MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 14, 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 : 36,079: 3,786 4,619 580 27,633 22,234 31,999 27,433: 4,080 8,646
Old : 36,079: 3,786 4,619 580 27,633 22,234 31,999 27,433: 4,080 8,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,016: 337 284 -30 789 205 1,096 459: -80 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.8 1.6 76.6 61.6 88.7 76.0: 11.3 24.0
Old : 100.0: 10.5 12.8 1.6 76.6 61.6 88.7 76.0: 11.3 24.0
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 : 68: 11 15 13 23 30 40 52:
Old : 68: 11 15 13 23 30 40 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 : 51.5 30.2 68.1 43.9 51.5 28.9 67.1 42.5
Old : 51.5 30.2 68.1 43.9 51.5 28.9 67.1 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 14, 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 : 174,453: 35,962 30,366 29,962 88,950 85,065 154,874 145,393: 19,579 29,060
Old : 174,021: 36,107 30,348 29,817 88,538 84,927 154,462 145,092: 19,559 28,929
Other: 432: 0 163 0 412 138 412 301: 20 131
: : :
: : Changes in Commitments from: October 7, 2008 :
: -4,126: 2,342 -1,716 -3,946 -3,775 1,260 -5,379 -4,402: 1,253 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.4 17.2 51.0 48.8 88.8 83.3: 11.2 16.7
Old : 100.0: 20.7 17.4 17.1 50.9 48.8 88.8 83.4: 11.2 16.6
Other: 100.0: 0.0 37.7 0.0 95.4 31.9 95.4 69.7: 4.6 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 47 75 67 42 58 138 165:
Old : 210: 49 74 67 42 58 138 165:
Other: 11: 0 4 0 3 4 3 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 23.5 42.8 33.6 25.6 22.5 40.7 32.2
Old : 25.9 23.5 42.9 33.7 25.6 22.5 40.8 32.3
Other: 95.4 59.0 95.4 69.7 95.4 59.0 95.4 69.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 14, 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 : 231,367: 56,232 55,955 31,802 127,635 98,864 215,669 186,621: 15,698 44,746
Old : 231,367: 56,232 55,955 31,802 127,635 98,864 215,669 186,621: 15,698 44,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -8,125: -2,169 -3,475 1,575 -5,679 -3,240 -6,273 -5,140: -1,852 -2,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 24.2 13.7 55.2 42.7 93.2 80.7: 6.8 19.3
Old : 100.0: 24.3 24.2 13.7 55.2 42.7 93.2 80.7: 6.8 19.3
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 : 307: 52 76 67 71 133 170 252:
Old : 307: 52 76 67 71 133 170 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 17.6 38.0 24.6 23.7 16.3 37.9 22.6
Old : 23.7 17.6 38.0 24.6 23.7 16.3 37.9 22.6
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 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,208: 2,783 4,386 489 4,135 2,207 7,407 7,082: 1,801 2,126
Old : 9,208: 2,783 4,386 489 4,135 2,207 7,407 7,082: 1,801 2,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,029: -273 -353 -853 -55 -103 -1,181 -1,309: 152 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 47.6 5.3 44.9 24.0 80.4 76.9: 19.6 23.1
Old : 100.0: 30.2 47.6 5.3 44.9 24.0 80.4 76.9: 19.6 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 19 28 9 20 25 46 58:
Old : 81: 19 28 9 20 25 46 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 28.3 50.2 38.7 31.2 28.3 49.1 38.1
Old : 31.3 28.3 50.2 38.7 31.2 28.3 49.1 38.1
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 14, 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 : 23,706: 7,640 9,674 2,144 9,517 3,342 19,301 15,160: 4,405 8,546
Old : 23,706: 7,640 9,674 2,144 9,517 3,342 19,301 15,160: 4,405 8,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,382: -340 -557 -865 -73 177 -1,278 -1,245: -104 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 40.8 9.0 40.1 14.1 81.4 64.0: 18.6 36.0
Old : 100.0: 32.2 40.8 9.0 40.1 14.1 81.4 64.0: 18.6 36.0
