MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 59,709: 2,963 6,701 9,790 41,141 30,269 53,893 46,760: 5,816 12,949
Old : 59,709: 2,963 6,701 9,790 41,141 30,269 53,893 46,760: 5,816 12,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 3,193: -207 1,145 520 2,659 451 2,972 2,116: 221 1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.2 16.4 68.9 50.7 90.3 78.3: 9.7 21.7
Old : 100.0: 5.0 11.2 16.4 68.9 50.7 90.3 78.3: 9.7 21.7
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 : 75: 8 23 19 29 36 53 62:
Old : 75: 8 23 19 29 36 53 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 : 46.5 20.6 60.4 32.0 42.3 18.2 55.7 27.0
Old : 46.5 20.6 60.4 32.0 42.3 18.2 55.7 27.0
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 191,065: 40,353 23,893 41,147 89,851 94,417 171,350 159,457: 19,714 31,608
Old : 190,635: 40,462 23,872 41,037 89,439 94,271 170,938 159,181: 19,696 31,454
Other: 430: 0 130 0 412 146 412 276: 18 154
: : :
: : Changes in Commitments from: October 14, 2008 :
: -14,769: 3,890 -1,687 -7,025 -9,858 -4,074 -12,993 -12,787: -1,775 -1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 12.5 21.5 47.0 49.4 89.7 83.5: 10.3 16.5
Old : 100.0: 21.2 12.5 21.5 46.9 49.5 89.7 83.5: 10.3 16.5
Other: 100.0: 0.0 30.2 0.0 95.8 34.0 95.8 64.2: 4.2 35.8
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 60 58 73 47 60 147 166:
Old : 209: 62 56 73 47 60 147 166:
Other: 10: 0 3 0 3 4 3 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 22.6 38.2 32.5 22.2 22.3 37.3 29.7
Old : 23.1 22.6 38.3 32.5 22.2 22.3 37.4 29.7
Other: 95.8 56.5 95.8 64.2 95.8 56.5 95.8 64.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 266,491: 55,891 48,265 58,713 134,627 112,439 249,231 219,417: 17,259 47,074
Old : 266,491: 55,891 48,265 58,713 134,627 112,439 249,231 219,417: 17,259 47,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -3,581: 854 3,487 1,086 -4,898 -4,988 -2,958 -415: -623 -3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.1 22.0 50.5 42.2 93.5 82.3: 6.5 17.7
Old : 100.0: 21.0 18.1 22.0 50.5 42.2 93.5 82.3: 6.5 17.7
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 : 321: 69 78 87 100 135 224 265:
Old : 321: 69 78 87 100 135 224 265:
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 : 20.5 16.3 33.3 23.5 19.9 13.5 31.7 19.1
Old : 20.5 16.3 33.3 23.5 19.9 13.5 31.7 19.1
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,650: 2,584 4,254 1,200 3,928 1,871 7,713 7,325: 1,937 2,324
Old : 9,650: 2,584 4,254 1,200 3,928 1,871 7,713 7,325: 1,937 2,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -279: -12 119 124 -387 -567 -276 -325: -3 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 44.1 12.4 40.7 19.4 79.9 75.9: 20.1 24.1
Old : 100.0: 26.8 44.1 12.4 40.7 19.4 79.9 75.9: 20.1 24.1
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 : 75: 17 30 10 21 21 46 54:
Old : 75: 17 30 10 21 21 46 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 : 30.0 28.2 46.3 39.5 30.0 27.5 45.5 35.3
Old : 30.0 28.2 46.3 39.5 30.0 27.5 45.5 35.3
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 24,864: 7,835 8,763 3,375 8,876 3,440 20,086 15,578: 4,778 9,286
Old : 24,864: 7,835 8,763 3,375 8,876 3,440 20,086 15,578: 4,778 9,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -1,538: 374 52 -975 -763 -174 -1,364 -1,097: -174 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 35.2 13.6 35.7 13.8 80.8 62.7: 19.2 37.3
Old : 100.0: 31.5 35.2 13.6 35.7 13.8 80.8 62.7: 19.2 37.3
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 : 110: 23 33 24 39 26 79 69:
Old : 110: 23 33 24 39 26 79 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 23.5 33.8 31.1 23.6 20.6 33.8 27.0
Old : 23.6 23.5 33.8 31.1 23.6 20.6 33.8 27.0
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 126,314: 22,163 33,133 10,443 68,152 59,323 100,758 102,898: 25,556 23,416
Old : 126,314: 22,163 33,133 10,443 68,152 59,323 100,758 102,898: 25,556 23,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 15,308: 5,821 770 139 8,182 12,041 14,142 12,950: 1,166 2,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 26.2 8.3 54.0 47.0 79.8 81.5: 20.2 18.5
Old : 100.0: 17.5 26.2 8.3 54.0 47.0 79.8 81.5: 20.2 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 22 23 16 18 20 46 53:
Old : 75: 22 23 16 18 20 46 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 36.7 59.9 50.0 48.6 36.6 54.5 47.9
Old : 49.8 36.7 59.9 50.0 48.6 36.6 54.5 47.9
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 50,937: 5,328 19,199 7,066 26,723 9,059 39,117 35,325: 11,819 15,612
Old : 50,937: 5,328 19,199 7,066 26,723 9,059 39,117 35,325: 11,819 15,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 3,063: -1,135 742 1,451 1,876 -3,528 2,192 -1,335: 871 4,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 37.7 13.9 52.5 17.8 76.8 69.4: 23.2 30.6
Old : 100.0: 10.5 37.7 13.9 52.5 17.8 76.8 69.4: 23.2 30.6
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: 9 17 6 10 9 20 31:
Old : 41: 9 17 6 10 9 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 : 47.0 24.2 64.0 38.6 41.1 19.7 51.5 30.8
Old : 47.0 24.2 64.0 38.6 41.1 19.7 51.5 30.8
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 43,610: 5,746 5,317 0 34,917 34,343 40,663 39,660: 2,947 3,950
Old : 43,610: 5,746 5,317 0 34,917 34,343 40,663 39,660: 2,947 3,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -1,389: -2,548 124 0 720 -2,733 -1,828 -2,609: 439 1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.2 0.0 80.1 78.7 93.2 90.9: 6.8 9.1
Old : 100.0: 13.2 12.2 0.0 80.1 78.7 93.2 90.9: 6.8 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 : 48: 10 18 0 12 11 22 29:
Old : 48: 10 18 0 12 11 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 75.1 81.7 80.5 46.4 54.8 59.3 58.9
Old : 64.8 75.1 81.7 80.5 46.4 54.8 59.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 137,339: 16,429 52,645 13,718 91,106 41,325 121,253 107,689: 16,086 29,650
Old : 137,339: 16,429 52,645 13,718 91,106 41,325 121,253 107,689: 16,086 29,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 17,445: 352 6,059 1,351 10,413 4,282 12,115 11,692: 5,330 5,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 38.3 10.0 66.3 30.1 88.3 78.4: 11.7 21.6
Old : 100.0: 12.0 38.3 10.0 66.3 30.1 88.3 78.4: 11.7 21.6
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 : 68: 10 32 10 17 19 31 57:
Old : 68: 10 32 10 17 19 31 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 : 46.0 30.6 66.1 43.2 44.9 28.5 61.0 38.4
Old : 46.0 30.6 66.1 43.2 44.9 28.5 61.0 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 185,991: 47,177 21,931 20,482 82,800 123,821 150,459 166,234: 35,532 19,757
Old : 185,991: 47,177 21,931 20,482 82,800 123,821 150,459 166,234: 35,532 19,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 6,256: -860 -1,216 925 -769 185 -703 -106: 6,960 6,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 11.8 11.0 44.5 66.6 80.9 89.4: 19.1 10.6
Old : 100.0: 25.4 11.8 11.0 44.5 66.6 80.9 89.4: 19.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 31 31 19 22 19 66 56:
Old : 92: 31 31 19 22 19 66 56:
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 : 34.7 41.4 47.7 60.6 33.5 40.8 42.1 55.3
Old : 34.7 41.4 47.7 60.6 33.5 40.8 42.1 55.3
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 242,605: 23,016 56,801 42,364 108,811 72,077 174,190 171,242: 68,414 71,363
Old : 242,605: 23,016 56,801 42,364 108,811 72,077 174,190 171,242: 68,414 71,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 16,449: -531 -1,477 5,691 -5,961 -1,386 -800 2,829: 17,249 13,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 23.4 17.5 44.9 29.7 71.8 70.6: 28.2 29.4
Old : 100.0: 9.5 23.4 17.5 44.9 29.7 71.8 70.6: 28.2 29.4
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 : 121: 33 46 33 28 33 77 96:
Old : 121: 33 46 33 28 33 77 96:
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 : 24.3 20.4 35.9 32.5 17.4 12.1 25.1 18.4
Old : 24.3 20.4 35.9 32.5 17.4 12.1 25.1 18.4
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 18,222: 2,317 6,488 0 14,609 9,487 16,926 15,975: 1,296 2,247
Old : 18,222: 2,317 6,488 0 14,609 9,487 16,926 15,975: 1,296 2,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -286: -49 -438 0 -182 -303 -231 -741: -55 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 35.6 0.0 80.2 52.1 92.9 87.7: 7.1 12.3
Old : 100.0: 12.7 35.6 0.0 80.2 52.1 92.9 87.7: 7.1 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 6 0 12 7 14 13:
Old : 25: 2 6 0 12 7 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 65.6 84.7 79.9 68.0 65.6 82.6 79.9
