MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 35,168: 3,233 5,247 1,533 27,954 16,897 32,720 23,677: 2,448 11,491 Old : 35,168: 3,233 5,247 1,533 27,954 16,897 32,720 23,677: 2,448 11,491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : -3,154: 24 -1,787 2 -3,001 -2,761 -2,975 -4,546: -179 1,392 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 14.9 4.4 79.5 48.0 93.0 67.3: 7.0 32.7 Old : 100.0: 9.2 14.9 4.4 79.5 48.0 93.0 67.3: 7.0 32.7 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 : 65: 10 16 11 26 20 40 45: Old : 65: 10 16 11 26 20 40 45: 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 : 53.6 26.4 68.0 39.0 53.6 24.2 66.7 36.7 Old : 53.6 26.4 68.0 39.0 53.6 24.2 66.7 36.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 157,599: 37,582 34,546 27,467 72,909 71,333 137,958 133,346: 19,641 24,253 Old : 156,418: 37,436 34,368 27,425 72,345 70,725 137,206 132,518: 19,212 23,900 Other: 1,181: 179 211 9 564 608 752 828: 429 353 : : : : : Changes in Commitments from: December 30, 2008 : : 3,760: -802 -2,351 807 -630 4,701 -625 3,157: 4,385 603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 21.9 17.4 46.3 45.3 87.5 84.6: 12.5 15.4 Old : 100.0: 23.9 22.0 17.5 46.3 45.2 87.7 84.7: 12.3 15.3 Other: 100.0: 15.2 17.9 0.8 47.8 51.5 63.7 70.1: 36.3 29.9 : : : :# Traders : Number of Traders in Each Category : All : 186: 38 75 58 43 48 121 148: Old : 186: 38 75 57 43 48 121 147: Other: 28: 3 8 1 10 10 13 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 : 27.0 24.5 41.8 33.5 25.1 21.8 38.0 30.1 Old : 27.2 24.5 42.1 33.6 25.3 21.8 38.3 30.1 Other: 49.9 42.3 59.9 56.0 49.9 41.1 58.2 54.8 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 216,984: 47,518 53,230 39,490 111,295 87,742 198,303 180,462: 18,681 36,522 Old : 216,984: 47,518 53,230 39,490 111,295 87,742 198,303 180,462: 18,681 36,522 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 5,619: 2,614 -1,810 746 -574 4,307 2,786 3,243: 2,833 2,376 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 24.5 18.2 51.3 40.4 91.4 83.2: 8.6 16.8 Old : 100.0: 21.9 24.5 18.2 51.3 40.4 91.4 83.2: 8.6 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 : 294: 56 73 76 63 130 170 242: Old : 294: 56 73 76 63 130 170 242: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.2 14.8 35.8 22.4 22.2 14.6 34.8 20.5 Old : 22.2 14.8 35.8 22.4 22.2 14.6 34.8 20.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 7,835: 2,567 3,895 591 3,302 1,738 6,460 6,224: 1,375 1,611 Old : 7,835: 2,567 3,895 591 3,302 1,738 6,460 6,224: 1,375 1,611 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : -116: 92 99 -81 -148 -192 -137 -174: 21 58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 49.7 7.5 42.1 22.2 82.5 79.4: 17.5 20.6 Old : 100.0: 32.8 49.7 7.5 42.1 22.2 82.5 79.4: 17.5 20.6 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 : 66: 17 20 8 17 19 40 43: Old : 66: 17 20 8 17 19 40 43: 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 : 37.0 33.2 58.9 48.5 36.0 33.2 52.5 43.9 Old : 37.0 33.2 58.9 48.5 36.0 33.2 52.5 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 20,328: 6,721 6,638 1,964 7,678 4,245 16,363 12,847: 3,965 7,481 Old : 20,328: 6,721 6,638 1,964 7,678 4,245 16,363 12,847: 3,965 7,481 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : -51: -617 -445 26 353 752 -238 333: 187 -384 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 32.7 9.7 37.8 20.9 80.5 63.2: 19.5 36.8 Old : 100.0: 33.1 32.7 9.7 37.8 20.9 80.5 63.2: 19.5 36.8 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 : 95: 21 22 18 28 28 64 58: Old : 95: 21 22 18 28 28 64 58: 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 : 24.2 25.1 38.3 33.6 23.7 23.7 37.8 30.8 Old : 24.2 25.1 38.3 33.6 23.7 23.7 37.8 30.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 53,297: 8,930 22,802 683 20,005 15,744 29,618 39,229: 23,679 14,068 Old : 53,297: 8,930 22,802 683 20,005 15,744 29,618 39,229: 23,679 14,068 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 5,818: 457 3,974 -345 3,858 4,463 3,970 8,092: 1,848 -2,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 42.8 1.3 37.5 29.5 55.6 73.6: 44.4 26.4 Old : 100.0: 16.8 42.8 1.3 37.5 29.5 55.6 73.6: 44.4 26.