MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 55,913: 2,183 7,186 9,913 39,241 26,503 51,337 43,603: 4,576 12,310
Old : 55,913: 2,183 7,186 9,913 39,241 26,503 51,337 43,603: 4,576 12,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -6,870: -114 -341 -398 -5,214 -4,398 -5,727 -5,137: -1,143 -1,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.9 17.7 70.2 47.4 91.8 78.0: 8.2 22.0
Old : 100.0: 3.9 12.9 17.7 70.2 47.4 91.8 78.0: 8.2 22.0
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 : 74: 8 23 16 27 33 48 59:
Old : 74: 8 23 16 27 33 48 59:
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 : 48.2 20.6 62.4 33.2 44.5 18.4 57.8 27.5
Old : 48.2 20.6 62.4 33.2 44.5 18.4 57.8 27.5
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 with Delta-adjusted Options and Futures Combined, November 4, 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 : 197,204: 43,104 25,702 46,864 89,947 94,148 179,914 166,714: 17,290 30,491
Old : 196,687: 43,213 25,678 46,755 89,533 94,023 179,500 166,456: 17,187 30,232
Other: 517: 0 133 0 414 125 414 258: 103 259
: : :
: : Changes in Commitments from: October 28, 2008 :
: 7,011: 3,879 917 2,472 701 2,617 7,052 6,006: -41 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 13.0 23.8 45.6 47.7 91.2 84.5: 8.8 15.5
Old : 100.0: 22.0 13.1 23.8 45.5 47.8 91.3 84.6: 8.7 15.4
Other: 100.0: 0.0 25.7 0.0 80.1 24.2 80.1 49.9: 19.9 50.1
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 59 70 76 48 61 153 175:
Old : 218: 60 69 76 48 61 153 175:
Other: 13: 0 6 0 4 4 4 10:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 22.9 38.5 31.1 22.5 20.2 35.9 26.9
Old : 25.2 22.9 38.6 31.1 22.6 20.2 35.9 27.0
Other: 80.1 40.2 80.1 49.3 79.7 39.8 79.7 48.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 266,244: 55,094 41,389 67,755 127,282 112,442 250,131 221,586: 16,113 44,659
Old : 266,244: 55,094 41,389 67,755 127,282 112,442 250,131 221,586: 16,113 44,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 5,367: 3,241 -2,834 5,148 -1,284 3,149 7,104 5,463: -1,737 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.5 25.4 47.8 42.2 93.9 83.2: 6.1 16.8
Old : 100.0: 20.7 15.5 25.4 47.8 42.2 93.9 83.2: 6.1 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 : 310: 67 75 91 95 140 217 265:
Old : 310: 67 75 91 95 140 217 265:
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 : 19.9 15.2 32.6 22.3 19.2 12.1 30.5 17.3
Old : 19.9 15.2 32.6 22.3 19.2 12.1 30.5 17.3
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, November 4, 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 : 8,880: 2,310 3,677 1,496 3,322 1,649 7,128 6,822: 1,752 2,058
Old : 8,880: 2,310 3,677 1,496 3,322 1,649 7,128 6,822: 1,752 2,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -915: -125 -561 -138 -477 -21 -740 -720: -175 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 41.4 16.8 37.4 18.6 80.3 76.8: 19.7 23.2
Old : 100.0: 26.0 41.4 16.8 37.4 18.6 80.3 76.8: 19.7 23.2
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 : 68: 17 21 8 20 21 41 48:
Old : 68: 17 21 8 20 21 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 : 30.7 29.7 47.9 44.8 28.6 28.4 41.8 36.4
Old : 30.7 29.7 47.9 44.8 28.6 28.4 41.8 36.4
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, November 4, 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 : 20,739: 8,245 7,300 2,048 6,703 2,807 16,996 12,155: 3,744 8,584
Old : 20,739: 8,245 7,300 2,048 6,703 2,807 16,996 12,155: 3,744 8,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,875: 502 -948 -1,518 -1,327 -219 -2,343 -2,685: -532 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 35.2 9.9 32.3 13.5 81.9 58.6: 18.1 41.4
Old : 100.0: 39.8 35.2 9.9 32.3 13.5 81.9 58.6: 18.1 41.4
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 : 90: 27 24 22 31 17 70 52:
