MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 11, 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 : 36,700: 3,524 5,487 868 28,844 20,506 33,236 26,861: 3,464 9,839
Old : 36,700: 3,524 5,487 868 28,844 20,506 33,236 26,861: 3,464 9,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,462: 149 -269 298 768 568 1,215 597: 247 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 15.0 2.4 78.6 55.9 90.6 73.2: 9.4 26.8
Old : 100.0: 9.6 15.0 2.4 78.6 55.9 90.6 73.2: 9.4 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 : 67: 10 18 11 22 26 36 51:
Old : 67: 10 18 11 22 26 36 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 : 53.3 27.4 70.2 41.6 53.3 26.3 68.9 40.4
Old : 53.3 27.4 70.2 41.6 53.3 26.3 68.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 11, 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 : 166,638: 42,106 32,084 30,244 78,433 76,374 150,783 138,702: 15,855 27,936
Old : 166,107: 42,177 32,043 30,173 78,005 76,249 150,355 138,465: 15,752 27,642
Other: 531: 0 112 0 428 125 428 237: 103 294
: : :
: : Changes in Commitments from: November 4, 2008 :
: -3,069: 1,385 2,182 -1,289 -3,322 -4,772 -3,226 -3,879: 157 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.3 18.1 47.1 45.8 90.5 83.2: 9.5 16.8
Old : 100.0: 25.4 19.3 18.2 47.0 45.9 90.5 83.4: 9.5 16.6
Other: 100.0: 0.0 21.1 0.0 80.6 23.5 80.6 44.6: 19.4 55.4
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 55 66 74 37 51 135 165:
Old : 207: 56 65 74 37 51 135 165:
Other: 12: 0 4 0 5 4 5 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 23.7 43.1 31.5 25.3 21.5 40.6 29.0
Old : 27.9 23.8 43.3 31.6 25.3 21.6 40.7 29.1
Other: 80.2 39.2 80.6 44.6 80.2 38.8 80.2 44.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 212,279: 53,304 52,222 29,791 113,000 89,766 196,095 171,779: 16,184 40,500
Old : 212,279: 53,304 52,222 29,791 113,000 89,766 196,095 171,779: 16,184 40,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -4,189: -275 -1,892 -6,413 -63 2,047 -6,751 -6,258: 2,562 2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 24.6 14.0 53.2 42.3 92.4 80.9: 7.6 19.1
Old : 100.0: 25.1 24.6 14.0 53.2 42.3 92.4 80.9: 7.6 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 : 287: 54 70 70 66 125 167 231:
Old : 287: 54 70 70 66 125 167 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 15.8 38.5 22.1 23.7 15.6 37.6 21.5
Old : 23.7 15.8 38.5 22.1 23.7 15.6 37.6 21.5
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, November 11, 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 : 7,622: 2,854 3,703 730 2,620 1,481 6,204 5,914: 1,418 1,708
Old : 7,622: 2,854 3,703 730 2,620 1,481 6,204 5,914: 1,418 1,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -642: 370 -131 -215 -558 -40 -403 -386: -239 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 48.6 9.6 34.4 19.4 81.4 77.6: 18.6 22.4
Old : 100.0: 37.4 48.6 9.6 34.4 19.4 81.4 77.6: 18.6 22.4
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 : 63: 15 21 7 17 18 36 43:
Old : 63: 15 21 7 17 18 36 43:
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 : 36.1 32.2 53.3 46.5 36.1 32.0 50.7 42.6
Old : 36.1 32.2 53.3 46.5 36.1 32.0 50.7 42.6
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, November 11, 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 : 19,020: 7,961 7,320 882 6,714 2,910 15,557 11,112: 3,463 7,908
Old : 19,020: 7,961 7,320 882 6,714 2,910 15,557 11,112: 3,463 7,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -246: -143 -481 -254 23 341 -374 -394: 128 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 38.5 4.6 35.3 15.3 81.8 58.4: 18.2 41.6
Old : 100.0: 41.9 38.5 4.6 35.3 15.3 81.8 58.4: 18.2 41.6
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 : 87: 21 27 14 29 15 62 45:
Old : 87: 21 27 14 29 15 62 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 : 31.1 26.8 43.2 34.8 31.0 25.4 43.1 32.2
Old : 31.1 26.8 43.2 34.8 31.0 25.4 43.1 32.2
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, November 11, 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 : 98,146: 16,067 19,312 3,559 54,695 56,699 74,321 79,570: 23,825 18,576
Old : 98,146: 16,067 19,312 3,559 54,695 56,699 74,321 79,570: 23,825 18,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -9,641: -1,078 -5,327 -261 -2,527 1,310 -3,866 -4,278: -5,775 -5,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 19.7 3.6 55.7 57.8 75.7 81.1: 24.3 18.9
Old : 100.0: 16.4 19.7 3.6 55.7 57.8 75.7 81.1: 24.3 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 21 19 11 12 22 38 48:
Old : 68: 21 19 11 12 22 38 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 : 51.6 40.3 59.7 51.6 49.4 40.1 57.5 51.4
