47.5 90.6 85.6: 9.4 14.4
Old : 100.0: 23.2 14.3 24.0 43.5 47.4 90.7 85.7: 9.3 14.3
Other: 100.0: 10.6 1.3 0.0 65.1 59.0 75.7 60.3: 24.3 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 65 59 67 52 56 153 153:
Old : 202: 64 60 67 52 56 153 153:
Other: 20: 2 2 0 9 11 11 13:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 22.7 36.9 31.3 23.6 21.2 35.9 28.1
Old : 24.7 22.6 37.0 31.3 23.7 21.2 36.1 28.1
Other: 66.5 44.0 73.9 57.1 66.5 43.6 70.8 54.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 252,794: 43,668 40,342 63,796 125,903 105,530 233,367 209,668: 19,427 43,126
Old : 252,794: 43,668 40,342 63,796 125,903 105,530 233,367 209,668: 19,427 43,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -21,112: -69 2,545 -13,847 -7,511 -10,262 -21,427 -21,565: 314 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.0 25.2 49.8 41.7 92.3 82.9: 7.7 17.1
Old : 100.0: 17.3 16.0 25.2 49.8 41.7 92.3 82.9: 7.7 17.1
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 : 304: 67 73 79 100 141 210 257:
Old : 304: 67 73 79 100 141 210 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 15.3 31.2 22.5 17.9 12.1 28.2 16.9
Old : 19.0 15.3 31.2 22.5 17.9 12.1 28.2 16.9
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 9, 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 : 8,857: 2,618 3,755 1,693 2,800 1,268 7,111 6,716: 1,746 2,140
Old : 8,857: 2,618 3,755 1,693 2,800 1,268 7,111 6,716: 1,746 2,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -843: 26 37 -703 -121 -21 -798 -687: -45 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 42.4 19.1 31.6 14.3 80.3 75.8: 19.7 24.2
Old : 100.0: 29.6 42.4 19.1 31.6 14.3 80.3 75.8: 19.7 24.2
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 : 69: 22 23 14 17 15 45 49:
Old : 69: 22 23 14 17 15 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 29.2 48.1 41.8 28.1 29.2 41.6 36.8
Old : 30.6 29.2 48.1 41.8 28.1 29.2 41.6 36.8
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 9, 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 : 23,017: 7,003 7,298 3,521 7,864 2,752 18,388 13,572: 4,629 9,445
Old : 23,017: 7,003 7,298 3,521 7,864 2,752 18,388 13,572: 4,629 9,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,131: -164 -242 837 144 89 817 684: 315 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 31.7 15.3 34.2 12.0 79.9 59.0: 20.1 41.0
Old : 100.0: 30.4 31.7 15.3 34.2 12.0 79.9 59.0: 20.1 41.0
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 : 98: 19 28 25 33 24 71 64:
Old : 98: 19 28 25 33 24 71 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 : 25.3 22.6 35.9 28.8 24.9 19.9 35.1 24.5
Old : 25.3 22.6 35.9 28.8 24.9 19.9 35.1 24.5
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 9, 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 : 94,310: 13,364 21,501 4,128 50,927 46,623 68,420 72,252: 25,890 22,058
Old : 94,310: 13,364 21,501 4,128 50,927 46,623 68,420 72,252: 25,890 22,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -10,499: -1,555 -1,332 -6,002 -4,853 -5,198 -12,411 -12,532: 1,912 2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.8 4.4 54.0 49.4 72.5 76.6: 27.5 23.4
Old : 100.0: 14.2 22.8 4.4 54.0 49.4 72.5 76.6: 27.5 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 : 51: 12 16 10 13 17 28 40:
Old : 51: 12 16 10 13 17 28 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 28.7 59.7 45.0 47.4 27.9 56.2 44.1
Old : 49.5 28.7 59.7 45.0 47.4 27.9 56.2 44.1
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 47,352: 4,988 15,408 3,441 28,213 12,504 36,642 31,354: 10,709 15,998
Old : 47,352: 4,988 15,408 3,441 28,213 12,504 36,642 31,354: 10,709 15,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -11,029: 513 -1,306 -8,931 -3,111 -1,769 -11,529 -12,007: 500 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 32.5 7.3 59.6 26.4 77.4 66.2: 22.6 33.8
Old : 100.0: 10.5 32.5 7.3 59.6 26.4 77.4 66.2: 22.6 33.8
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 : 40: 7 15 5 12 11 20 30:
Old : 40: 7 15 5 12 11 20 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 : 47.7 27.0 65.9 39.1 45.3 25.3 61.5 35.8