Old : 90: 27 24 22 31 17 70 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 : 28.5 24.4 40.7 32.2 28.4 22.8 40.6 30.5
Old : 28.5 24.4 40.7 32.2 28.4 22.8 40.6 30.5
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, November 4, 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 : 125,598: 17,148 24,783 13,538 62,662 61,091 93,348 99,412: 32,251 26,187
Old : 125,598: 17,148 24,783 13,538 62,662 61,091 93,348 99,412: 32,251 26,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 418: -2,219 -3,146 1,017 -2,183 -1,727 -3,385 -3,856: 3,803 4,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 19.7 10.8 49.9 48.6 74.3 79.2: 25.7 20.8
Old : 100.0: 13.7 19.7 10.8 49.9 48.6 74.3 79.2: 25.7 20.8
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 : 72: 21 25 19 15 20 44 56:
Old : 72: 21 25 19 15 20 44 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 : 44.9 33.0 55.6 44.8 42.2 32.4 48.1 40.6
Old : 44.9 33.0 55.6 44.8 42.2 32.4 48.1 40.6
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, November 4, 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 : 55,546: 8,563 13,353 9,853 25,124 16,577 43,541 39,783: 12,005 15,763
Old : 55,546: 8,563 13,353 9,853 25,124 16,577 43,541 39,783: 12,005 15,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 3,437: 2,105 -5,136 211 160 7,331 2,477 2,406: 960 1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 24.0 17.7 45.2 29.8 78.4 71.6: 21.6 28.4
Old : 100.0: 15.4 24.0 17.7 45.2 29.8 78.4 71.6: 21.6 28.4
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 : 43: 10 17 7 11 11 25 31:
Old : 43: 10 17 7 11 11 25 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 : 47.6 31.8 61.7 45.4 36.2 23.1 46.8 32.9
Old : 47.6 31.8 61.7 45.4 36.2 23.1 46.8 32.9
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, November 4, 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 : 43,842: 3,346 7,916 16 38,182 32,208 41,544 40,140: 2,298 3,702
Old : 43,842: 3,346 7,916 16 38,182 32,208 41,544 40,140: 2,298 3,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 1,005: -149 1,465 -96 1,409 272 1,164 1,641: -158 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 18.1 0.0 87.1 73.5 94.8 91.6: 5.2 8.4
Old : 100.0: 7.6 18.1 0.0 87.1 73.5 94.8 91.6: 5.2 8.4
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 : 44: 7 15 1 14 12 22 27:
Old : 44: 7 15 1 14 12 22 27:
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 : 64.0 73.3 81.7 80.9 47.1 60.7 64.8 66.7
Old : 64.0 73.3 81.7 80.9 47.1 60.7 64.8 66.7
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, November 4, 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 : 144,192: 12,216 45,595 20,848 98,046 54,380 131,109 120,823: 13,083 23,369
Old : 144,192: 12,216 45,595 20,848 98,046 54,380 131,109 120,823: 13,083 23,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -14,826: -5,910 -4,279 733 3,207 2,435 -1,970 -1,111: -12,856 -13,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 31.6 14.5 68.0 37.7 90.9 83.8: 9.1 16.2
Old : 100.0: 8.5 31.6 14.5 68.0 37.7 90.9 83.8: 9.1 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 : 71: 11 37 15 16 18 35 62:
Old : 71: 11 37 15 16 18 35 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 : 52.5 39.8 69.2 51.3 51.4 32.1 61.5 40.0
Old : 52.5 39.8 69.2 51.3 51.4 32.1 61.5 40.0
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 with Delta-adjusted Options and Futures Combined, November 4, 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 : 181,308: 42,232 20,441 24,760 84,145 116,349 151,136 161,550: 30,172 19,758
Old : 181,308: 42,232 20,441 24,760 84,145 116,349 151,136 161,550: 30,172 19,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -15,856: -4,969 514 -841 -1,204 -6,649 -7,014 -6,977: -8,841 -8,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.3 13.7 46.4 64.2 83.4 89.1: 16.6 10.9