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 : 114: 23 37 22 40 21 78 69:
Old : 114: 23 37 22 40 21 78 69:
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 : 21.1 25.5 31.2 32.9 21.1 23.8 30.9 29.5
Old : 21.1 25.5 31.2 32.9 21.1 23.8 30.9 29.5
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 - Futures Only, October 14, 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 : 98,295: 16,220 34,104 3,200 56,665 42,642 76,085 79,946: 22,210 18,349
Old : 98,295: 16,220 34,104 3,200 56,665 42,642 76,085 79,946: 22,210 18,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 3,794: -2,211 -1,479 -741 5,218 8,735 2,266 6,515: 1,528 -2,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 34.7 3.3 57.6 43.4 77.4 81.3: 22.6 18.7
Old : 100.0: 16.5 34.7 3.3 57.6 43.4 77.4 81.3: 22.6 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 23 6 16 19 36 46:
Old : 70: 18 23 6 16 19 36 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 : 52.0 34.0 59.8 49.0 50.9 33.9 58.7 48.9
Old : 52.0 34.0 59.8 49.0 50.9 33.9 58.7 48.9
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 14, 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 : 38,302: 5,222 18,304 69 23,178 9,912 28,469 28,285: 9,833 10,017
Old : 38,302: 5,222 18,304 69 23,178 9,912 28,469 28,285: 9,833 10,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -835: -3,069 -1,516 7 2,780 1,783 -282 274: -553 -1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 47.8 0.2 60.5 25.9 74.3 73.8: 25.7 26.2
Old : 100.0: 13.6 47.8 0.2 60.5 25.9 74.3 73.8: 25.7 26.2
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 : 39: 8 18 3 7 7 16 27:
Old : 39: 8 18 3 7 7 16 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 37.6 68.9 50.6 54.9 37.6 68.5 50.6
Old : 55.4 37.6 68.9 50.6 54.9 37.6 68.5 50.6
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 14, 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 : 44,963: 8,294 5,193 0 34,197 37,076 42,491 42,269: 2,472 2,694
Old : 44,963: 8,294 5,193 0 34,197 37,076 42,491 42,269: 2,472 2,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -5,609: -7,989 -1,155 -2 3,499 -4,174 -4,492 -5,331: -1,117 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 11.5 0.0 76.1 82.5 94.5 94.0: 5.5 6.0
Old : 100.0: 18.4 11.5 0.0 76.1 82.5 94.5 94.0: 5.5 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 : 50: 10 19 0 13 10 23 29:
Old : 50: 10 19 0 13 10 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 77.9 81.7 84.1 45.6 54.0 61.5 59.8
Old : 62.7 77.9 81.7 84.1 45.6 54.0 61.5 59.8
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 - Futures Only, October 14, 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 : 101,182: 15,804 47,277 106 76,380 31,712 92,290 79,095: 8,892 22,087
Old : 101,182: 15,804 47,277 106 76,380 31,712 92,290 79,095: 8,892 22,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 164: -4,308 -8,059 -119 3,328 9,853 -1,099 1,675: 1,263 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 46.7 0.1 75.5 31.3 91.2 78.2: 8.8 21.8
Old : 100.0: 15.6 46.7 0.1 75.5 31.3 91.2 78.2: 8.8 21.8
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 : 63: 6 32 2 15 18 22 51:
Old : 63: 6 32 2 15 18 22 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 : 53.5 36.5 77.0 48.1 51.9 36.0 74.6 47.5
Old : 53.5 36.5 77.0 48.1 51.9 36.0 74.6 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 - Futures Only, October 14, 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 : 132,983: 51,709 21,805 197 54,900 100,556 106,806 122,558: 26,177 10,425
Old : 132,983: 51,709 21,805 197 54,900 100,556 106,806 122,558: 26,177 10,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -25,020: -9,848 61 -574 -13,833 -21,972 -24,255 -22,485: -765 -2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 16.4 0.1 41.3 75.6 80.3 92.2: 19.7 7.8
