MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,621: 3,562 5,368 661 29,184 22,113 33,407 28,142: 4,214 9,479
Old : 37,621: 3,562 5,368 661 29,184 22,113 33,407 28,142: 4,214 9,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,542: -224 749 81 1,551 -121 1,408 709: 134 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.3 1.8 77.6 58.8 88.8 74.8: 11.2 25.2
Old : 100.0: 9.5 14.3 1.8 77.6 58.8 88.8 74.8: 11.2 25.2
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 : 70: 11 18 12 23 29 39 54:
Old : 70: 11 18 12 23 29 39 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 28.5 68.9 41.8 52.6 27.0 68.1 40.2
Old : 52.6 28.5 68.9 41.8 52.6 27.0 68.1 40.2
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 21, 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 : 165,031: 39,987 30,110 25,568 81,423 80,994 146,978 136,672: 18,053 28,359
Old : 164,601: 40,100 30,093 25,455 81,011 80,848 146,566 136,396: 18,035 28,205
Other: 430: 0 130 0 412 146 412 276: 18 154
: : :
: : Changes in Commitments from: October 14, 2008 :
: -9,422: 4,025 -256 -4,394 -7,527 -4,071 -7,896 -8,721: -1,526 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 18.2 15.5 49.3 49.1 89.1 82.8: 10.9 17.2
Old : 100.0: 24.4 18.3 15.5 49.2 49.1 89.0 82.9: 11.0 17.1
Other: 100.0: 0.0 30.2 0.0 95.8 34.0 95.8 64.2: 4.2 35.8
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 45 66 62 38 57 126 158:
Old : 201: 47 64 62 38 57 126 158:
Other: 10: 0 3 0 3 4 3 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 24.2 43.4 32.9 25.0 23.9 42.5 32.6
Old : 25.9 24.3 43.5 32.9 25.0 24.0 42.6 32.6
Other: 95.8 56.5 95.8 64.2 95.8 56.5 95.8 64.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 21, 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 : 225,382: 56,514 59,309 31,867 121,868 92,504 210,249 183,680: 15,133 41,702
Old : 225,382: 56,514 59,309 31,867 121,868 92,504 210,249 183,680: 15,133 41,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -5,985: 282 3,354 65 -5,767 -6,360 -5,420 -2,941: -565 -3,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 26.3 14.1 54.1 41.0 93.3 81.5: 6.7 18.5
Old : 100.0: 25.1 26.3 14.1 54.1 41.0 93.3 81.5: 6.7 18.5
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 : 303: 55 81 69 65 120 169 242:
Old : 303: 55 81 69 65 120 169 242:
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 : 23.5 17.5 38.1 24.3 23.5 16.6 37.4 23.0
Old : 23.5 17.5 38.1 24.3 23.5 16.6 37.4 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 21, 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 : 8,844: 2,830 4,530 510 3,693 1,688 7,033 6,728: 1,811 2,116
Old : 8,844: 2,830 4,530 510 3,693 1,688 7,033 6,728: 1,811 2,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -364: 47 144 21 -442 -519 -374 -354: 10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 51.2 5.8 41.8 19.1 79.5 76.1: 20.5 23.9
Old : 100.0: 32.0 51.2 5.8 41.8 19.1 79.5 76.1: 20.5 23.9
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 : 74: 17 29 9 20 21 43 54:
Old : 74: 17 29 9 20 21 43 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 30.6 49.8 41.8 32.7 30.0 49.6 40.6
Old : 32.7 30.6 49.8 41.8 32.7 30.0 49.6 40.6
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 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 22,519: 8,072 9,726 1,412 8,793 3,114 18,277 14,252: 4,242 8,267
Old : 22,519: 8,072 9,726 1,412 8,793 3,114 18,277 14,252: 4,242 8,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -1,187: 432 52 -732 -724 -228 -1,024 -908: -163 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 43.2 6.3 39.0 13.8 81.2 63.3: 18.8 36.7
Old : 100.0: 35.8 43.2 6.3 39.0 13.8 81.2 63.3: 18.8 36.7