Old : 51.6 40.3 59.7 51.6 49.4 40.1 57.5 51.4
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, November 11, 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 : 39,893: 4,826 14,982 505 25,049 9,713 30,380 25,200: 9,513 14,693
Old : 39,893: 4,826 14,982 505 25,049 9,713 30,380 25,200: 9,513 14,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -1,510: -2,590 365 4 2,132 -2,232 -454 -1,863: -1,056 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 37.6 1.3 62.8 24.3 76.2 63.2: 23.8 36.8
Old : 100.0: 12.1 37.6 1.3 62.8 24.3 76.2 63.2: 23.8 36.8
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 : 44: 9 17 3 12 11 21 31:
Old : 44: 9 17 3 12 11 21 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 25.6 63.3 38.3 50.2 25.6 61.0 38.3
Old : 51.6 25.6 63.3 38.3 50.2 25.6 61.0 38.3
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, November 11, 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 : 41,277: 3,739 6,074 141 35,172 31,428 39,052 37,643: 2,225 3,634
Old : 41,277: 3,739 6,074 141 35,172 31,428 39,052 37,643: 2,225 3,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -2,532: 393 -1,831 133 -3,010 -780 -2,484 -2,478: -48 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.7 0.3 85.2 76.1 94.6 91.2: 5.4 8.8
Old : 100.0: 9.1 14.7 0.3 85.2 76.1 94.6 91.2: 5.4 8.8
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 : 45: 11 11 1 14 13 25 25:
Old : 45: 11 11 1 14 13 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 77.3 81.4 83.6 49.0 64.2 64.2 68.8
Old : 65.8 77.3 81.4 83.6 49.0 64.2 64.2 68.8
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, November 11, 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 : 110,560: 5,967 45,805 426 93,539 40,942 99,932 87,173: 10,628 23,387
Old : 110,560: 5,967 45,805 426 93,539 40,942 99,932 87,173: 10,628 23,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -5,116: -6,581 -2,008 108 2,153 -4,752 -4,320 -6,652: -796 1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 41.4 0.4 84.6 37.0 90.4 78.8: 9.6 21.2
Old : 100.0: 5.4 41.4 0.4 84.6 37.0 90.4 78.8: 9.6 21.2
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 : 63: 5 34 4 14 18 21 54:
Old : 63: 5 34 4 14 18 21 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 : 70.9 39.2 82.2 48.8 69.5 38.4 80.5 47.3
Old : 70.9 39.2 82.2 48.8 69.5 38.4 80.5 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 11, 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 : 130,102: 46,353 21,842 372 61,251 96,455 107,976 118,669: 22,126 11,433
Old : 130,102: 46,353 21,842 372 61,251 96,455 107,976 118,669: 22,126 11,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 602: -419 1,564 136 6,899 4,780 6,616 6,480: -6,014 -5,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 16.8 0.3 47.1 74.1 83.0 91.2: 17.0 8.8
Old : 100.0: 35.6 16.8 0.3 47.1 74.1 83.0 91.2: 17.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 33 24 6 17 19 55 44:
Old : 87: 33 24 6 17 19 55 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 : 38.6 50.5 53.0 66.9 38.6 48.3 52.9 64.5
Old : 38.6 50.5 53.0 66.9 38.6 48.3 52.9 64.5
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, November 11, 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 : 170,226: 25,967 46,588 2,821 92,836 63,077 121,624 112,486: 48,602 57,740
Old : 170,226: 25,967 46,588 2,821 92,836 63,077 121,624 112,486: 48,602 57,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 618: -1,858 -2,670 -92 5,745 2,141 3,795 -621: -3,177 1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 27.4 1.7 54.5 37.1 71.4 66.1: 28.6 33.9
Old : 100.0: 15.3 27.4 1.7 54.5 37.1 71.4 66.1: 28.6 33.9
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 : 122: 34 44 16 23 34 67 84:
Old : 122: 34 44 16 23 34 67 84:
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 : 31.9 19.6 45.2 27.8 25.8 10.5 34.6 16.8
Old : 31.9 19.6 45.2 27.8 25.8 10.5 34.6 16.8
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, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 19,041: 2,878 4,244 0 14,668 12,449 17,546 16,693: 1,495 2,348
Old : 19,041: 2,878 4,244 0 14,668 12,449 17,546 16,693: 1,495 2,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 540: -29 405 0 438 72 409 477: 131 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 22.3 0.0 77.0 65.4 92.1 87.7: 7.9 12.3
Old : 100.0: 15.1 22.3 0.0 77.0 65.4 92.1 87.7: 7.9 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 : 27: 3 6 0 14 7 17 13:
Old : 27: 3 6 0 14 7 17 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 : 63.2 63.2 81.9 80.5 63.2 63.2 79.9 80.1
