MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 60,096: 1,213 6,901 11,911 42,546 27,401 55,670 46,213: 4,426 13,883
Old : 60,096: 1,213 6,901 11,911 42,546 27,401 55,670 46,213: 4,426 13,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 3,543: 55 496 606 2,618 1,468 3,279 2,570: 265 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.5 19.8 70.8 45.6 92.6 76.9: 7.4 23.1
Old : 100.0: 2.0 11.5 19.8 70.8 45.6 92.6 76.9: 7.4 23.1
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 : 76: 6 23 19 31 34 52 62:
Old : 76: 6 23 19 31 34 52 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 : 49.0 19.4 62.5 31.6 45.3 15.7 57.0 25.0
Old : 49.0 19.4 62.5 31.6 45.3 15.7 57.0 25.0
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, December 16, 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 : 177,910: 40,799 29,835 40,961 79,406 80,840 161,166 151,637: 16,744 26,273
Old : 176,675: 40,700 29,956 40,724 78,789 80,077 160,213 150,757: 16,462 25,918
Other: 1,236: 230 11 106 617 763 954 880: 282 355
: : :
: : Changes in Commitments from: December 9, 2008 :
: -15,847: -4,038 2,297 -5,326 -5,102 -11,190 -14,465 -14,219: -1,381 -1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.8 23.0 44.6 45.4 90.6 85.2: 9.4 14.8
Old : 100.0: 23.0 17.0 23.1 44.6 45.3 90.7 85.3: 9.3 14.7
Other: 100.0: 18.6 0.9 8.6 50.0 61.8 77.2 71.3: 22.8 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 54 59 62 46 53 135 150:
Old : 191: 51 62 62 46 53 135 150:
Other: 25: 6 3 6 9 11 16 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 21.0 39.3 29.5 25.2 18.5 38.5 25.8
Old : 26.2 20.8 39.6 29.4 25.4 18.6 38.7 25.8
Other: 48.0 47.9 67.8 60.4 45.2 41.7 57.4 52.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 255,260: 44,112 39,550 67,083 124,469 105,359 235,663 211,992: 19,596 43,268
Old : 255,260: 44,112 39,550 67,083 124,469 105,359 235,663 211,992: 19,596 43,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 2,466: 443 -792 3,287 -1,434 -171 2,296 2,324: 169 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.5 26.3 48.8 41.3 92.3 83.0: 7.7 17.0
Old : 100.0: 17.3 15.5 26.3 48.8 41.3 92.3 83.0: 7.7 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 65 67 75 97 137 201 245:
Old : 291: 65 67 75 97 137 201 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 14.6 30.5 21.6 17.2 11.7 27.5 16.3
Old : 18.3 14.6 30.5 21.6 17.2 11.7 27.5 16.3
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, December 16, 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 : 9,177: 2,389 4,168 1,511 3,602 1,418 7,502 7,098: 1,675 2,080
Old : 9,177: 2,389 4,168 1,511 3,602 1,418 7,502 7,098: 1,675 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 321: -229 413 -182 802 150 391 381: -70 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 45.4 16.5 39.3 15.5 81.7 77.3: 18.3 22.7
Old : 100.0: 26.0 45.4 16.5 39.3 15.5 81.7 77.3: 18.3 22.7
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 : 71: 20 25 11 20 21 45 52:
Old : 71: 20 25 11 20 21 45 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 : 32.3 30.6 50.4 44.5 32.0 28.3 48.1 38.6
Old : 32.3 30.6 50.4 44.5 32.0 28.3 48.1 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 22,663: 6,903 7,449 3,245 7,627 2,670 17,775 13,364: 4,887 9,298
Old : 22,663: 6,903 7,449 3,245 7,627 2,670 17,775 13,364: 4,887 9,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -354: -100 150 -276 -237 -82 -613 -207: 259 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 32.9 14.3 33.7 11.8 78.4 59.0: 21.6 41.0
Old : 100.0: 30.5 32.9 14.3 33.7 11.8 78.4 59.0: 21.6 41.0
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 : 99: 21 31 26 32 21 72 65:
Old : 99: 21 31 26 32 21 72 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 21.4 35.4 27.7 24.6 20.4 35.0 25.1
Old : 25.0 21.4 35.4 27.7 24.6 20.4 35.0 25.1
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, December 16, 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 : 94,428: 10,782 17,480 6,090 51,224 50,046 68,096 73,615: 26,332 20,813
Old : 94,428: 10,782 17,480 6,090 51,224 50,046 68,096 73,615: 26,332 20,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 118: -2,582 -4,021 1,962 297 3,422 -324 1,363: 441 -1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 18.5 6.4 54.2 53.0 72.1 78.0: 27.9 22.0
