MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 22, 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 : 37,805: 3,286 6,202 1,410 30,477 19,637 35,173 27,249: 2,632 10,556
Old : 37,805: 3,286 6,202 1,410 30,477 19,637 35,173 27,249: 2,632 10,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 796: 61 233 157 504 -47 722 343: 74 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 16.4 3.7 80.6 51.9 93.0 72.1: 7.0 27.9
Old : 100.0: 8.7 16.4 3.7 80.6 51.9 93.0 72.1: 7.0 27.9
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 : 72: 10 20 11 23 27 37 55:
Old : 72: 10 20 11 23 27 37 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 25.8 70.1 40.1 55.2 23.8 68.7 37.5
Old : 55.2 25.8 70.1 40.1 55.2 23.8 68.7 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 22, 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 : 155,243: 37,727 35,076 26,874 74,020 68,018 138,621 129,968: 16,622 25,275
Old : 154,316: 37,651 34,973 26,856 73,464 67,489 137,971 129,318: 16,345 24,998
Other: 927: 94 121 0 556 529 650 650: 277 277
: : :
: : Changes in Commitments from: December 16, 2008 :
: -439: 169 1,307 -1,123 -726 -2,630 -1,680 -2,446: 1,241 2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 22.6 17.3 47.7 43.8 89.3 83.7: 10.7 16.3
Old : 100.0: 24.4 22.7 17.4 47.6 43.7 89.4 83.8: 10.6 16.2
Other: 100.0: 10.1 13.1 0.0 60.0 57.1 70.1 70.1: 29.9 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 37 75 61 42 51 123 155:
Old : 190: 36 76 60 42 51 123 154:
Other: 26: 2 8 0 9 11 11 19:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 20.8 42.4 29.9 24.5 18.4 39.0 26.2
Old : 27.0 20.8 42.6 29.9 24.7 18.4 39.2 26.2
Other: 57.1 42.3 67.9 57.6 57.1 41.2 64.9 55.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 22, 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 : 212,399: 44,769 55,472 37,427 113,605 83,313 195,801 176,212: 16,598 36,187
Old : 212,399: 44,769 55,472 37,427 113,605 83,313 195,801 176,212: 16,598 36,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 174: -177 482 594 412 218 829 1,294: -655 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 26.1 17.6 53.5 39.2 92.2 83.0: 7.8 17.0
Old : 100.0: 21.1 26.1 17.6 53.5 39.2 92.2 83.0: 7.8 17.0
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 : 281: 49 71 67 67 125 157 234:
Old : 281: 49 71 67 67 125 157 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 15.0 35.9 22.2 21.6 14.9 34.9 20.9
Old : 21.6 15.0 35.9 22.2 21.6 14.9 34.9 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 22, 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 : 8,158: 2,601 3,763 868 3,272 1,818 6,741 6,449: 1,417 1,709
Old : 8,158: 2,601 3,763 868 3,272 1,818 6,741 6,449: 1,417 1,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -14: -110 -544 104 90 630 84 190: -98 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 46.1 10.6 40.1 22.3 82.6 79.1: 17.4 20.9
Old : 100.0: 31.9 46.1 10.6 40.1 22.3 82.6 79.1: 17.4 20.9
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: 17 21 8 19 23 41 48:
Old : 68: 17 21 8 19 23 41 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 : 35.0 31.4 55.0 46.3 33.9 31.4 51.0 43.0
Old : 35.0 31.4 55.0 46.3 33.9 31.4 51.0 43.0
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, December 22, 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 : 20,169: 6,935 7,314 1,947 7,439 3,018 16,321 12,279: 3,848 7,890
Old : 20,169: 6,935 7,314 1,947 7,439 3,018 16,321 12,279: 3,848 7,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -694: 145 -724 -265 -68 545 -188 -444: -506 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 36.3 9.7 36.9 15.0 80.9 60.9: 19.1 39.1
Old : 100.0: 34.4 36.3 9.7 36.9 15.0 80.9 60.9: 19.1 39.1
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 : 98: 18 29 20 29 25 64 62:
Old : 98: 18 29 20 29 25 64 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 23.3 40.0 29.7 27.4 22.2 39.5 27.3
Old : 27.8 23.3 40.0 29.7 27.4 22.2 39.5 27.3
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, December 22, 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 : 43,701: 9,345 19,375 779 13,793 8,485 23,917 28,639: 19,784 15,062
Old : 43,701: 9,345 19,375 779 13,793 8,485 23,917 28,639: 19,784 15,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -41,712: -1,384 1,898 -2,272 -33,856 -37,942 -37,512 -38,316: -4,200 -3,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 44.3 1.8 31.6 19.4 54.7 65.5: 45.3 34.5