Old : 100.0: 38.9 16.4 0.1 41.3 75.6 80.3 92.2: 19.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 36 24 6 17 19 56 46:
Old : 89: 36 24 6 17 19 56 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 : 35.0 53.4 46.8 68.9 35.0 53.3 46.4 68.7
Old : 35.0 53.4 46.8 68.9 35.0 53.3 46.4 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 14, 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 : 175,810: 24,274 54,374 2,574 102,280 65,951 129,128 122,899: 46,682 52,911
Old : 175,810: 24,274 54,374 2,574 102,280 65,951 129,128 122,899: 46,682 52,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -4,085: -7,784 3,654 -420 9,927 -4,801 1,723 -1,567: -5,808 -2,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 30.9 1.5 58.2 37.5 73.4 69.9: 26.6 30.1
Old : 100.0: 13.8 30.9 1.5 58.2 37.5 73.4 69.9: 26.6 30.1
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 : 117: 35 38 14 23 35 64 81:
Old : 117: 35 38 14 23 35 64 81:
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 : 36.5 26.4 49.3 36.4 30.7 19.8 40.6 27.4
Old : 36.5 26.4 49.3 36.4 30.7 19.8 40.6 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 14, 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 : 18,508: 2,366 6,926 0 14,791 9,790 17,157 16,716: 1,351 1,792
Old : 18,508: 2,366 6,926 0 14,791 9,790 17,157 16,716: 1,351 1,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -549: -2,167 -2,085 0 1,481 2,197 -686 112: 137 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 37.4 0.0 79.9 52.9 92.7 90.3: 7.3 9.7
Old : 100.0: 12.8 37.4 0.0 79.9 52.9 92.7 90.3: 7.3 9.7
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 : 24: 2 7 0 10 7 12 14:
Old : 24: 2 7 0 10 7 12 14:
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 : 67.1 65.7 89.2 82.5 67.1 65.7 87.2 82.5
Old : 67.1 65.7 89.2 82.5 67.1 65.7 87.2 82.5
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 14, 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 : 8,099,153: 1,031,707 451,875 488,239 5,712,674 6,386,699 7,232,620 7,326,813: 866,533 772,340
Old : 8,099,153: 1,031,707 451,875 488,239 5,712,674 6,386,699 7,232,620 7,326,813: 866,533 772,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -100,431: -32,909 -48,652 45,222 -129,141 -61,731 -116,828 -65,161: 16,397 -35,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.6 6.0 70.5 78.9 89.3 90.5: 10.7 9.5
Old : 100.0: 12.7 5.6 6.0 70.5 78.9 89.3 90.5: 10.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 57 37 69 109 107 203 186:
Old : 220: 57 37 69 109 107 203 186:
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 : 37.2 35.1 45.7 50.9 34.5 28.4 40.9 40.8
Old : 37.2 35.1 45.7 50.9 34.5 28.4 40.9 40.8
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 - Futures Only, October 14, 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 : 645,995: 118,351 46,157 3,286 414,933 450,245 536,570 499,688: 109,425 146,307
Old : 645,995: 118,351 46,157 3,286 414,933 450,245 536,570 499,688: 109,425 146,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 34,682: 16,043 2,747 -673 19,559 14,523 34,929 16,597: -247 18,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 7.1 0.5 64.2 69.7 83.1 77.4: 16.9 22.6
Old : 100.0: 18.3 7.1 0.5 64.2 69.7 83.1 77.4: 16.9 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 : 196: 46 35 18 81 66 136 110:
Old : 196: 46 35 18 81 66 136 110:
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 : 21.1 27.0 32.1 39.7 18.9 25.9 29.8 38.6
Old : 21.1 27.0 32.1 39.7 18.9 25.9 29.8 38.6
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 14, 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 : 3,189,495: 549,198 715,689 52,462 1,843,847 2,084,624 2,445,507 2,852,775: 743,988 336,720