Old : 68.0 65.6 84.7 79.9 68.0 65.6 82.6 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :15,135,029: 906,399 375,470 5,300,923 7,891,741 8,557,315 14,099,062 14,233,708: 1,035,967 901,321
Old :15,135,029: 906,399 375,470 5,300,923 7,891,741 8,557,315 14,099,062 14,233,708: 1,035,967 901,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 567,984: 50,443 -44,488 409,018 63,501 181,695 522,962 546,225: 45,022 21,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.5 35.0 52.1 56.5 93.2 94.0: 6.8 6.0
Old : 100.0: 6.0 2.5 35.0 52.1 56.5 93.2 94.0: 6.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 63 54 101 116 115 236 222:
Old : 246: 63 54 101 116 115 236 222:
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 : 25.3 23.2 36.5 37.0 18.1 14.3 21.3 20.6
Old : 25.3 23.2 36.5 37.0 18.1 14.3 21.3 20.6
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 933,882: 117,066 66,987 122,137 578,965 602,224 818,168 791,349: 115,714 142,534
Old : 933,882: 117,066 66,987 122,137 578,965 602,224 818,168 791,349: 115,714 142,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -115,322: -5,101 5,676 -35,759 -38,814 -40,478 -79,674 -70,561: -35,647 -44,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.2 13.1 62.0 64.5 87.6 84.7: 12.4 15.3
Old : 100.0: 12.5 7.2 13.1 62.0 64.5 87.6 84.7: 12.4 15.3
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 : 205: 50 37 46 93 75 165 136:
Old : 205: 50 37 46 93 75 165 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 21.9 26.5 31.9 12.2 17.5 19.3 26.3
Old : 17.0 21.9 26.5 31.9 12.2 17.5 19.3 26.3
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,318,692: 508,644 592,724 212,407 1,968,654 2,301,799 2,689,705 3,106,930: 628,987 211,763
Old : 3,318,692: 508,644 592,724 212,407 1,968,654 2,301,799 2,689,705 3,106,930: 628,987 211,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -350,968: -70,990 -52,059 -108,718 -25,244 -39,007 -204,953 -199,784: -146,015 -151,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.9 6.4 59.3 69.4 81.0 93.6: 19.0 6.4
Old : 100.0: 15.3 17.9 6.4 59.3 69.4 81.0 93.6: 19.0 6.4
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 : 399: 96 104 74 141 134 281 268:
Old : 399: 96 104 74 141 134 281 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 24.6 24.7 35.6 11.8 22.7 19.4 32.6
Old : 16.5 24.6 24.7 35.6 11.8 22.7 19.4 32.6
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 111,309: 17,521 18,548 1,045 82,959 88,963 101,525 108,556: 9,784 2,753
Old : 111,309: 17,521 18,548 1,045 82,959 88,963 101,525 108,556: 9,784 2,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 5,208: 2,134 334 195 3,351 5,632 5,680 6,161: -472 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.7 0.9 74.5 79.9 91.2 97.5: 8.8 2.5
Old : 100.0: 15.7 16.7 0.9 74.5 79.9 91.2 97.5: 8.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 9 10 2 44 40 53 52:
Old : 89: 9 10 2 44 40 53 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 53.0 50.4 66.6 27.9 53.0 47.5 66.6
Old : 30.5 53.0 50.4 66.6 27.9 53.0 47.5 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 32,818: 3,687 2,578 313 24,295 23,457 28,295 26,348: 4,523 6,470
Old : 32,818: 3,687 2,578 313 24,295 23,457 28,295 26,348: 4,523 6,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 6,241: 905 -576 63 5,058 6,378 6,026 5,865: 215 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.9 1.0 74.0 71.5 86.2 80.3: 13.8 19.7
Old : 100.0: 11.2 7.9 1.0 74.0 71.5 86.2 80.3: 13.8 19.7
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 : 44: 9 6 2 21 19 31 26:
Old : 44: 9 6 2 21 19 31 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 : 41.0 46.2 58.1 62.2 35.7 36.8 50.4 50.5
Old : 41.0 46.2 58.1 62.2 35.7 36.8 50.4 50.5
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 414,877: 85,440 127,125 6,675 275,932 252,877 368,048 386,677: 46,830 28,200
Old : 414,877: 85,440 127,125 6,675 275,932 252,877 368,048 386,677: 46,830 28,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 10,561: -11,410 12,854 -2,672 6,612 -11,379 -7,470 -1,198: 18,031 11,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 30.6 1.6 66.5 61.0 88.7 93.2: 11.3 6.8
Old : 100.0: 20.6 30.6 1.6 66.5 61.0 88.7 93.2: 11.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 46 59 17 60 61 112 131:
Old : 208: 46 59 17 60 61 112 131:
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 : 38.2 24.2 52.2 37.3 34.5 23.9 48.1 34.0
Old : 38.2 24.2 52.2 37.3 34.5 23.9 48.1 34.0
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 67,213: 8,026 13,946 5,220 32,685 24,599 45,931 43,765: 21,283 23,448
Old : 67,213: 8,026 13,946 5,220 32,685 24,599 45,931 43,765: 21,283 23,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 12,395: -810 -538 1,990 4,151 2,080 5,330 3,532: 7,065 8,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.7 7.8 48.6 36.6 68.3 65.1: 31.7 34.9
Old : 100.0: 11.9 20.7 7.8 48.6 36.6 68.3 65.1: 31.7 34.9
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 : 43: 10 16 6 8 14 20 34:
Old : 43: 10 16 6 8 14 20 34:
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 : 39.8 32.3 57.8 43.0 39.4 29.9 52.7 38.8
Old : 39.8 32.3 57.8 43.0 39.4 29.9 52.7 38.8
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 with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 62,468: 10,614 16,618 8 43,104 38,222 53,726 54,848: 8,742 7,620
Old : 62,468: 10,614 16,618 8 43,104 38,222 53,726 54,848: 8,742 7,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -3,145: -3,217 -810 -135 1,384 854 -1,967 -90: -1,178 -3,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 26.6 0.0 69.0 61.2 86.0 87.8: 14.0 12.2
Old : 100.0: 17.0 26.6 0.0 69.0 61.2 86.0 87.8: 14.0 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 20 15 2 17 25 38 41:
Old : 74: 20 15 2 17 25 38 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 : 43.7 40.6 61.2 58.2 43.7 36.0 58.9 53.2
Old : 43.7 40.6 61.2 58.2 43.7 36.0 58.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 82,433: 15,675 9,836 555 31,782 58,198 48,012 68,589: 34,421 13,844
Old : 82,433: 15,675 9,836 555 31,782 58,198 48,012 68,589: 34,421 13,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -4,341: 1,225 -8,991 -370 1,092 7,742 1,947 -1,619: -6,288 -2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.9 0.7 38.6 70.6 58.2 83.2: 41.8 16.8
Old : 100.0: 19.0 11.9 0.7 38.6 70.6 58.2 83.2: 41.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 15 11 3 20 32 37 44:
Old : 73: 15 11 3 20 32 37 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 33.4 40.9 50.7 26.1 33.4 36.3 50.3
Old : 29.7 33.4 40.9 50.7 26.1 33.4 36.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 20,259: 2,681 5,548 206 16,198 13,303 19,085 19,057: 1,174 1,202
Old : 20,259: 2,681 5,548 206 16,198 13,303 19,085 19,057: 1,174 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 712: -48 410 -55 598 382 495 737: 217 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 27.4 1.0 80.0 65.7 94.2 94.1: 5.8 5.9
Old : 100.0: 13.2 27.4 1.0 80.0 65.7 94.2 94.1: 5.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 6 2 11 11 17 18:
Old : 31: 5 6 2 11 11 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 55.2 80.6 80.1 64.7 55.2 77.8 79.3
Old : 65.9 55.2 80.6 80.1 64.7 55.2 77.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,949: 5,857 2,013 0 8,463 12,482 14,320 14,495: 629 454
Old : 14,949: 5,857 2,013 0 8,463 12,482 14,320 14,495: 629 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -1,618: -62 616 -385 -17 -813 -464 -582: -1,154 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 13.5 0.0 56.6 83.5 95.8 97.0: 4.2 3.0
Old : 100.0: 39.2 13.5 0.0 56.6 83.5 95.8 97.0: 4.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 9 0 7 4 15 13:
Old : 26: 8 9 0 7 4 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 87.5 83.9 92.5 66.7 87.5 82.4 92.0
Old : 68.2 87.5 83.9 92.5 66.7 87.5 82.4 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 9,613: 885 736 429 7,823 6,097 9,137 7,262: 476 2,351
Old : 9,613: 885 736 429 7,823 6,097 9,137 7,262: 476 2,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 305: 195 0 0 210 249 405 249: -100 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.7 4.5 81.4 63.4 95.0 75.5: 5.0 24.5
Old : 100.0: 9.2 7.7 4.5 81.4 63.4 95.0 75.5: 5.0 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 3 1 11 12 16 15:
Old : 23: 4 3 1 11 12 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 48.8 84.1 62.9 69.1 45.5 80.2 57.3
Old : 69.7 48.8 84.1 62.9 69.1 45.5 80.2 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2008