Old : 100.0: 21.4 44.3 1.8 31.6 19.4 54.7 65.5: 45.3 34.5
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 : 41: 13 15 3 7 11 20 29:
Old : 41: 13 15 3 7 11 20 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 : 35.0 29.9 45.9 43.9 33.2 29.9 43.8 43.9
Old : 35.0 29.9 45.9 43.9 33.2 29.9 43.8 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, December 22, 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 : 24,773: 4,310 8,466 305 6,309 9,244 10,924 18,015: 13,849 6,758
Old : 24,773: 4,310 8,466 305 6,309 9,244 10,924 18,015: 13,849 6,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 4,631: 2,484 1,329 -60 1,325 6,025 3,749 7,294: 882 -2,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 34.2 1.2 25.5 37.3 44.1 72.7: 55.9 27.3
Old : 100.0: 17.4 34.2 1.2 25.5 37.3 44.1 72.7: 55.9 27.3
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 : 28: 8 10 3 6 4 16 15:
Old : 28: 8 10 3 6 4 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 : 27.2 48.5 36.5 64.1 27.2 48.5 36.5 63.1
Old : 27.2 48.5 36.5 64.1 27.2 48.5 36.5 63.1
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, December 22, 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 : 13,423: 6,829 5,028 51 4,436 5,707 11,316 10,786: 2,107 2,637
Old : 13,423: 6,829 5,028 51 4,436 5,707 11,316 10,786: 2,107 2,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 2,496: 829 1,314 43 1,204 1,838 2,076 3,195: 420 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 37.5 0.4 33.0 42.5 84.3 80.4: 15.7 19.6
Old : 100.0: 50.9 37.5 0.4 33.0 42.5 84.3 80.4: 15.7 19.6
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 : 41: 12 14 2 5 10 18 25:
Old : 41: 12 14 2 5 10 18 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 : 56.9 32.4 72.9 53.9 56.7 32.4 72.7 53.9
Old : 56.9 32.4 72.9 53.9 56.7 32.4 72.7 53.9
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, December 22, 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 : 70,151: 8,817 40,447 85 37,806 12,466 46,708 52,998: 23,443 17,153
Old : 70,151: 8,817 40,447 85 37,806 12,466 46,708 52,998: 23,443 17,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 5,730: 1,617 2,847 -128 4,946 2,858 6,435 5,577: -705 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 57.7 0.1 53.9 17.8 66.6 75.5: 33.4 24.5
Old : 100.0: 12.6 57.7 0.1 53.9 17.8 66.6 75.5: 33.4 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 : 52: 10 26 4 13 9 24 38:
Old : 52: 10 26 4 13 9 24 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 39.0 52.7 52.3 38.5 38.7 51.5 52.0
Old : 39.2 39.0 52.7 52.3 38.5 38.7 51.5 52.0
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, December 22, 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 : 105,339: 56,334 16,236 102 25,419 71,267 81,855 87,605: 23,484 17,734
Old : 105,339: 56,334 16,236 102 25,419 71,267 81,855 87,605: 23,484 17,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -5,133: -3,651 -2,368 30 352 -2,743 -3,269 -5,081: -1,864 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 15.4 0.1 24.1 67.7 77.7 83.2: 22.3 16.8
Old : 100.0: 53.5 15.4 0.1 24.1 67.7 77.7 83.2: 22.3 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 : 66: 23 18 3 15 14 40 33:
Old : 66: 23 18 3 15 14 40 33:
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 : 33.8 58.0 49.3 70.0 33.8 58.0 49.3 70.0
Old : 33.8 58.0 49.3 70.0 33.8 58.0 49.3 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, December 22, 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 : 118,546: 30,977 34,622 1,399 49,358 56,185 81,734 92,206: 36,812 26,340
Old : 118,546: 30,977 34,622 1,399 49,358 56,185 81,734 92,206: 36,812 26,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -843: 179 -2,802 405 1,612 5,751 2,196 3,354: -3,039 -4,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 29.2 1.2 41.6 47.4 68.9 77.8: 31.1 22.2
Old : 100.0: 26.1 29.2 1.2 41.6 47.4 68.9 77.8: 31.1 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 35 30 9 21 24 59 60:
Old : 98: 35 30 9 21 24 59 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 38.1 38.9 49.9 28.0 37.8 36.8 49.6
Old : 29.5 38.1 38.9 49.9 28.0 37.8 36.8 49.6