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 : 108: 22 34 20 38 22 74 65:
Old : 108: 22 34 20 38 22 74 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 25.9 37.3 33.5 26.0 24.6 37.3 31.6
Old : 26.0 25.9 37.3 33.5 26.0 24.6 37.3 31.6
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 21, 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 : 111,438: 20,698 33,093 3,162 64,022 53,851 87,882 90,106: 23,556 21,332
Old : 111,438: 20,698 33,093 3,162 64,022 53,851 87,882 90,106: 23,556 21,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 13,143: 4,478 -1,011 -38 7,357 11,209 11,797 10,160: 1,346 2,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.7 2.8 57.5 48.3 78.9 80.9: 21.1 19.1
Old : 100.0: 18.6 29.7 2.8 57.5 48.3 78.9 80.9: 21.1 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 : 74: 25 19 7 15 20 42 44:
Old : 74: 25 19 7 15 20 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 41.6 60.9 54.3 52.1 41.5 59.8 54.3
Old : 53.1 41.6 60.9 54.3 52.1 41.5 59.8 54.3
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 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 39,838: 3,953 19,875 241 24,900 5,372 29,094 25,488: 10,744 14,350
Old : 39,838: 3,953 19,875 241 24,900 5,372 29,094 25,488: 10,744 14,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,536: -1,269 1,571 172 1,722 -4,540 625 -2,797: 911 4,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 49.9 0.6 62.5 13.5 73.0 64.0: 27.0 36.0
Old : 100.0: 9.9 49.9 0.6 62.5 13.5 73.0 64.0: 27.0 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 : 40: 7 18 4 10 8 17 30:
Old : 40: 7 18 4 10 8 17 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 : 52.9 23.7 65.8 36.5 52.5 23.7 64.9 36.5
Old : 52.9 23.7 65.8 36.5 52.5 23.7 64.9 36.5
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 21, 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 : 43,587: 5,746 5,317 0 34,917 34,343 40,663 39,660: 2,924 3,927
Old : 43,587: 5,746 5,317 0 34,917 34,343 40,663 39,660: 2,924 3,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -1,376: -2,548 124 0 720 -2,733 -1,828 -2,609: 452 1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.2 0.0 80.1 78.8 93.3 91.0: 6.7 9.0
Old : 100.0: 13.2 12.2 0.0 80.1 78.8 93.3 91.0: 6.7 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 : 48: 10 18 0 12 11 22 29:
Old : 48: 10 18 0 12 11 22 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 : 64.9 75.1 81.8 80.6 46.5 54.8 59.3 58.9
Old : 64.9 75.1 81.8 80.6 46.5 54.8 59.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 21, 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 : 116,248: 16,095 52,796 171 86,050 35,400 102,316 88,367: 13,932 27,881
Old : 116,248: 16,095 52,796 171 86,050 35,400 102,316 88,367: 13,932 27,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 15,066: 291 5,519 65 9,670 3,688 10,026 9,272: 5,040 5,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 45.4 0.1 74.0 30.5 88.0 76.0: 12.0 24.0
Old : 100.0: 13.8 45.4 0.1 74.0 30.5 88.0 76.0: 12.0 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 : 66: 8 32 3 16 18 24 53:
Old : 66: 8 32 3 16 18 24 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 34.4 73.9 46.1 53.0 33.7 71.9 45.4
Old : 54.4 34.4 73.9 46.1 53.0 33.7 71.9 45.4
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 21, 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 : 138,768: 51,441 21,320 194 54,077 100,011 105,712 121,525: 33,056 17,243
Old : 138,768: 51,441 21,320 194 54,077 100,011 105,712 121,525: 33,056 17,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 5,785: -268 -485 -3 -823 -545 -1,094 -1,033: 6,879 6,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 15.4 0.1 39.0 72.1 76.2 87.6: 23.8 12.4