Old : 63.2 63.2 81.9 80.5 63.2 63.2 79.9 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 11, 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 : 8,289,696: 1,191,403 412,941 566,725 5,741,626 6,656,823 7,499,754 7,636,489: 789,942 653,207
Old : 8,289,696: 1,191,403 412,941 566,725 5,741,626 6,656,823 7,499,754 7,636,489: 789,942 653,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 37,611: 169,688 -8,397 47,009 -132,612 43,888 84,085 82,500: -46,474 -44,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.0 6.8 69.3 80.3 90.5 92.1: 9.5 7.9
Old : 100.0: 14.4 5.0 6.8 69.3 80.3 90.5 92.1: 9.5 7.9
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 : 225: 61 32 72 116 111 209 193:
Old : 225: 61 32 72 116 111 209 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 37.9 44.3 53.9 34.7 32.4 40.7 44.8
Old : 35.9 37.9 44.3 53.9 34.7 32.4 40.7 44.8
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, November 11, 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 : 625,305: 91,299 67,899 4,298 438,332 470,398 533,929 542,595: 91,376 82,710
Old : 625,305: 91,299 67,899 4,298 438,332 470,398 533,929 542,595: 91,376 82,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 9,746: 2,006 2,908 430 11,637 10,193 14,073 13,531: -4,327 -3,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 10.9 0.7 70.1 75.2 85.4 86.8: 14.6 13.2
Old : 100.0: 14.6 10.9 0.7 70.1 75.2 85.4 86.8: 14.6 13.2
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 : 192: 41 36 16 88 67 140 108:
Old : 192: 41 36 16 88 67 140 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 26.6 30.5 39.7 17.4 24.8 27.4 37.8
Old : 20.0 26.6 30.5 39.7 17.4 24.8 27.4 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 11, 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 : 3,042,768: 501,669 361,102 61,285 2,050,819 2,430,828 2,613,773 2,853,215: 428,995 189,553
Old : 3,042,768: 501,669 361,102 61,285 2,050,819 2,430,828 2,613,773 2,853,215: 428,995 189,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 146,495: 46,616 -30,129 -6,682 129,021 201,219 168,955 164,408: -22,460 -17,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 11.9 2.0 67.4 79.9 85.9 93.8: 14.1 6.2
Old : 100.0: 16.5 11.9 2.0 67.4 79.9 85.9 93.8: 14.1 6.2
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 : 411: 107 90 34 149 130 270 240:
Old : 411: 107 90 34 149 130 270 240:
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 : 16.9 30.7 25.6 43.6 11.5 28.5 19.9 40.4
Old : 16.9 30.7 25.6 43.6 11.5 28.5 19.9 40.4
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, November 11, 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 : 110,718: 19,457 16,979 783 82,899 91,712 103,139 109,474: 7,579 1,244
Old : 110,718: 19,457 16,979 783 82,899 91,712 103,139 109,474: 7,579 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,688: 1,156 -906 -230 880 2,661 1,806 1,525: -118 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.3 0.7 74.9 82.8 93.2 98.9: 6.8 1.1
Old : 100.0: 17.6 15.3 0.7 74.9 82.8 93.2 98.9: 6.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 8 11 1 43 36 51 48:
Old : 87: 8 11 1 43 36 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 56.3 53.8 70.1 31.6 56.3 51.7 70.1
Old : 33.1 56.3 53.8 70.1 31.6 56.3 51.7 70.1
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, November 11, 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 : 31,051: 4,572 1,732 368 22,270 21,423 27,210 23,523: 3,841 7,528
Old : 31,051: 4,572 1,732 368 22,270 21,423 27,210 23,523: 3,841 7,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 351: -324 791 368 291 621 335 1,780: 16 -1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 5.6 1.2 71.7 69.0 87.6 75.8: 12.4 24.2
Old : 100.0: 14.7 5.6 1.2 71.7 69.0 87.6 75.8: 12.4 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 6 1 20 15 29 21:
Old : 40: 8 6 1 20 15 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 51.7 58.8 64.6 39.6 41.8 52.5 52.3
Old : 41.3 51.7 58.8 64.6 39.6 41.8 52.5 52.3
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, November 11, 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 : 363,166: 66,082 71,264 2,827 239,601 258,971 308,510 333,062: 54,656 30,104
Old : 363,166: 66,082 71,264 2,827 239,601 258,971 308,510 333,062: 54,656 30,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 11,770: 7,072 8,346 -2,502 7,809 -1,161 12,379 4,683: -609 7,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.6 0.8 66.0 71.3 85.0 91.7: 15.0 8.3
Old : 100.0: 18.2 19.6 0.8 66.0 71.3 85.0 91.7: 15.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 37 53 12 55 63 100 120:
Old : 195: 37 53 12 55 63 100 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 23.0 50.1 36.7 37.0 20.8 47.7 33.5
Old : 39.1 23.0 50.1 36.7 37.0 20.8 47.7 33.5
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, November 11, 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 : 65,790: 7,314 15,918 355 45,269 35,476 52,938 51,749: 12,852 14,041
Old : 65,790: 7,314 15,918 355 45,269 35,476 52,938 51,749: 12,852 14,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -1,429: -3,309 -218 51 1,403 -1,248 -1,855 -1,415: 426 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 24.2 0.5 68.8 53.9 80.5 78.7: 19.5 21.3
Old : 100.0: 11.1 24.2 0.5 68.8 53.9 80.5 78.7: 19.5 21.3
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: 8 15 3 8 16 19 31:
Old : 42: 8 15 3 8 16 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 44.7 74.1 57.9 65.9 44.6 73.7 57.8
Old : 66.3 44.7 74.1 57.9 65.9 44.6 73.7 57.8
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, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 64,387: 11,238 12,808 0 45,962 43,746 57,200 56,554: 7,187 7,833
Old : 64,387: 11,238 12,808 0 45,962 43,746 57,200 56,554: 7,187 7,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,177: 189 347 -12 1,181 861 1,358 1,196: -181 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.9 0.0 71.4 67.9 88.8 87.8: 11.2 12.2
Old : 100.0: 17.5 19.9 0.0 71.4 67.9 88.8 87.8: 11.2 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 : 71: 13 13 0 20 28 33 41:
Old : 71: 13 13 0 20 28 33 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 42.9 61.7 56.8 44.9 39.5 61.3 53.4
Old : 44.9 42.9 61.7 56.8 44.9 39.5 61.3 53.4
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, November 11, 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 : 93,747: 13,775 10,554 3,766 34,647 69,966 52,188 84,286: 41,559 9,461
Old : 93,747: 13,775 10,554 3,766 34,647 69,966 52,188 84,286: 41,559 9,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 4,601: 311 702 2,133 1,568 4,627 4,012 7,462: 589 -2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.3 4.0 37.0 74.6 55.7 89.9: 44.3 10.1
Old : 100.0: 14.7 11.3 4.0 37.0 74.6 55.7 89.9: 44.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 16 9 3 16 31 33 42:
Old : 68: 16 9 3 16 31 33 42:
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 : 28.9 36.4 41.5 52.9 25.4 36.4 34.8 52.3
Old : 28.9 36.4 41.5 52.9 25.4 36.4 34.8 52.3
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, November 11, 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 : 25,269: 4,150 8,112 281 19,524 15,230 23,955 23,623: 1,314 1,646
Old : 25,269: 4,150 8,112 281 19,524 15,230 23,955 23,623: 1,314 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 344: -401 183 -13 406 -17 -8 153: 352 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 32.1 1.1 77.3 60.3 94.8 93.5: 5.2 6.5
Old : 100.0: 16.4 32.1 1.1 77.3 60.3 94.8 93.5: 5.2 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 : 30: 5 6 2 9 12 15 19:
Old : 30: 5 6 2 9 12 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 53.6 85.2 76.5 70.9 53.6 83.2 76.2
Old : 71.8 53.6 85.2 76.5 70.9 53.6 83.2 76.2
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, November 11, 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 : 16,438: 6,033 1,547 1 8,138 13,134 14,172 14,682: 2,266 1,756
Old : 16,438: 6,033 1,547 1 8,138 13,134 14,172 14,682: 2,266 1,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 642: -551 -303 1 -242 -298 -792 -600: 1,434 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 9.4 0.0 49.5 79.9 86.2 89.3: 13.8 10.7
Old : 100.0: 36.7 9.4 0.0 49.5 79.9 86.2 89.3: 13.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 8 1 5 3 11 12:
Old : 21: 6 8 1 5 3 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 82.5 81.0 86.7 67.2 82.5 79.9 86.6
Old : 68.2 82.5 81.0 86.7 67.2 82.5 79.9 86.6
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, November 11, 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 : 10,129: 849 736 429 8,327 5,571 9,605 6,736: 524 3,393
Old : 10,129: 849 736 429 8,327 5,571 9,605 6,736: 524 3,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 263: 0 0 0 241 -300 241 -300: 22 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 7.3 4.2 82.2 55.0 94.8 66.5: 5.2 33.5
Old : 100.0: 8.4 7.3 4.2 82.2 55.0 94.8 66.5: 5.2 33.5
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 13 9 18 12:
Old : 23: 4 3 1 13 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 48.5 81.3 60.6 66.3 44.1 78.9 53.1
Old : 66.9 48.5 81.3 60.6 66.3 44.1 78.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2007