Old : 47.7 27.0 65.9 39.1 45.3 25.3 61.5 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 42,263: 4,743 4,118 7 34,749 33,377 39,499 37,502: 2,764 4,761
Old : 42,263: 4,743 4,118 7 34,749 33,377 39,499 37,502: 2,764 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,088: 601 -1,922 5 -158 2,169 448 252: 640 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 9.7 0.0 82.2 79.0 93.5 88.7: 6.5 11.3
Old : 100.0: 11.2 9.7 0.0 82.2 79.0 93.5 88.7: 6.5 11.3
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 : 47: 11 13 2 15 14 27 28:
Old : 47: 11 13 2 15 14 27 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 : 61.1 71.6 77.2 79.3 44.7 59.2 59.7 64.8
Old : 61.1 71.6 77.2 79.3 44.7 59.2 59.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 136,516: 7,990 43,252 8,854 106,741 53,516 123,585 105,622: 12,931 30,894
Old : 136,516: 7,990 43,252 8,854 106,741 53,516 123,585 105,622: 12,931 30,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -10,576: 860 32 -12,765 4,369 -1,396 -7,536 -14,128: -3,040 3,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 31.7 6.5 78.2 39.2 90.5 77.4: 9.5 22.6
Old : 100.0: 5.9 31.7 6.5 78.2 39.2 90.5 77.4: 9.5 22.6
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 : 60: 8 29 13 17 17 33 52:
Old : 60: 8 29 13 17 17 33 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 41.4 72.4 51.8 57.2 37.9 69.1 47.5
Old : 58.1 41.4 72.4 51.8 57.2 37.9 69.1 47.5
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 9, 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 : 177,915: 62,844 20,260 7,257 67,489 134,462 137,591 161,979: 40,325 15,936
Old : 177,915: 62,844 20,260 7,257 67,489 134,462 137,591 161,979: 40,325 15,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -12,959: 1,135 -1,886 -18,227 -5,634 9,545 -22,727 -10,569: 9,767 -2,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 11.4 4.1 37.9 75.6 77.3 91.0: 22.7 9.0
Old : 100.0: 35.3 11.4 4.1 37.9 75.6 77.3 91.0: 22.7 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 : 77: 29 18 12 22 22 57 46:
Old : 77: 29 18 12 22 22 57 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 41.1 48.3 68.1 35.9 40.7 48.3 65.0
Old : 35.9 41.1 48.3 68.1 35.9 40.7 48.3 65.0
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 9, 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 : 198,033: 29,692 46,345 16,497 93,853 86,069 140,043 148,911: 57,990 49,122
Old : 198,033: 29,692 46,345 16,497 93,853 86,069 140,043 148,911: 57,990 49,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -35,093: 1,713 -6,459 -27,051 -14,671 992 -40,010 -32,519: 4,917 -2,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.4 8.3 47.4 43.5 70.7 75.2: 29.3 24.8
Old : 100.0: 15.0 23.4 8.3 47.4 43.5 70.7 75.2: 29.3 24.8
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 : 108: 28 36 21 31 33 70 79:
Old : 108: 28 36 21 31 33 70 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 : 27.1 27.4 37.7 37.4 20.8 17.0 26.7 25.5
Old : 27.1 27.4 37.7 37.4 20.8 17.0 26.7 25.5
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 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 19,891: 2,231 4,524 94 15,024 11,492 17,349 16,110: 2,542 3,781
Old : 19,891: 2,231 4,524 94 15,024 11,492 17,349 16,110: 2,542 3,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 841: -35 -304 94 -400 -974 -341 -1,184: 1,182 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 22.7 0.5 75.5 57.8 87.2 81.0: 12.8 19.0
Old : 100.0: 11.2 22.7 0.5 75.5 57.8 87.2 81.0: 12.8 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 7 1 10 8 14 15:
Old : 26: 3 7 1 10 8 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 57.7 82.7 69.6 61.3 57.7 80.8 69.1
Old : 61.3 57.7 82.7 69.6 61.3 57.7 80.8 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 :15,932,959: 650,615 285,640 5,762,234 8,422,188 9,023,161 14,835,037 15,071,034: 1,097,923 861,925
Old :15,932,959: 650,615 285,640 5,762,234 8,422,188 9,023,161 14,835,037 15,071,034: 1,097,923 861,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -28,995: -119,460 -42,590 -5,194 -19,861 9,882 -144,515 -37,902: 115,520 8,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.8 36.2 52.9 56.6 93.1 94.6: 6.9 5.4
Old : 100.0: 4.1 1.8 36.2 52.9 56.6 93.1 94.6: 6.9 5.4
