MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, December 30, 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 : 38,322: 3,209 7,034 1,531 30,955 19,658 35,695 28,223: 2,627 10,099 Old : 38,322: 3,209 7,034 1,531 30,955 19,658 35,695 28,223: 2,627 10,099 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 517: -77 832 121 478 21 522 974: -5 -457 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 18.4 4.0 80.8 51.3 93.1 73.6: 6.9 26.4 Old : 100.0: 8.4 18.4 4.0 80.8 51.3 93.1 73.6: 6.9 26.4 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 : 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 : 55.4 25.8 70.2 39.5 55.4 23.2 68.6 36.9 Old : 55.4 25.8 70.2 39.5 55.4 23.2 68.6 36.9 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 30, 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 : 153,839: 38,384 36,897 26,660 73,539 66,632 138,583 130,189: 15,256 23,650 Old : 152,921: 38,333 36,764 26,641 72,982 66,112 137,956 129,517: 14,965 23,404 Other: 918: 70 152 0 557 520 627 672: 291 246 : : : : : Changes in Commitments from: December 22, 2008 : : -1,404: 657 1,821 -214 -481 -1,386 -38 221: -1,366 -1,625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 24.0 17.3 47.8 43.3 90.1 84.6: 9.9 15.4 Old : 100.0: 25.1 24.0 17.4 47.7 43.2 90.2 84.7: 9.8 15.3 Other: 100.0: 7.6 16.6 0.0 60.7 56.6 68.3 73.2: 31.7 26.8 : : : :# Traders : Number of Traders in Each Category : All : 188: 40 75 54 41 48 116 150: Old : 188: 40 75 53 41 48 116 149: Other: 27: 3 8 0 9 10 12 18: :---------------------------------------------------------------------------------------------------- : 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 21.4 42.9 31.2 24.9 17.9 38.4 26.0 Old : 27.4 21.4 43.2 31.3 25.1 17.8 38.7 26.0 Other: 57.3 44.4 65.5 60.8 57.3 42.9 63.3 58.3 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, December 30, 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 : 211,365: 44,904 55,040 38,744 111,869 83,435 195,517 177,219: 15,848 34,146 Old : 211,365: 44,904 55,040 38,744 111,869 83,435 195,517 177,219: 15,848 34,146 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : -1,034: 135 -432 1,317 -1,736 122 -284 1,007: -750 -2,041 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 26.0 18.3 52.9 39.5 92.5 83.8: 7.5 16.2 Old : 100.0: 21.2 26.0 18.3 52.9 39.5 92.5 83.8: 7.5 16.2 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 : 286: 51 75 73 61 124 161 237: Old : 286: 51 75 73 61 124 161 237: 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 : 21.9 14.8 36.2 22.1 21.9 14.8 35.5 20.7 Old : 21.9 14.8 36.2 22.1 21.9 14.8 35.5 20.7 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 30, 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 : 7,951: 2,475 3,796 672 3,450 1,930 6,597 6,398: 1,354 1,553 Old : 7,951: 2,475 3,796 672 3,450 1,930 6,597 6,398: 1,354 1,553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : -207: -126 33 -196 178 112 -144 -51: -63 -156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 47.7 8.5 43.4 24.3 83.0 80.5: 17.0 19.5 Old : 100.0: 31.1 47.7 8.5 43.4 24.3 83.0 80.5: 17.0 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 : 69: 17 21 8 19 21 40 47: Old : 69: 17 21 8 19 21 40 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.4 31.1 58.4 46.9 35.0 31.1 52.7 43.2 Old : 37.4 31.1 58.4 46.9 35.0 31.1 52.7 43.2 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 30, 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 : 20,379: 7,338 7,083 1,938 7,325 3,493 16,601 12,514: 3,778 7,865 Old : 20,379: 7,338 7,083 1,938 7,325 3,493 16,601 12,514: 3,778 7,865 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 210: 403 -231 -9 -114 475 280 235: -70 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 34.8 9.5 35.9 17.1 81.5 61.4: 18.5 38.6 Old : 100.0: 36.0 34.8 9.5 35.9 17.1 81.5 61.4: 18.5 38.6 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 : 98: 18 28 20 29 27 65 63: Old : 98: 18 28 20 29 27 65 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.3 24.3 40.0 31.8 26.8 23.0 39.5 28.4 Old : 27.3 24.3 40.0 31.8 26.8 23.0 39.5 28.4 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 30, 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 : 47,479: 8,473 18,828 1,028 16,147 11,281 25,648 31,137: 21,831 16,342 Old : 47,479: 8,473 18,828 1,028 16,147 11,281 25,648 31,137: 21,831 16,342 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 3,778: -872 -547 249 2,354 2,796 1,731 2,498: 2,047 