Old : 100.0: 23.3 11.3 13.7 46.4 64.2 83.4 89.1: 16.6 10.9
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 : 92: 30 29 27 24 20 69 61:
Old : 92: 30 29 27 24 20 69 61:
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 : 37.9 43.3 51.6 59.8 34.2 40.9 43.3 52.3
Old : 37.9 43.3 51.6 59.8 34.2 40.9 43.3 52.3
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, November 4, 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 : 241,076: 25,497 50,989 53,369 104,241 73,579 183,107 177,937: 57,969 63,139
Old : 241,076: 25,497 50,989 53,369 104,241 73,579 183,107 177,937: 57,969 63,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -25,008: 1,700 -5,411 -469 -11,963 -7,232 -10,733 -13,112: -14,275 -11,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.2 22.1 43.2 30.5 76.0 73.8: 24.0 26.2
Old : 100.0: 10.6 21.2 22.1 43.2 30.5 76.0 73.8: 24.0 26.2
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 : 130: 35 53 37 28 33 87 99:
Old : 130: 35 53 37 28 33 87 99:
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 : 24.0 21.9 37.2 34.6 17.7 11.2 23.9 17.8
Old : 24.0 21.9 37.2 34.6 17.7 11.2 23.9 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 18,501: 2,907 3,839 0 14,230 12,377 17,137 16,216: 1,364 2,285
Old : 18,501: 2,907 3,839 0 14,230 12,377 17,137 16,216: 1,364 2,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 89: 10 -1,505 0 -104 1,445 -94 -60: 183 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.8 0.0 76.9 66.9 92.6 87.6: 7.4 12.4
Old : 100.0: 15.7 20.8 0.0 76.9 66.9 92.6 87.6: 7.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 5 0 13 8 17 13:
Old : 27: 4 5 0 13 8 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 63.7 83.9 80.3 65.4 63.7 81.9 80.3
Old : 65.4 63.7 83.9 80.3 65.4 63.7 81.9 80.3
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, November 4, 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 :15,632,718: 772,124 376,471 5,744,811 8,148,472 8,702,727 14,665,407 14,824,009: 967,311 808,709
Old :15,632,718: 772,124 376,471 5,744,811 8,148,472 8,702,727 14,665,407 14,824,009: 967,311 808,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 555,604: -34,445 34,268 371,910 204,601 96,233 542,066 502,411: 13,538 53,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.4 36.7 52.1 55.7 93.8 94.8: 6.2 5.2
Old : 100.0: 4.9 2.4 36.7 52.1 55.7 93.8 94.8: 6.2 5.2
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 : 247: 72 44 100 121 120 237 226:
Old : 247: 72 44 100 121 120 237 226:
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 : 26.4 24.8 37.4 38.9 18.1 15.7 20.6 21.6
Old : 26.4 24.8 37.4 38.9 18.1 15.7 20.6 21.6
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, November 4, 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 : 876,631: 80,648 62,269 121,685 560,372 585,992 762,705 769,946: 113,926 106,684
Old : 876,631: 80,648 62,269 121,685 560,372 585,992 762,705 769,946: 113,926 106,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -61,982: -24,329 -2,776 -8,554 -21,852 -10,476 -54,735 -21,806: -7,247 -40,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.1 13.9 63.9 66.8 87.0 87.8: 13.0 12.2
Old : 100.0: 9.2 7.1 13.9 63.9 66.8 87.0 87.8: 13.0 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 : 202: 47 37 50 95 78 167 140:
Old : 202: 47 37 50 95 78 167 140:
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 : 17.1 22.9 26.5 33.5 12.4 18.1 18.8 27.4
Old : 17.1 22.9 26.5 33.5 12.4 18.1 18.8 27.4
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 with Delta-adjusted Options and Futures Combined, November 4, 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 : 3,210,182: 471,984 365,902 229,926 2,043,684 2,393,070 2,745,594 2,988,898: 464,588 221,284