Old : 100.0: 37.1 15.4 0.1 39.0 72.1 76.2 87.6: 23.8 12.4
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 : 89: 36 25 5 16 18 55 45:
Old : 89: 36 25 5 16 18 55 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 43.0 45.3 64.8 34.3 42.9 45.2 62.4
Old : 34.3 43.0 45.3 64.8 34.3 42.9 45.2 62.4
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 21, 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 : 184,062: 23,536 54,156 2,736 94,815 61,489 121,087 118,381: 62,975 65,681
Old : 184,062: 23,536 54,156 2,736 94,815 61,489 121,087 118,381: 62,975 65,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 8,252: -738 -218 162 -7,465 -4,462 -8,041 -4,518: 16,293 12,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 29.4 1.5 51.5 33.4 65.8 64.3: 34.2 35.7
Old : 100.0: 12.8 29.4 1.5 51.5 33.4 65.8 64.3: 34.2 35.7
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 : 110: 28 41 13 24 31 59 78:
Old : 110: 28 41 13 24 31 59 78:
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 : 30.5 22.9 43.6 32.5 22.8 14.8 33.0 22.2
Old : 30.5 22.9 43.6 32.5 22.8 14.8 33.0 22.2
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 21, 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 : 18,222: 2,317 6,488 0 14,609 9,487 16,926 15,975: 1,296 2,247
Old : 18,222: 2,317 6,488 0 14,609 9,487 16,926 15,975: 1,296 2,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -286: -49 -438 0 -182 -303 -231 -741: -55 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 35.6 0.0 80.2 52.1 92.9 87.7: 7.1 12.3
Old : 100.0: 12.7 35.6 0.0 80.2 52.1 92.9 87.7: 7.1 12.3
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 : 25: 2 6 0 12 7 14 13:
Old : 25: 2 6 0 12 7 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 : 68.0 65.6 84.7 79.9 68.0 65.6 82.6 79.9
Old : 68.0 65.6 84.7 79.9 68.0 65.6 82.6 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 21, 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 : 8,137,637: 1,085,105 412,890 514,214 5,628,600 6,418,561 7,227,919 7,345,665: 909,718 791,972
Old : 8,137,637: 1,085,105 412,890 514,214 5,628,600 6,418,561 7,227,919 7,345,665: 909,718 791,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 38,484: 53,398 -38,985 25,975 -84,074 31,862 -4,701 18,852: 43,185 19,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.1 6.3 69.2 78.9 88.8 90.3: 11.2 9.7
Old : 100.0: 13.3 5.1 6.3 69.2 78.9 88.8 90.3: 11.2 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 : 217: 57 34 70 108 105 203 184:
Old : 217: 57 34 70 108 105 203 184:
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 : 36.3 34.3 45.0 50.2 33.8 28.0 40.5 40.5
Old : 36.3 34.3 45.0 50.2 33.8 28.0 40.5 40.5
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 21, 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 : 649,072: 125,177 58,229 3,687 426,537 467,141 555,401 529,057: 93,671 120,015
Old : 649,072: 125,177 58,229 3,687 426,537 467,141 555,401 529,057: 93,671 120,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 3,077: 6,826 12,072 401 11,604 16,896 18,831 29,369: -15,754 -26,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 9.0 0.6 65.7 72.0 85.6 81.5: 14.4 18.5
Old : 100.0: 19.3 9.0 0.6 65.7 72.0 85.6 81.5: 14.4 18.5
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 : 196: 47 32 16 85 67 142 105:
Old : 196: 47 32 16 85 67 142 105:
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 : 20.6 26.6 30.9 39.3 18.0 25.5 28.3 38.1
Old : 20.6 26.6 30.9 39.3 18.0 25.5 28.3 38.1
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 - Futures Only, October 21, 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 : 3,023,160: 477,816 617,638 70,047 1,860,705 2,138,695 2,408,568 2,826,380: 614,592 196,780