Old : 100.0: 11.4 18.5 6.4 54.2 53.0 72.1 78.0: 27.9 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 : 50: 11 17 10 13 18 29 40:
Old : 50: 11 17 10 13 18 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 35.5 56.3 48.2 39.3 28.0 45.3 40.4
Old : 45.3 35.5 56.3 48.2 39.3 28.0 45.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 26,879: 3,084 7,165 3,711 6,206 5,603 13,001 16,479: 13,877 10,399
Old : 26,879: 3,084 7,165 3,711 6,206 5,603 13,001 16,479: 13,877 10,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -20,473: -1,904 -8,243 269 -22,007 -6,901 -23,641 -14,875: 3,168 -5,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 26.7 13.8 23.1 20.8 48.4 61.3: 51.6 38.7
Old : 100.0: 11.5 26.7 13.8 23.1 20.8 48.4 61.3: 51.6 38.7
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 : 27: 5 12 5 6 7 14 21:
Old : 27: 5 12 5 6 7 14 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 : 28.2 30.4 42.9 43.0 22.3 21.1 29.8 30.3
Old : 28.2 30.4 42.9 43.0 22.3 21.1 29.8 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 10,927: 6,000 3,714 8 3,232 3,869 9,240 7,591: 1,687 3,336
Old : 10,927: 6,000 3,714 8 3,232 3,869 9,240 7,591: 1,687 3,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -31,336: 1,257 -404 1 -31,517 -29,508 -30,259 -29,911: -1,077 -1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 34.0 0.1 29.6 35.4 84.6 69.5: 15.4 30.5
Old : 100.0: 54.9 34.0 0.1 29.6 35.4 84.6 69.5: 15.4 30.5
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 : 36: 13 11 1 3 9 16 21:
Old : 36: 13 11 1 3 9 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 : 53.9 31.5 72.4 49.0 53.9 31.5 72.4 49.0
Old : 53.9 31.5 72.4 49.0 53.9 31.5 72.4 49.0
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, December 16, 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 : 78,161: 8,505 37,433 8,038 36,090 14,160 52,633 59,630: 25,528 18,531
Old : 78,161: 8,505 37,433 8,038 36,090 14,160 52,633 59,630: 25,528 18,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -58,355: 515 -5,820 -816 -70,650 -39,356 -70,952 -45,992: 12,597 -12,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 47.9 10.3 46.2 18.1 67.3 76.3: 32.7 23.7
Old : 100.0: 10.9 47.9 10.3 46.2 18.1 67.3 76.3: 32.7 23.7
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 : 52: 10 24 10 14 10 29 39:
Old : 52: 10 24 10 14 10 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 31.6 47.5 48.5 30.4 30.8 40.8 39.8
Old : 32.9 31.6 47.5 48.5 30.4 30.8 40.8 39.8
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, December 16, 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 : 123,583: 59,962 19,327 7,381 28,611 76,682 95,954 103,390: 27,629 20,193
Old : 123,583: 59,962 19,327 7,381 28,611 76,682 95,954 103,390: 27,629 20,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -54,332: -2,882 -933 123 -38,878 -57,780 -41,637 -58,590: -12,696 4,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 15.6 6.0 23.2 62.0 77.6 83.7: 22.4 16.3
Old : 100.0: 48.5 15.6 6.0 23.2 62.0 77.6 83.7: 22.4 16.3
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 : 72: 27 20 10 18 14 50 39:
Old : 72: 27 20 10 18 14 50 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 48.7 43.7 62.5 30.6 48.7 43.7 61.0
Old : 30.6 48.7 43.7 62.5 30.6 48.7 43.7 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 148,707: 29,443 37,218 20,665 55,116 55,557 105,223 113,439: 43,484 35,268
Old : 148,707: 29,443 37,218 20,665 55,116 55,557 105,223 113,439: 43,484 35,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -49,326: -250 -9,127 4,168 -38,738 -30,512 -34,820 -35,472: -14,506 -13,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.0 13.9 37.1 37.4 70.8 76.3: 29.2 23.7
Old : 100.0: 19.8 25.0 13.9 37.1 37.4 70.8 76.3: 29.2 23.7
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 : 105: 30 41 28 22 25 68 78:
Old : 105: 30 41 28 22 25 68 78:
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 : 24.7 28.7 35.8 39.3 23.1 28.1 30.5 36.8
Old : 24.7 28.7 35.8 39.3 23.1 28.1 30.5 36.8
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 9,130: 2,060 3,595 0 4,041 4,071 6,101 7,666: 3,029 1,464