Old : 3,210,182: 471,984 365,902 229,926 2,043,684 2,393,070 2,745,594 2,988,898: 464,588 221,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -186,775: -77 -115,722 -16,272 -35,470 -26,043 -51,820 -158,037: -134,955 -28,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.4 7.2 63.7 74.5 85.5 93.1: 14.5 6.9
Old : 100.0: 14.7 11.4 7.2 63.7 74.5 85.5 93.1: 14.5 6.9
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 : 418: 105 93 77 159 142 305 271:
Old : 418: 105 93 77 159 142 305 271:
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 : 16.6 27.5 24.7 38.8 12.0 25.6 19.7 35.1
Old : 16.6 27.5 24.7 38.8 12.0 25.6 19.7 35.1
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, November 4, 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 : 109,033: 18,301 17,885 1,013 82,019 89,053 101,333 107,951: 7,699 1,081
Old : 109,033: 18,301 17,885 1,013 82,019 89,053 101,333 107,951: 7,699 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -6,675: -884 -4 378 -5,361 -6,022 -5,867 -5,648: -808 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 16.4 0.9 75.2 81.7 92.9 99.0: 7.1 1.0
Old : 100.0: 16.8 16.4 0.9 75.2 81.7 92.9 99.0: 7.1 1.0
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 : 86: 7 12 1 43 36 51 48:
Old : 86: 7 12 1 43 36 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 54.9 53.8 68.9 31.5 54.9 51.7 68.9
Old : 33.2 54.9 53.8 68.9 31.5 54.9 51.7 68.9
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, November 4, 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 : 30,846: 4,886 941 10 22,012 20,833 26,908 21,784: 3,938 9,062
Old : 30,846: 4,886 941 10 22,012 20,833 26,908 21,784: 3,938 9,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,905: 106 -1,546 -314 -2,513 -2,540 -2,721 -4,400: -185 1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 3.1 0.0 71.4 67.5 87.2 70.6: 12.8 29.4
Old : 100.0: 15.8 3.1 0.0 71.4 67.5 87.2 70.6: 12.8 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 : 41: 9 4 1 21 17 30 22:
Old : 41: 9 4 1 21 17 30 22:
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 : 40.1 49.0 57.7 61.5 37.7 38.4 50.6 48.4
Old : 40.1 49.0 57.7 61.5 37.7 38.4 50.6 48.4
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, November 4, 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 : 358,889: 59,531 62,312 8,462 235,147 264,503 303,139 335,276: 55,749 23,613
Old : 358,889: 59,531 62,312 8,462 235,147 264,503 303,139 335,276: 55,749 23,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -58,081: -17,989 -29,611 2,019 -47,721 -26,630 -63,692 -54,223: 5,611 -3,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.4 2.4 65.5 73.7 84.5 93.4: 15.5 6.6
Old : 100.0: 16.6 17.4 2.4 65.5 73.7 84.5 93.4: 15.5 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 : 190: 40 47 19 53 67 103 123:
Old : 190: 40 47 19 53 67 103 123:
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 : 37.5 23.7 48.4 37.1 35.6 22.3 45.6 34.3
Old : 37.5 23.7 48.4 37.1 35.6 22.3 45.6 34.3
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, November 4, 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 : 78,309: 11,468 15,987 6,758 45,901 39,908 64,126 62,653: 14,183 15,657
Old : 78,309: 11,468 15,987 6,758 45,901 39,908 64,126 62,653: 14,183 15,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -4,823: 1,311 -2,125 606 4,710 7,993 6,627 6,475: -11,450 -11,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 20.4 8.6 58.6 51.0 81.9 80.0: 18.1 20.0
Old : 100.0: 14.6 20.4 8.6 58.6 51.0 81.9 80.0: 18.1 20.0
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 : 44: 12 14 6 8 16 24 32:
Old : 44: 12 14 6 8 16 24 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 : 54.5 47.7 70.0 60.5 54.2 42.9 64.1 53.6