Old : 3,189,495: 549,198 715,689 52,462 1,843,847 2,084,624 2,445,507 2,852,775: 743,988 336,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 295,485: 54,215 116,476 -31,938 114,935 56,494 137,212 141,032: 158,273 154,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.4 1.6 57.8 65.4 76.7 89.4: 23.3 10.6
Old : 100.0: 17.2 22.4 1.6 57.8 65.4 76.7 89.4: 23.3 10.6
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 : 413: 108 101 44 139 131 271 252:
Old : 413: 108 101 44 139 131 271 252:
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 : 16.5 25.9 25.5 38.4 12.3 24.9 21.2 36.2
Old : 16.5 25.9 25.5 38.4 12.3 24.9 21.2 36.2
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 14, 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 : 105,629: 15,394 18,214 621 79,607 83,324 95,622 102,159: 10,007 3,470
Old : 105,629: 15,394 18,214 621 79,607 83,324 95,622 102,159: 10,007 3,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -2,554: -5,991 -2,396 470 2,838 -1,598 -2,683 -3,524: 129 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.2 0.6 75.4 78.9 90.5 96.7: 9.5 3.3
Old : 100.0: 14.6 17.2 0.6 75.4 78.9 90.5 96.7: 9.5 3.3
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 : 85: 9 11 2 42 35 51 48:
Old : 85: 9 11 2 42 35 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 : 29.0 50.8 49.1 65.8 26.2 50.8 46.0 65.8
Old : 29.0 50.8 49.1 65.8 26.2 50.8 46.0 65.8
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 14, 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 : 26,154: 2,782 3,144 250 19,125 16,930 22,157 20,324: 3,997 5,830
Old : 26,154: 2,782 3,144 250 19,125 16,930 22,157 20,324: 3,997 5,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 3,804: 1,360 1,120 250 3,633 2,595 5,243 3,965: -1,439 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.0 1.0 73.1 64.7 84.7 77.7: 15.3 22.3
Old : 100.0: 10.6 12.0 1.0 73.1 64.7 84.7 77.7: 15.3 22.3
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 : 45: 7 8 1 22 17 30 25:
Old : 45: 7 8 1 22 17 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 : 42.6 40.7 54.8 57.6 37.3 28.4 48.1 45.3
Old : 42.6 40.7 54.8 57.6 37.3 28.4 48.1 45.3
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 14, 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 : 387,668: 96,618 115,117 2,551 260,894 254,164 360,063 371,832: 27,605 15,836
Old : 387,668: 96,618 115,117 2,551 260,894 254,164 360,063 371,832: 27,605 15,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 6,292: -18,746 35,262 -52 22,813 -37,589 4,015 -2,379: 2,277 8,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 29.7 0.7 67.3 65.6 92.9 95.9: 7.1 4.1
Old : 100.0: 24.9 29.7 0.7 67.3 65.6 92.9 95.9: 7.1 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 : 220: 50 59 10 60 65 117 127:
Old : 220: 50 59 10 60 65 117 127:
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 : 42.0 23.7 56.9 38.3 34.5 22.4 49.4 33.3
Old : 42.0 23.7 56.9 38.3 34.5 22.4 49.4 33.3
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 14, 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 : 47,396: 7,511 14,484 5 27,187 20,211 34,703 34,700: 12,693 12,696
Old : 47,396: 7,511 14,484 5 27,187 20,211 34,703 34,700: 12,693 12,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -6,843: -1,990 -3,364 0 -4,260 -3,423 -6,250 -6,787: -593 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 30.6 0.0 57.4 42.6 73.2 73.2: 26.8 26.8
Old : 100.0: 15.8 30.6 0.0 57.4 42.6 73.2 73.2: 26.8 26.8
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: 9 14 1 8 14 18 28:
Old : 40: 9 14 1 8 14 18 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 : 52.5 36.0 64.9 48.6 51.9 35.7 64.3 47.4