Old : 9,130: 2,060 3,595 0 4,041 4,071 6,101 7,666: 3,029 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -10,761: -171 -929 -94 -10,983 -7,421 -11,248 -8,444: 487 -2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 39.4 0.0 44.3 44.6 66.8 84.0: 33.2 16.0
Old : 100.0: 22.6 39.4 0.0 44.3 44.6 66.8 84.0: 33.2 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 6 0 6 6 9 12:
Old : 21: 3 6 0 6 6 9 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 55.9 65.7 75.2 55.0 55.9 65.7 75.2
Old : 55.0 55.9 65.7 75.2 55.0 55.9 65.7 75.2
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, December 16, 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 :12,736,764: 565,977 314,923 4,363,655 6,765,417 7,214,437 11,695,050 11,893,015: 1,041,714 843,749
Old :12,736,764: 565,977 314,923 4,363,655 6,765,417 7,214,437 11,695,050 11,893,015: 1,041,714 843,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
:-3,196,195: -84,638 29,283 -1,398,578 -1,656,771 -1,808,723 -3,139,987 -3,178,019: -56,208 -18,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.5 34.3 53.1 56.6 91.8 93.4: 8.2 6.6
Old : 100.0: 4.4 2.5 34.3 53.1 56.6 91.8 93.4: 8.2 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 : 213: 60 34 87 108 104 205 196:
Old : 213: 60 34 87 108 104 205 196:
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 : 26.0 26.3 39.0 41.1 15.8 14.0 18.7 20.7
Old : 26.0 26.3 39.0 41.1 15.8 14.0 18.7 20.7
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, December 16, 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 : 986,159: 62,684 45,970 69,430 688,420 772,840 820,535 888,241: 165,625 97,919
Old : 986,159: 62,684 45,970 69,430 688,420 772,840 820,535 888,241: 165,625 97,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 76,290: -16,872 -1,650 -2,564 57,896 57,756 38,461 53,542: 37,830 22,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.7 7.0 69.8 78.4 83.2 90.1: 16.8 9.9
Old : 100.0: 6.4 4.7 7.0 69.8 78.4 83.2 90.1: 16.8 9.9
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 : 187: 41 29 48 96 81 163 133:
Old : 187: 41 29 48 96 81 163 133:
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 21.3 28.3 32.1 11.5 13.8 17.4 22.6
Old : 19.9 21.3 28.3 32.1 11.5 13.8 17.4 22.6
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, December 16, 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 : 4,109,147: 568,567 332,750 179,830 3,117,070 3,292,184 3,865,466 3,804,763: 243,681 304,383
Old : 4,109,147: 568,567 332,750 179,830 3,117,070 3,292,184 3,865,466 3,804,763: 243,681 304,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 680,194: 97,621 -5,981 44,118 527,020 541,927 668,759 580,064: 11,434 100,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.1 4.4 75.9 80.1 94.1 92.6: 5.9 7.4
Old : 100.0: 13.8 8.1 4.4 75.9 80.1 94.1 92.6: 5.9 7.4
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 : 426: 107 94 93 180 150 336 288:
Old : 426: 107 94 93 180 150 336 288:
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 31.8 29.2 41.8 11.3 26.0 19.5 33.9
Old : 20.5 31.8 29.2 41.8 11.3 26.0 19.5 33.9
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, December 16, 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 : 138,129: 24,091 15,527 1,591 102,766 116,153 128,448 133,271: 9,681 4,858
Old : 138,129: 24,091 15,527 1,591 102,766 116,153 128,448 133,271: 9,681 4,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 13,158: 891 -2,052 1,591 7,354 10,159 9,836 9,698: 3,322 3,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.2 1.2 74.4 84.1 93.0 96.5: 7.0 3.5
Old : 100.0: 17.4 11.2 1.2 74.4 84.1 93.0 96.5: 7.0 3.5
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 : 84: 8 6 3 46 43 55 51:
Old : 84: 8 6 3 46 43 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 47.4 50.0 64.9 25.7 47.4 43.5 61.4
Old : 31.4 47.4 50.0 64.9 25.7 47.4 43.5 61.4
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, December 16, 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 : 45,666: 5,196 1,976 767 30,664 29,571 36,627 32,314: 9,040 13,352
Old : 45,666: 5,196 1,976 767 30,664 29,571 36,627 32,314: 9,040 13,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 10,800: 396 -240 198 4,875 5,396 5,469 5,354: 5,330 5,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 4.3 1.7 67.1 64.8 80.2 70.8: 19.8 29.2