Old : 54.5 47.7 70.0 60.5 54.2 42.9 64.1 53.6
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, November 4, 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 : 63,217: 11,050 12,463 15 44,785 42,888 55,849 55,365: 7,368 7,852
Old : 63,217: 11,050 12,463 15 44,785 42,888 55,849 55,365: 7,368 7,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -888: 1,536 -1,843 8 -478 2,641 1,065 806: -1,953 -1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.7 0.0 70.8 67.8 88.3 87.6: 11.7 12.4
Old : 100.0: 17.5 19.7 0.0 70.8 67.8 88.3 87.6: 11.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 15 14 2 21 26 37 41:
Old : 73: 15 14 2 21 26 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 46.6 60.9 60.5 44.4 43.1 60.2 57.0
Old : 44.4 46.6 60.9 60.5 44.4 43.1 60.2 57.0
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, November 4, 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 : 89,146: 13,464 9,852 1,633 33,079 65,339 48,176 76,824: 40,970 12,322
Old : 89,146: 13,464 9,852 1,633 33,079 65,339 48,176 76,824: 40,970 12,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -513: -8,286 -714 539 -2,477 -4,603 -10,224 -4,778: 9,711 4,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.1 1.8 37.1 73.3 54.0 86.2: 46.0 13.8
Old : 100.0: 15.1 11.1 1.8 37.1 73.3 54.0 86.2: 46.0 13.8
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 : 72: 14 10 3 23 31 39 42:
Old : 72: 14 10 3 23 31 39 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 : 27.5 33.9 38.6 51.2 22.9 33.9 31.4 50.6
Old : 27.5 33.9 38.6 51.2 22.9 33.9 31.4 50.6
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, November 4, 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 : 24,925: 4,551 7,929 294 19,118 15,247 23,963 23,470: 962 1,455
Old : 24,925: 4,551 7,929 294 19,118 15,247 23,963 23,470: 962 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 3,135: 1,111 2,603 17 2,419 675 3,547 3,295: -412 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 31.8 1.2 76.7 61.2 96.1 94.2: 3.9 5.8
Old : 100.0: 18.3 31.8 1.2 76.7 61.2 96.1 94.2: 3.9 5.8
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 : 33: 6 7 2 9 13 16 21:
Old : 33: 6 7 2 9 13 16 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 : 71.7 53.0 85.4 74.8 71.0 53.0 83.5 74.6
Old : 71.7 53.0 85.4 74.8 71.0 53.0 83.5 74.6
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, November 4, 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 : 15,796: 6,584 1,850 0 8,380 13,432 14,964 15,282: 832 514
Old : 15,796: 6,584 1,850 0 8,380 13,432 14,964 15,282: 832 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 841: 750 219 0 -135 554 615 773: 226 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 11.7 0.0 53.1 85.0 94.7 96.7: 5.3 3.3
Old : 100.0: 41.7 11.7 0.0 53.1 85.0 94.7 96.7: 5.3 3.3
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 : 24: 7 9 0 6 4 13 13:
Old : 24: 7 9 0 6 4 13 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 : 71.0 88.3 85.2 92.6 70.0 88.3 84.1 92.5
Old : 71.0 88.3 85.2 92.6 70.0 88.3 84.1 92.5
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, November 4, 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 : 9,866: 849 736 429 8,086 5,871 9,364 7,036: 502 2,830
Old : 9,866: 849 736 429 8,086 5,871 9,364 7,036: 502 2,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: 84: 0 0 0 166 -62 166 -62: -82 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.5 4.3 82.0 59.5 94.9 71.3: 5.1 28.7
Old : 100.0: 8.6 7.5 4.3 82.0 59.5 94.9 71.3: 5.1 28.7
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 : 23: 4 3 1 13 9 18 12:
Old : 23: 4 3 1 13 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 49.8 80.9 64.1 65.2 45.6 78.5 57.1
Old : 65.7 49.8 80.9 64.1 65.2 45.6 78.5 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2008