1,280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 39.7 2.2 34.0 23.8 54.0 65.6: 46.0 34.4 Old : 100.0: 17.8 39.7 2.2 34.0 23.8 54.0 65.6: 46.0 34.4 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 : 42: 12 16 4 7 12 20 31: Old : 42: 12 16 4 7 12 20 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 : 37.2 33.1 46.8 46.0 35.6 33.1 44.9 46.0 Old : 37.2 33.1 46.8 46.0 35.6 33.1 44.9 46.0 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 30, 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 : 25,073: 4,968 8,815 300 6,491 10,305 11,759 19,420: 13,314 5,653 Old : 25,073: 4,968 8,815 300 6,491 10,305 11,759 19,420: 13,314 5,653 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 300: 658 349 -5 182 1,061 835 1,405: -535 -1,105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 35.2 1.2 25.9 41.1 46.9 77.5: 53.1 22.5 Old : 100.0: 19.8 35.2 1.2 25.9 41.1 46.9 77.5: 53.1 22.5 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: 9 10 3 7 4 18 15: Old : 30: 9 10 3 7 4 18 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 : 25.7 55.0 35.4 69.6 25.7 55.0 35.4 68.6 Old : 25.7 55.0 35.4 69.6 25.7 55.0 35.4 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, December 30, 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 : 15,442: 6,760 7,400 23 6,530 4,169 13,313 11,592: 2,129 3,850 Old : 15,442: 6,760 7,400 23 6,530 4,169 13,313 11,592: 2,129 3,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 2,019: -69 2,372 -28 2,094 -1,538 1,997 806: 22 1,213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.8 47.9 0.1 42.3 27.0 86.2 75.1: 13.8 24.9 Old : 100.0: 43.8 47.9 0.1 42.3 27.0 86.2 75.1: 13.8 24.9 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 : 39: 13 15 1 5 6 19 21: Old : 39: 13 15 1 5 6 19 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 : 59.7 32.2 74.1 55.6 59.7 32.2 74.1 55.6 Old : 59.7 32.2 74.1 55.6 59.7 32.2 74.1 55.6 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 30, 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 : 76,340: 9,317 45,160 73 42,543 12,562 51,933 57,795: 24,407 18,545 Old : 76,340: 9,317 45,160 73 42,543 12,562 51,933 57,795: 24,407 18,545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 6,189: 500 4,713 -12 4,737 96 5,225 4,797: 964 1,392 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 59.2 0.1 55.7 16.5 68.0 75.7: 32.0 24.3 Old : 100.0: 12.2 59.2 0.1 55.7 16.5 68.0 75.7: 32.0 24.3 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 : 55: 10 28 4 14 9 26 39: Old : 55: 10 28 4 14 9 26 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 39.9 54.4 52.8 40.9 39.7 53.3 52.5 Old : 41.6 39.9 54.4 52.8 40.9 39.7 53.3 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, December 30, 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 : 105,926: 57,793 13,917 72 25,447 73,898 83,312 87,887: 22,614 18,039 Old : 105,926: 57,793 13,917 72 25,447 73,898 83,312 87,887: 22,614 18,039 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 587: 1,459 -2,319 -30 28 2,631 1,457 282: -870 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 13.1 0.1 24.0 69.8 78.7 83.0: 21.3 17.0 Old : 100.0: 54.6 13.1 0.1 24.0 69.8 78.7 83.0: 21.3 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 : 67: 25 17 2 14 14 40 32: Old : 67: 25 17 2 14 14 40 32: 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 56.8 48.2 70.3 33.1 56.8 48.2 70.3 Old : 33.1 56.8 48.2 70.3 33.1 56.8 48.2 70.3 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 30, 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 : 120,499: 32,529 35,733 1,080 49,384 56,465 82,993 93,278: 37,506 27,221 Old : 120,499: 32,529 35,733 1,080 49,384 56,465 82,993 93,278: 37,506 27,221 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 1,953: 1,552 1,111 -319 26 280 1,259 1,072: 694 881 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.0 29.7 0.9 41.0 46.9 68.9 77.4: 31.1 22.6 Old : 100.0: 27.0 29.7 0.9 41.0 46.9 68.9 77.4: 31.1 22.