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 : 250: 72 40 97 126 127 236 231:
Old : 250: 72 40 97 126 127 236 231:
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 : 27.2 25.7 38.3 39.4 16.8 15.1 18.8 20.8
Old : 27.2 25.7 38.3 39.4 16.8 15.1 18.8 20.8
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 9, 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 : 909,869: 79,556 47,620 71,994 630,523 715,084 782,074 834,698: 127,795 75,171
Old : 909,869: 79,556 47,620 71,994 630,523 715,084 782,074 834,698: 127,795 75,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 14,776: -5,690 -3,293 1,945 14,257 24,788 10,513 23,441: 4,263 -8,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.2 7.9 69.3 78.6 86.0 91.7: 14.0 8.3
Old : 100.0: 8.7 5.2 7.9 69.3 78.6 86.0 91.7: 14.0 8.3
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 : 191: 41 32 46 92 76 158 129:
Old : 191: 41 32 46 92 76 158 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 23.0 28.6 33.8 11.2 14.4 17.8 24.1
Old : 20.0 23.0 28.6 33.8 11.2 14.4 17.8 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 3,428,953: 470,946 338,731 135,712 2,590,050 2,750,257 3,196,707 3,224,700: 232,246 204,254
Old : 3,428,953: 470,946 338,731 135,712 2,590,050 2,750,257 3,196,707 3,224,700: 232,246 204,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -73,771: -51,792 -42,317 -5,675 61,951 -51,719 4,484 -99,711: -78,255 25,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.9 4.0 75.5 80.2 93.2 94.0: 6.8 6.0
Old : 100.0: 13.7 9.9 4.0 75.5 80.2 93.2 94.0: 6.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 96 91 71 168 145 299 273:
Old : 411: 96 91 71 168 145 299 273:
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 : 19.2 31.7 28.4 42.2 12.7 28.5 21.4 38.0
Old : 19.2 31.7 28.4 42.2 12.7 28.5 21.4 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 124,971: 23,200 17,579 0 95,412 105,994 118,612 123,573: 6,359 1,398
Old : 124,971: 23,200 17,579 0 95,412 105,994 118,612 123,573: 6,359 1,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 5,548: 586 1,625 -1,062 6,316 5,273 5,840 5,836: -292 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.1 0.0 76.3 84.8 94.9 98.9: 5.1 1.1
Old : 100.0: 18.6 14.1 0.0 76.3 84.8 94.9 98.9: 5.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 8 7 0 46 39 54 46:
Old : 85: 8 7 0 46 39 54 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 53.3 48.4 68.2 26.3 53.3 46.5 68.2
Old : 27.3 53.3 48.4 68.2 26.3 53.3 46.5 68.2
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 9, 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 : 34,867: 4,800 2,216 569 25,788 24,175 31,157 26,960: 3,709 7,907
Old : 34,867: 4,800 2,216 569 25,788 24,175 31,157 26,960: 3,709 7,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,301: 538 -103 58 613 749 1,209 704: 92 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 6.4 1.6 74.0 69.3 89.4 77.3: 10.6 22.7
Old : 100.0: 13.8 6.4 1.6 74.0 69.3 89.4 77.3: 10.6 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 : 42: 8 6 2 23 18 32 25:
Old : 42: 8 6 2 23 18 32 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 : 36.9 46.9 55.3 63.5 36.1 40.6 50.7 52.5
Old : 36.9 46.9 55.3 63.5 36.1 40.6 50.7 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 355,681: 39,130 52,360 8,953 266,077 279,634 314,160 340,947: 41,521 14,734
Old : 355,681: 39,130 52,360 8,953 266,077 279,634 314,160 340,947: 41,521 14,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 2,689: -7,603 -11,131 3,293 474 5,204 -3,837 -2,634: 6,525 5,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.7 2.5 74.8 78.6 88.3 95.9: 11.7 4.1
Old : 100.0: 11.0 14.7 2.5 74.8 78.6 88.3 95.9: 11.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 29 48 13 61 71 96 126:
Old : 187: 29 48 13 61 71 96 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 24.2 55.7 38.4 37.9 21.2 46.7 33.4
Old : 45.3 24.2 55.7 38.4 37.9 21.2 46.7 33.4
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 9, 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 : 72,724: 5,304 9,731 4,195 47,692 44,842 57,191 58,769: 15,533 13,955