Old : 3,023,160: 477,816 617,638 70,047 1,860,705 2,138,695 2,408,568 2,826,380: 614,592 196,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -166,335: -71,382 -98,051 17,585 16,858 54,071 -36,939 -26,395: -129,396 -139,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 20.4 2.3 61.5 70.7 79.7 93.5: 20.3 6.5
Old : 100.0: 15.8 20.4 2.3 61.5 70.7 79.7 93.5: 20.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 90 105 46 136 127 255 249:
Old : 394: 90 105 46 136 127 255 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 26.9 26.5 38.9 12.9 25.0 21.2 35.8
Old : 17.9 26.9 26.5 38.9 12.9 25.0 21.2 35.8
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 21, 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 : 111,301: 17,521 18,548 1,045 82,959 88,955 101,525 108,548: 9,776 2,753
Old : 111,301: 17,521 18,548 1,045 82,959 88,955 101,525 108,548: 9,776 2,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 5,672: 2,127 334 424 3,352 5,631 5,903 6,389: -231 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.7 0.9 74.5 79.9 91.2 97.5: 8.8 2.5
Old : 100.0: 15.7 16.7 0.9 74.5 79.9 91.2 97.5: 8.8 2.5
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 : 89: 9 10 2 44 39 53 51:
Old : 89: 9 10 2 44 39 53 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 : 30.5 53.0 50.4 66.6 27.9 53.0 47.5 66.6
Old : 30.5 53.0 50.4 66.6 27.9 53.0 47.5 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 21, 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 : 32,655: 3,697 2,578 303 24,236 23,405 28,236 26,286: 4,419 6,369
Old : 32,655: 3,697 2,578 303 24,236 23,405 28,236 26,286: 4,419 6,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 6,501: 915 -566 53 5,111 6,475 6,079 5,962: 422 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.9 0.9 74.2 71.7 86.5 80.5: 13.5 19.5
Old : 100.0: 11.3 7.9 0.9 74.2 71.7 86.5 80.5: 13.5 19.5
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 : 43: 9 5 1 20 18 30 23:
Old : 43: 9 5 1 20 18 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 46.4 58.4 62.5 35.9 37.0 50.6 50.8
Old : 41.2 46.4 58.4 62.5 35.9 37.0 50.6 50.8
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 21, 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 : 407,292: 85,645 127,586 3,070 272,411 248,872 361,126 379,528: 46,166 27,764
Old : 407,292: 85,645 127,586 3,070 272,411 248,872 361,126 379,528: 46,166 27,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 19,624: -10,973 12,469 519 11,517 -5,292 1,063 7,696: 18,561 11,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 31.3 0.8 66.9 61.1 88.7 93.2: 11.3 6.8
Old : 100.0: 21.0 31.3 0.8 66.9 61.1 88.7 93.2: 11.3 6.8
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 : 207: 44 60 9 58 58 107 122:
Old : 207: 44 60 9 58 58 107 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 24.7 52.4 38.0 35.3 24.3 49.0 34.5
Old : 38.7 24.7 52.4 38.0 35.3 24.3 49.0 34.5
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 21, 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 : 57,785: 6,711 13,945 5 31,073 21,728 37,789 35,678: 19,996 22,107
Old : 57,785: 6,711 13,945 5 31,073 21,728 37,789 35,678: 19,996 22,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 10,389: -800 -539 0 3,886 1,517 3,086 978: 7,303 9,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 24.1 0.0 53.8 37.6 65.4 61.7: 34.6 38.3
Old : 100.0: 11.6 24.1 0.0 53.8 37.6 65.4 61.7: 34.6 38.3
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 : 42: 10 15 1 7 14 18 29:
Old : 42: 10 15 1 7 14 18 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 : 46.3 33.7 59.3 42.9 45.9 33.7 58.8 42.9