Old : 100.0: 11.4 4.3 1.7 67.1 64.8 80.2 70.8: 19.8 29.2
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 : 45: 8 5 6 27 23 37 32:
Old : 45: 8 5 6 27 23 37 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 : 27.7 35.7 45.8 49.7 27.4 29.3 38.7 39.7
Old : 27.7 35.7 45.8 49.7 27.4 29.3 38.7 39.7
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, December 16, 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 : 402,663: 32,021 39,527 33,225 279,613 306,559 344,859 379,311: 57,804 23,352
Old : 402,663: 32,021 39,527 33,225 279,613 306,559 344,859 379,311: 57,804 23,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 46,981: -7,109 -12,834 24,272 13,535 26,925 30,698 38,363: 16,283 8,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.8 8.3 69.4 76.1 85.6 94.2: 14.4 5.8
Old : 100.0: 8.0 9.8 8.3 69.4 76.1 85.6 94.2: 14.4 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 : 194: 33 42 26 68 84 115 139:
Old : 194: 33 42 26 68 84 115 139:
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 : 39.0 23.6 49.6 36.5 31.2 18.6 36.9 28.3
Old : 39.0 23.6 49.6 36.5 31.2 18.6 36.9 28.3
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, December 16, 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 : 35,235: 6,138 10,659 3,553 10,656 10,852 20,347 25,064: 14,889 10,171
Old : 35,235: 6,138 10,659 3,553 10,656 10,852 20,347 25,064: 14,889 10,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -37,488: 835 928 -643 -37,036 -33,989 -36,844 -33,704: -645 -3,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 30.3 10.1 30.2 30.8 57.7 71.1: 42.3 28.9
Old : 100.0: 17.4 30.3 10.1 30.2 30.8 57.7 71.1: 42.3 28.9
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 : 29: 11 6 5 7 9 20 18:
Old : 29: 11 6 5 7 9 20 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 : 27.6 37.2 42.0 58.2 25.2 35.3 36.2 52.4
Old : 27.6 37.2 42.0 58.2 25.2 35.3 36.2 52.4
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, December 16, 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 : 30,840: 5,816 7,578 11 19,147 17,218 24,973 24,807: 5,867 6,033
Old : 30,840: 5,816 7,578 11 19,147 17,218 24,973 24,807: 5,867 6,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -45,045: -7,967 -6,692 -3,878 -24,480 -26,825 -36,326 -37,396: -8,719 -7,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.6 0.0 62.1 55.8 81.0 80.4: 19.0 19.6
Old : 100.0: 18.9 24.6 0.0 62.1 55.8 81.0 80.4: 19.0 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 7 12 2 16 19 25 32:
Old : 50: 7 12 2 16 19 25 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 : 51.1 40.3 63.2 55.2 50.9 39.8 62.6 54.7
Old : 51.1 40.3 63.2 55.2 50.9 39.8 62.6 54.7
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, December 16, 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 : 32,713: 8,950 8,259 190 16,049 12,291 25,189 20,740: 7,524 11,973
Old : 32,713: 8,950 8,259 190 16,049 12,291 25,189 20,740: 7,524 11,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -86,038: -2,799 -12,913 -3,509 -23,786 -74,606 -30,094 -91,028: -55,944 4,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 25.2 0.6 49.1 37.6 77.0 63.4: 23.0 36.6
Old : 100.0: 27.4 25.2 0.6 49.1 37.6 77.0 63.4: 23.0 36.6
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 : 49: 10 7 2 20 14 30 23:
Old : 49: 10 7 2 20 14 30 23:
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 : 29.6 32.9 44.7 44.9 29.4 31.1 43.1 42.4
Old : 29.6 32.9 44.7 44.9 29.4 31.1 43.1 42.4
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, December 16, 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 : 31,907: 4,744 6,945 3,216 21,993 20,100 29,953 30,261: 1,954 1,646
Old : 31,907: 4,744 6,945 3,216 21,993 20,100 29,953 30,261: 1,954 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 4,167: 428 431 3,104 326 326 3,858 3,861: 309 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 21.8 10.1 68.9 63.0 93.9 94.8: 6.1 5.2
Old : 100.0: 14.9 21.8 10.1 68.9 63.0 93.9 94.8: 6.1 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 : 34: 6 7 3 11 11 19 19:
Old : 34: 6 7 3 11 11 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 54.2 78.6 77.7 58.7 44.5 69.5 68.0
Old : 64.5 54.2 78.6 77.7 58.7 44.5 69.5 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2008