Old : 72,724: 5,304 9,731 4,195 47,692 44,842 57,191 58,769: 15,533 13,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -8,006: -61 -3,778 -3,120 -6,080 1,902 -9,261 -4,997: 1,255 -3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.4 5.8 65.6 61.7 78.6 80.8: 21.4 19.2
Old : 100.0: 7.3 13.4 5.8 65.6 61.7 78.6 80.8: 21.4 19.2
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 : 37: 10 8 6 12 14 25 25:
Old : 37: 10 8 6 12 14 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 49.8 65.4 62.7 52.6 47.6 59.9 57.9
Old : 52.9 49.8 65.4 62.7 52.6 47.6 59.9 57.9
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 with Delta-adjusted Options and Futures Combined, December 9, 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 : 75,884: 13,782 14,270 3,889 43,627 44,043 61,298 62,202: 14,586 13,682
Old : 75,884: 13,782 14,270 3,889 43,627 44,043 61,298 62,202: 14,586 13,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 13,333: -975 -139 3,667 3,703 417 6,395 3,945: 6,938 9,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 18.8 5.1 57.5 58.0 80.8 82.0: 19.2 18.0
Old : 100.0: 18.2 18.8 5.1 57.5 58.0 80.8 82.0: 19.2 18.0
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 : 81: 19 15 10 24 29 49 51:
Old : 81: 19 15 10 24 29 49 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 : 36.2 35.0 50.5 48.1 36.2 31.2 47.9 44.2
Old : 36.2 35.0 50.5 48.1 36.2 31.2 47.9 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 118,751: 11,749 21,172 3,699 39,835 86,897 55,283 111,768: 63,468 6,983
Old : 118,751: 11,749 21,172 3,699 39,835 86,897 55,283 111,768: 63,468 6,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 7,437: -3,751 -2,031 1,374 2,903 4,928 526 4,271: 6,911 3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.8 3.1 33.5 73.2 46.6 94.1: 53.4 5.9
Old : 100.0: 9.9 17.8 3.1 33.5 73.2 46.6 94.1: 53.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 17 16 10 27 36 50 56:
Old : 82: 17 16 10 27 36 50 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 30.5 28.7 47.0 16.7 30.4 23.4 46.8
Old : 21.2 30.5 28.7 47.0 16.7 30.4 23.4 46.8
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 9, 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 : 27,740: 4,316 6,514 112 21,667 19,774 26,095 26,400: 1,645 1,340
Old : 27,740: 4,316 6,514 112 21,667 19,774 26,095 26,400: 1,645 1,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 506: 20 605 -140 719 257 599 722: -93 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 23.5 0.4 78.1 71.3 94.1 95.2: 5.9 4.8
Old : 100.0: 15.6 23.5 0.4 78.1 71.3 94.1 95.2: 5.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 7 2 11 10 17 18:
Old : 32: 5 7 2 11 10 17 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 : 71.2 49.2 82.5 76.1 69.0 49.2 80.3 76.1
Old : 71.2 49.2 82.5 76.1 69.0 49.2 80.3 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 14,156: 2,861 494 133 9,828 12,624 12,822 13,251: 1,334 905
Old : 14,156: 2,861 494 133 9,828 12,624 12,822 13,251: 1,334 905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -1,801: -1,938 -244 122 135 -1,271 -1,681 -1,393: -120 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.5 0.9 69.4 89.2 90.6 93.6: 9.4 6.4
Old : 100.0: 20.2 3.5 0.9 69.4 89.2 90.6 93.6: 9.4 6.4
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 : 20: 6 4 2 8 5 15 10:
Old : 20: 6 4 2 8 5 15 10:
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 : 64.4 89.4 78.6 93.1 61.9 88.0 75.8 89.5
Old : 64.4 89.4 78.6 93.1 61.9 88.0 75.8 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 11,961: 886 832 629 8,871 5,989 10,386 7,450: 1,575 4,511
Old : 11,961: 886 832 629 8,871 5,989 10,386 7,450: 1,575 4,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,235: 37 -200 200 -178 -600 59 -600: 1,176 1,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 7.0 5.3 74.2 50.1 86.8 62.3: 13.2 37.7
Old : 100.0: 7.4 7.0 5.3 74.2 50.1 86.8 62.3: 13.2 37.7
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 : 23: 4 3 2 13 9 18 13:
Old : 23: 4 3 2 13 9 18 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 : 57.4 43.8 71.6 56.4 57.0 40.5 68.3 50.0
Old : 57.4 43.8 71.6 56.4 57.0 40.5 68.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2008