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 96: 37 25 8 21 25 59 57: Old : 96: 37 25 8 21 25 59 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 37.4 38.5 48.7 27.7 37.1 36.6 48.4 Old : 29.2 37.4 38.5 48.7 27.7 37.1 36.6 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, December 30, 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 : 9,033: 2,360 3,369 0 4,152 4,267 6,512 7,636: 2,521 1,397 Old : 9,033: 2,360 3,369 0 4,152 4,267 6,512 7,636: 2,521 1,397 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 128: 297 106 0 248 -7 545 99: -417 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 37.3 0.0 46.0 47.2 72.1 84.5: 27.9 15.5 Old : 100.0: 26.1 37.3 0.0 46.0 47.2 72.1 84.5: 27.9 15.5 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: 3 6 0 8 6 11 12: Old : 23: 3 6 0 8 6 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 : 51.6 57.3 66.1 77.1 51.6 57.3 66.1 77.1 Old : 51.6 57.3 66.1 77.1 51.6 57.3 66.1 77.1 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, December 30, 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 : 6,683,953: 931,220 447,492 443,713 4,437,522 5,154,198 5,812,455 6,045,403: 871,498 638,550 Old : 6,683,953: 931,220 447,492 443,713 4,437,522 5,154,198 5,812,455 6,045,403: 871,498 638,550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : -12,275: -31,248 -8,824 35,385 -43,286 -28,034 -39,149 -1,473: 26,874 -10,802 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 6.7 6.6 66.4 77.1 87.0 90.4: 13.0 9.6 Old : 100.0: 13.9 6.7 6.6 66.4 77.1 87.0 90.4: 13.0 9.6 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 : 187: 51 28 66 94 93 177 165: Old : 187: 51 28 66 94 93 177 165: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.3 36.8 41.1 52.5 30.1 29.8 37.5 42.5 Old : 31.3 36.8 41.1 52.5 30.1 29.8 37.5 42.5 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, December 30, 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 : 488,604: 43,905 22,749 4,283 335,444 393,497 383,632 420,529: 104,972 68,075 Old : 488,604: 43,905 22,749 4,283 335,444 393,497 383,632 420,529: 104,972 68,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 8,628: 686 1,381 125 8,864 3,662 9,675 5,168: -1,047 3,460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 4.7 0.9 68.7 80.5 78.5 86.1: 21.5 13.9 Old : 100.0: 9.0 4.7 0.9 68.7 80.5 78.5 86.1: 21.5 13.9 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 : 159: 27 18 12 81 68 114 92: Old : 159: 27 18 12 81 68 114 92: 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 : 21.9 24.4 32.5 41.2 21.5 24.3 32.1 41.1 Old : 21.9 24.4 32.5 41.2 21.5 24.3 32.1 41.1 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, December 30, 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 : 2,307,779: 460,552 217,238 17,080 1,591,660 1,942,299 2,069,292 2,176,617: 238,487 131,162 Old : 2,307,779: 460,552 217,238 17,080 1,591,660 1,942,299 2,069,292 2,176,617: 238,487 131,162 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 30,810: 726 -7,957 -5,403 24,547 63,880 19,870 50,520: 10,940 -19,710 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 9.4 0.7 69.0 84.2 89.7 94.3: 10.3 5.7 Old : 100.0: 20.0 9.4 0.7 69.0 84.2 89.7 94.3: 10.3 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 : 352: 83 68 26 134 121 226 206: Old : 352: 83 68 26 134 121 226 206: 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 : 18.2 32.9 30.0 45.8 18.1 31.1 29.7 43.8 Old : 18.2 32.9 30.0 45.8 18.1 31.1 29.7 43.8 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, December 30, 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 : 115,703: 19,233 14,050 291 88,847 97,922 108,371 112,263: 7,332 3,440 Old : 115,703: 19,233 14,050 291 88,847 97,922 108,371 112,263: 7,332 3,440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 1,513: 357 -2,100 291 686 3,149 1,334 1,340: 179 173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 12.1 0.3 76.8 84.6 93.7 97.0: 6.3 3.0 Old : 100.0: 16.6 12.1 0.3 76.8 84.6 93.7 97.0: 6.3 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 : 84: 8 6 1 45 35 53 42: Old : 84: 8 6 1 45 35 53 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 : 36.0 51.5 56.8 65.8 33.5 51.5 54.3 65.8 Old : 36.0 51.5 56.8 65.8 33.5 51.5 54.3 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, December 30, 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 : 19,121: 2,404 3,929 0 11,197 12,862 13,601 16,791: 5,520 2,330 Old : 19,121: 2,404 3,929 0 11,197 12,862 13,601 16,791: 5,520 2,330 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 31: -22 -32 -33 -181 -498 -236 -563: 267 594 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 20.5 0.0 58.6 67.3 71.1 87.8: 28.9 12.2 Old : 100.0: 12.6 20.5 0.0 58.6 67.3 71.1 87.8: 28.9 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 : 38: 6 6 0 14 19 20 25: Old : 38: 6 6 0 14 19 20 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 : 40.7 42.3 53.2 58.8 35.3 42.3 46.0 55.8 Old : 40.7 42.3 53.2 58.8 35.3 42.3 46.0 55.8 