Old : 46.3 33.7 59.3 42.9 45.9 33.7 58.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 21, 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 : 62,460: 10,613 16,617 5 43,100 38,218 53,718 54,840: 8,742 7,620
Old : 62,460: 10,613 16,617 5 43,100 38,218 53,718 54,840: 8,742 7,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -3,147: -3,217 -811 -135 1,383 854 -1,969 -92: -1,178 -3,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 26.6 0.0 69.0 61.2 86.0 87.8: 14.0 12.2
Old : 100.0: 17.0 26.6 0.0 69.0 61.2 86.0 87.8: 14.0 12.2
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 : 74: 20 15 1 17 24 37 40:
Old : 74: 20 15 1 17 24 37 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 : 43.7 40.6 61.2 58.2 43.7 36.0 58.9 53.2
Old : 43.7 40.6 61.2 58.2 43.7 36.0 58.9 53.2
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 21, 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 : 82,433: 15,675 9,836 555 31,782 58,198 48,012 68,589: 34,421 13,844
Old : 82,433: 15,675 9,836 555 31,782 58,198 48,012 68,589: 34,421 13,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -4,341: 1,225 -8,991 -370 1,092 7,742 1,947 -1,619: -6,288 -2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.9 0.7 38.6 70.6 58.2 83.2: 41.8 16.8
Old : 100.0: 19.0 11.9 0.7 38.6 70.6 58.2 83.2: 41.8 16.8
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: 15 11 3 20 32 37 44:
Old : 73: 15 11 3 20 32 37 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 33.4 40.9 50.7 26.1 33.4 36.3 50.3
Old : 29.7 33.4 40.9 50.7 26.1 33.4 36.3 50.3
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 21, 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 : 20,259: 2,681 5,548 206 16,198 13,303 19,085 19,057: 1,174 1,202
Old : 20,259: 2,681 5,548 206 16,198 13,303 19,085 19,057: 1,174 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 712: -48 410 -55 598 382 495 737: 217 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 27.4 1.0 80.0 65.7 94.2 94.1: 5.8 5.9
Old : 100.0: 13.2 27.4 1.0 80.0 65.7 94.2 94.1: 5.8 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 : 31: 5 6 2 11 11 17 18:
Old : 31: 5 6 2 11 11 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 : 65.9 55.2 80.6 80.1 64.7 55.2 77.8 79.3
Old : 65.9 55.2 80.6 80.1 64.7 55.2 77.8 79.3
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 21, 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 : 14,949: 5,857 2,013 0 8,463 12,482 14,320 14,495: 629 454
Old : 14,949: 5,857 2,013 0 8,463 12,482 14,320 14,495: 629 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -1,618: -62 616 -385 -17 -813 -464 -582: -1,154 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 13.5 0.0 56.6 83.5 95.8 97.0: 4.2 3.0
Old : 100.0: 39.2 13.5 0.0 56.6 83.5 95.8 97.0: 4.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 9 0 7 4 15 13:
Old : 26: 8 9 0 7 4 15 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 : 68.2 87.5 83.9 92.5 66.7 87.5 82.4 92.0
Old : 68.2 87.5 83.9 92.5 66.7 87.5 82.4 92.0
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 21, 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 : 9,613: 885 736 429 7,823 6,097 9,137 7,262: 476 2,351
Old : 9,613: 885 736 429 7,823 6,097 9,137 7,262: 476 2,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 305: 195 0 0 210 249 405 249: -100 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.7 4.5 81.4 63.4 95.0 75.5: 5.0 24.5
Old : 100.0: 9.2 7.7 4.5 81.4 63.4 95.0 75.5: 5.0 24.5
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 : 23: 4 3 1 11 12 16 15:
Old : 23: 4 3 1 11 12 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 : 69.7 48.8 84.1 62.9 69.1 45.5 80.2 57.3
Old : 69.7 48.8 84.1 62.9 69.1 45.5 80.2 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2008