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, December 22, 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 : 8,905: 2,063 3,263 0 3,904 4,274 5,967 7,537: 2,938 1,368
Old : 8,905: 2,063 3,263 0 3,904 4,274 5,967 7,537: 2,938 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -225: 3 -332 0 -137 203 -134 -129: -91 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 36.6 0.0 43.8 48.0 67.0 84.6: 33.0 15.4
Old : 100.0: 23.2 36.6 0.0 43.8 48.0 67.0 84.6: 33.0 15.4
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 : 21: 2 6 0 7 6 9 12:
Old : 21: 2 6 0 7 6 9 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 : 52.9 58.4 65.6 75.9 52.9 58.4 65.6 75.9
Old : 52.9 58.4 65.6 75.9 52.9 58.4 65.6 75.9
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, December 22, 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 : 6,696,228: 962,468 456,316 408,328 4,480,808 5,182,232 5,851,604 6,046,876: 844,624 649,352
Old : 6,696,228: 962,468 456,316 408,328 4,480,808 5,182,232 5,851,604 6,046,876: 844,624 649,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -65,221: 121,785 962 12,891 -189,152 -40,516 -54,476 -26,663: -10,745 -38,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 6.8 6.1 66.9 77.4 87.4 90.3: 12.6 9.7
Old : 100.0: 14.4 6.8 6.1 66.9 77.4 87.4 90.3: 12.6 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 : 186: 54 25 62 97 93 176 162:
Old : 186: 54 25 62 97 93 176 162:
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 : 31.4 37.2 41.4 52.9 30.5 30.3 37.3 43.1
Old : 31.4 37.2 41.4 52.9 30.5 30.3 37.3 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 22, 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 : 479,976: 43,219 21,368 4,158 326,580 389,835 373,957 415,361: 106,019 64,615
Old : 479,976: 43,219 21,368 4,158 326,580 389,835 373,957 415,361: 106,019 64,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -266,498: -25,193 -17,149 -6,005 -192,230 -228,099 -223,428 -251,253: -43,070 -15,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.5 0.9 68.0 81.2 77.9 86.5: 22.1 13.5
Old : 100.0: 9.0 4.5 0.9 68.0 81.2 77.9 86.5: 22.1 13.5
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 : 153: 27 17 10 77 65 110 86:
Old : 153: 27 17 10 77 65 110 86:
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 : 22.3 24.4 33.1 41.5 21.9 24.3 32.7 41.4
Old : 22.3 24.4 33.1 41.5 21.9 24.3 32.7 41.4
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, December 22, 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 : 2,276,969: 459,826 225,195 22,483 1,567,113 1,878,419 2,049,422 2,126,097: 227,547 150,872
Old : 2,276,969: 459,826 225,195 22,483 1,567,113 1,878,419 2,049,422 2,126,097: 227,547 150,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
:-1,537,575: -119,568 -90,323 -55,206 -1,360,330 -1,252,059 -1,535,104 -1,397,588: -2,471 -139,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.9 1.0 68.8 82.5 90.0 93.4: 10.0 6.6
Old : 100.0: 20.2 9.9 1.0 68.8 82.5 90.0 93.4: 10.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 82 70 29 131 126 223 215:
Old : 354: 82 70 29 131 126 223 215:
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 : 18.4 32.4 30.2 45.1 18.3 31.0 29.8 43.7
Old : 18.4 32.4 30.2 45.1 18.3 31.0 29.8 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 22, 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 : 114,190: 18,876 16,150 0 88,161 94,773 107,037 110,923: 7,153 3,267
Old : 114,190: 18,876 16,150 0 88,161 94,773 107,037 110,923: 7,153 3,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -23,939: -5,215 623 -1,591 -14,605 -21,380 -21,411 -22,348: -2,528 -1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.1 0.0 77.2 83.0 93.7 97.1: 6.3 2.9
Old : 100.0: 16.5 14.1 0.0 77.2 83.0 93.7 97.1: 6.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 8 8 0 44 34 52 42:
Old : 85: 8 8 0 44 34 52 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 : 34.8 54.5 54.1 66.2 32.5 54.5 51.8 66.2
Old : 34.8 54.5 54.1 66.2 32.5 54.5 51.8 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, December 22, 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 : 19,090: 2,426 3,961 33 11,378 13,360 13,837 17,354: 5,253 1,736
Old : 19,090: 2,426 3,961 33 11,378 13,360 13,837 17,354: 5,253 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -26,514: -2,780 1,985 -724 -19,273 -16,191 -22,777 -14,930: -3,737 -11,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 20.7 0.2 59.6 70.0 72.5 90.9: 27.5 9.1