Old : 52.5 36.0 64.9 48.6 51.9 35.7 64.3 47.4
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 14, 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 : 65,607: 13,830 17,428 140 41,717 37,364 55,687 54,932: 9,920 10,675
Old : 65,607: 13,830 17,428 140 41,717 37,364 55,687 54,932: 9,920 10,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 2,361: -774 -2,784 112 1,816 1,545 1,154 -1,127: 1,207 3,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 26.6 0.2 63.6 57.0 84.9 83.7: 15.1 16.3
Old : 100.0: 21.1 26.6 0.2 63.6 57.0 84.9 83.7: 15.1 16.3
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: 19 14 1 18 24 37 39:
Old : 72: 19 14 1 18 24 37 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 39.2 59.6 57.6 41.5 35.3 56.9 52.2
Old : 41.5 39.2 59.6 57.6 41.5 35.3 56.9 52.2
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 - Futures Only, October 14, 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 : 86,774: 14,450 18,827 925 30,690 50,456 46,065 70,208: 40,709 16,566
Old : 86,774: 14,450 18,827 925 30,690 50,456 46,065 70,208: 40,709 16,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 14,396: 1,095 -799 663 -4,488 10,131 -2,730 9,995: 17,126 4,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 21.7 1.1 35.4 58.1 53.1 80.9: 46.9 19.1
Old : 100.0: 16.7 21.7 1.1 35.4 58.1 53.1 80.9: 46.9 19.1
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 : 70: 16 11 4 22 25 40 38:
Old : 70: 16 11 4 22 25 40 38:
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 : 29.2 31.6 37.5 48.6 25.9 31.6 34.1 48.4
Old : 29.2 31.6 37.5 48.6 25.9 31.6 34.1 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, October 14, 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 : 19,547: 2,729 5,138 261 15,600 12,921 18,590 18,320: 957 1,227
Old : 19,547: 2,729 5,138 261 15,600 12,921 18,590 18,320: 957 1,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,036: -192 -1,313 -7 -659 321 -858 -999: -178 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 26.3 1.3 79.8 66.1 95.1 93.7: 4.9 6.3
Old : 100.0: 14.0 26.3 1.3 79.8 66.1 95.1 93.7: 4.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 69.5 54.7 83.3 78.7 68.6 54.7 80.4 77.6
Old : 69.5 54.7 83.3 78.7 68.6 54.7 80.4 77.6
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 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,567: 5,919 1,397 385 8,480 13,295 14,784 15,077: 1,783 1,490
Old : 16,567: 5,919 1,397 385 8,480 13,295 14,784 15,077: 1,783 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 320: -69 -246 374 248 461 553 589: -233 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 8.4 2.3 51.2 80.2 89.2 91.0: 10.8 9.0
Old : 100.0: 35.7 8.4 2.3 51.2 80.2 89.2 91.0: 10.8 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 : 25: 8 8 3 6 6 16 15:
Old : 25: 8 8 3 6 6 16 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 : 61.1 79.9 75.7 85.1 59.7 79.4 73.5 83.4
Old : 61.1 79.9 75.7 85.1 59.7 79.4 73.5 83.4
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 14, 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 : 9,308: 690 736 429 7,613 5,848 8,732 7,013: 576 2,295
Old : 9,308: 690 736 429 7,613 5,848 8,732 7,013: 576 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 99: 0 -250 0 103 -151 103 -401: -4 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 7.9 4.6 81.8 62.8 93.8 75.3: 6.2 24.7
Old : 100.0: 7.4 7.9 4.6 81.8 62.8 93.8 75.3: 6.2 24.7
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 : 20: 3 3 1 10 10 14 13:
Old : 20: 3 3 1 10 10 14 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 : 71.8 50.4 86.7 64.5 69.2 48.1 80.1 59.1
Old : 71.8 50.4 86.7 64.5 69.2 48.1 80.1 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2008