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, December 30, 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 : 229,980: 49,026 31,483 3,685 160,613 169,377 213,324 204,545: 16,656 25,435 Old : 229,980: 49,026 31,483 3,685 160,613 169,377 213,324 204,545: 16,656 25,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 7,278: 9,937 -1,738 -221 -6,563 7,859 3,153 5,900: 4,125 1,378 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 13.7 1.6 69.8 73.6 92.8 88.9: 7.2 11.1 Old : 100.0: 21.3 13.7 1.6 69.8 73.6 92.8 88.9: 7.2 11.1 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 : 162: 35 33 10 47 59 86 98: Old : 162: 35 33 10 47 59 86 98: 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 : 43.5 24.7 54.2 38.5 40.7 23.6 50.5 36.6 Old : 43.5 24.7 54.2 38.5 40.7 23.6 50.5 36.6 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 30, 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 : 33,147: 11,209 11,661 0 8,691 12,692 19,900 24,353: 13,247 8,794 Old : 33,147: 11,209 11,661 0 8,691 12,692 19,900 24,353: 13,247 8,794 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 583: 628 -356 -9 -1,202 1,959 -583 1,594: 1,166 -1,011 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 35.2 0.0 26.2 38.3 60.0 73.5: 40.0 26.5 Old : 100.0: 33.8 35.2 0.0 26.2 38.3 60.0 73.5: 40.0 26.5 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 : 35: 14 9 0 6 10 20 19: Old : 35: 14 9 0 6 10 20 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 : 25.0 39.2 39.5 57.8 25.0 35.7 38.9 54.3 Old : 25.0 39.2 39.5 57.8 25.0 35.7 38.9 54.3 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 30, 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 : 31,551: 5,209 8,006 10 20,807 18,146 26,026 26,162: 5,525 5,389 Old : 31,551: 5,209 8,006 10 20,807 18,146 26,026 26,162: 5,525 5,389 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 80: 275 -658 0 266 374 541 -284: -461 364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 25.4 0.0 65.9 57.5 82.5 82.9: 17.5 17.1 Old : 100.0: 16.5 25.4 0.0 65.9 57.5 82.5 82.9: 17.5 17.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 5 10 1 16 18 22 28: Old : 45: 5 10 1 16 18 22 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 40.1 63.1 55.7 49.8 39.0 62.4 54.6 Old : 50.0 40.1 63.1 55.7 49.8 39.0 62.4 54.6 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 30, 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 : 38,081: 10,310 11,771 119 20,784 14,378 31,213 26,268: 6,868 11,813 Old : 38,081: 10,310 11,771 119 20,784 14,378 31,213 26,268: 6,868 11,813 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 3,773: 348 447 2 2,218 1,737 2,568 2,186: 1,205 1,587 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 30.9 0.3 54.6 37.8 82.0 69.0: 18.0 31.0 Old : 100.0: 27.1 30.9 0.3 54.6 37.8 82.0 69.0: 18.0 31.0 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 : 53: 10 7 2 24 16 34 25: Old : 53: 10 7 2 24 16 34 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 : 27.4 36.9 47.3 51.5 26.4 36.9 43.9 50.0 Old : 27.4 36.9 47.3 51.5 26.4 36.9 43.9 50.0 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 30, 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 : 28,369: 5,151 5,888 172 21,322 20,076 26,645 26,136: 1,724 2,233 Old : 28,369: 5,151 5,888 172 21,322 20,076 26,645 26,136: 1,724 2,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : 122: 289 -557 32 75 25 396 -500: -274 622 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 20.8 0.6 75.2 70.8 93.9 92.1: 6.1 7.9 Old : 100.0: 18.2 20.8 0.6 75.2 70.8 93.9 92.1: 6.1 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 : 33: 6 5 2 12 11 19 17: Old : 33: 6 5 2 12 11 19 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 : 66.9 51.9 77.8 79.1 65.4 51.9 76.4 79.1 Old : 66.9 51.9 77.8 79.1 65.4 51.9 76.4 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, December 30, 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 : 13,873: 3,263 1,201 1 10,003 12,292 13,267 13,494: 606 379 Old : 13,873: 3,263 1,201 1 10,003 12,292 13,267 13,494: 606 379 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 8.7 0.0 72.1 88.6 95.6 97.3: 4.4 2.7 Old : 100.0: 23.5 8.7 0.0 72.1 88.6 95.6 97.3: 4.4 2.7 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: 7 6 1 6 4 14 10: Old : 21: 7 6 1 6 4 14 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.5 92.6 86.3 96.4 69.0 91.1 83.8 94.6 Old : 71.5 92.6 86.3 96.4 69.0 91.1 83.8 94.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 05, 2008