Old : 100.0: 12.7 20.7 0.2 59.6 70.0 72.5 90.9: 27.5 9.1
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 : 38: 6 5 1 15 20 21 26:
Old : 38: 6 5 1 15 20 21 26:
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 : 40.7 43.8 54.1 62.2 36.1 43.8 47.0 59.1
Old : 40.7 43.8 54.1 62.2 36.1 43.8 47.0 59.1
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, December 22, 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 : 222,702: 39,089 33,221 3,906 167,176 161,518 210,171 198,645: 12,531 24,057
Old : 222,702: 39,089 33,221 3,906 167,176 161,518 210,171 198,645: 12,531 24,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -174,729: 7,038 -6,734 -26,491 -110,357 -142,648 -129,810 -175,873: -44,919 1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 14.9 1.8 75.1 72.5 94.4 89.2: 5.6 10.8
Old : 100.0: 17.6 14.9 1.8 75.1 72.5 94.4 89.2: 5.6 10.8
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 : 162: 30 35 6 52 57 86 94:
Old : 162: 30 35 6 52 57 86 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 23.9 57.6 37.4 42.7 22.8 53.0 35.7
Old : 45.6 23.9 57.6 37.4 42.7 22.8 53.0 35.7
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, December 22, 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 : 32,564: 10,581 12,017 9 9,893 10,733 20,483 22,759: 12,081 9,805
Old : 32,564: 10,581 12,017 9 9,893 10,733 20,483 22,759: 12,081 9,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,780: 4,659 1,896 9 322 1,214 4,990 3,119: -1,210 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 36.9 0.0 30.4 33.0 62.9 69.9: 37.1 30.1
Old : 100.0: 32.5 36.9 0.0 30.4 33.0 62.9 69.9: 37.1 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 9 1 7 7 18 17:
Old : 31: 11 9 1 7 7 18 17:
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 : 26.5 40.9 41.6 59.7 26.5 37.4 41.6 56.2
Old : 26.5 40.9 41.6 59.7 26.5 37.4 41.6 56.2
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, December 22, 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 : 31,471: 4,934 8,664 10 20,541 17,772 25,485 26,446: 5,986 5,025
Old : 31,471: 4,934 8,664 10 20,541 17,772 25,485 26,446: 5,986 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 634: -881 1,087 0 1,396 555 515 1,642: 119 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 27.5 0.0 65.3 56.5 81.0 84.0: 19.0 16.0
Old : 100.0: 15.7 27.5 0.0 65.3 56.5 81.0 84.0: 19.0 16.0
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 : 46: 5 12 1 15 17 21 29:
Old : 46: 5 12 1 15 17 21 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 : 50.0 41.0 62.9 55.3 50.0 40.5 62.2 54.8
Old : 50.0 41.0 62.9 55.3 50.0 40.5 62.2 54.8
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, December 22, 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 : 34,308: 9,962 11,324 117 18,566 12,641 28,645 24,082: 5,663 10,226
Old : 34,308: 9,962 11,324 117 18,566 12,641 28,645 24,082: 5,663 10,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,595: 1,012 3,065 -73 2,517 350 3,456 3,342: -1,861 -1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 33.0 0.3 54.1 36.8 83.5 70.2: 16.5 29.8
Old : 100.0: 29.0 33.0 0.3 54.1 36.8 83.5 70.2: 16.5 29.8
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 : 51: 10 8 2 20 16 30 26:
Old : 51: 10 8 2 20 16 30 26:
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 : 30.7 38.9 51.3 51.2 29.7 38.9 48.2 50.7
Old : 30.7 38.9 51.3 51.2 29.7 38.9 48.2 50.7
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, December 22, 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 : 28,247: 4,862 6,445 140 21,247 20,051 26,249 26,636: 1,998 1,611
Old : 28,247: 4,862 6,445 140 21,247 20,051 26,249 26,636: 1,998 1,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -3,660: 118 -500 -3,076 -746 -49 -3,704 -3,625: 44 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.8 0.5 75.2 71.0 92.9 94.3: 7.1 5.7
Old : 100.0: 17.2 22.8 0.5 75.2 71.0 92.9 94.3: 7.1 5.7
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 : 34: 6 6 2 12 11 19 18:
Old : 34: 6 6 2 12 11 19 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 : 67.2 53.0 78.8 80.2 65.7 53.0 77.3 80.2
Old : 67.2 53.0 78.8 80.2 65.7 53.0 77.3 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2008