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 13 22 4 9 14 23 39: Old : 52: 13 22 4 9 14 23 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 : 37.8 31.6 47.0 43.7 36.3 31.6 45.5 43.7 Old : 37.8 31.6 47.0 43.7 36.3 31.6 45.5 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 25,435: 5,978 11,845 310 3,897 6,440 10,185 18,595: 15,250 6,840 Old : 25,435: 5,978 11,845 310 3,897 6,440 10,185 18,595: 15,250 6,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 362: 1,010 3,030 10 -2,594 -3,865 -1,574 -825: 1,936 1,187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 46.6 1.2 15.3 25.3 40.0 73.1: 60.0 26.9 Old : 100.0: 23.5 46.6 1.2 15.3 25.3 40.0 73.1: 60.0 26.9 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: 9 13 4 6 4 17 19: Old : 31: 9 13 4 6 4 17 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 : 19.2 43.3 30.9 62.1 19.2 43.3 30.8 61.1 Old : 19.2 43.3 30.9 62.1 19.2 43.3 30.8 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 16,211: 6,789 7,203 12 7,710 5,138 14,511 12,353: 1,700 3,858 Old : 16,211: 6,789 7,203 12 7,710 5,138 14,511 12,353: 1,700 3,858 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 769: 29 -197 -11 1,180 969 1,198 761: -429 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.9 44.4 0.1 47.6 31.7 89.5 76.2: 10.5 23.8 Old : 100.0: 41.9 44.4 0.1 47.6 31.7 89.5 76.2: 10.5 23.8 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 : 43: 14 13 1 6 10 20 24: Old : 43: 14 13 1 6 10 20 24: 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 : 62.4 32.5 75.2 55.1 62.4 32.5 75.2 55.1 Old : 62.4 32.5 75.2 55.1 62.4 32.5 75.2 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 78,257: 11,365 46,049 94 40,572 13,826 52,031 59,969: 26,226 18,288 Old : 78,257: 11,365 46,049 94 40,572 13,826 52,031 59,969: 26,226 18,288 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 1,917: 2,048 889 21 -1,971 1,264 98 2,174: 1,819 -257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 58.8 0.1 51.8 17.7 66.5 76.6: 33.5 23.4 Old : 100.0: 14.5 58.8 0.1 51.8 17.7 66.5 76.6: 33.5 23.4 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 : 59: 13 29 5 14 9 29 41: Old : 59: 13 29 5 14 9 29 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 : 37.6 38.7 49.9 50.8 36.5 38.5 48.3 50.6 Old : 37.6 38.7 49.9 50.8 36.5 38.5 48.3 50.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 110,160: 62,615 16,221 75 26,681 74,166 89,371 90,462: 20,789 19,698 Old : 110,160: 62,615 16,221 75 26,681 74,166 89,371 90,462: 20,789 19,698 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 4,234: 4,822 2,304 3 1,234 268 6,059 2,575: -1,825 1,659 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 14.7 0.1 24.2 67.3 81.1 82.1: 18.9 17.9 Old : 100.0: 56.8 14.7 0.1 24.2 67.3 81.1 82.1: 18.9 17.9 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 : 69: 25 19 3 16 13 42 34: Old : 69: 25 19 3 16 13 42 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 : 33.2 54.9 48.1 68.6 33.2 54.9 48.1 68.5 Old : 33.2 54.9 48.1 68.6 33.2 54.9 48.1 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 123,878: 33,733 36,108 1,107 47,299 58,793 82,139 96,008: 41,739 27,870 Old : 123,878: 33,733 36,108 1,107 47,299 58,793 82,139 96,008: 41,739 27,870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 3,379: 1,204 375 27 -2,085 2,328 -854 2,730: 4,233 649 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 29.1 0.9 38.2 47.5 66.3 77.5: 33.7 22.5 Old : 100.0: 27.2 29.1 0.9 38.2 47.5 66.3 77.5: 33.7 22.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 98: 38 24 8 22 26 62 56: Old : 98: 38 24 8 22 26 62 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 : 25.5 38.2 35.7 50.9 24.0 37.9 33.8 50.6 Old : 25.5 38.2 35.7 50.9 24.0 37.9 33.8 50.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 9,970: 3,286 3,038 0 4,080 5,417 7,366 8,455: 2,604 1,515 Old : 9,970: 3,286 3,038 0 4,080 5,417 7,366 8,455: 2,604 1,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 937: 926 -331 0 -72 1,150 854 819: 83 118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 30.5 0.0 40.9 54.3 73.9 84.8: 26.1 15.2 Old : 100.0: 33.0 30.5 0.0 40.9 54.3 73.9 84.8: 26.1 15.2 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 : 25: 5 5 0 7 8 12 13: Old : 25: 5 5 0 7 8 12 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 : 45.3 52.8 65.1 74.5 45.3 52.8 65.1 74.5 Old : 45.3 52.8 65.1 74.5 45.3 52.8 65.1 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All : 6,654,823: 945,009 472,341 455,374 4,417,328 5,089,345 5,817,711 6,017,060: 837,112 637,763 Old : 6,654,823: 945,009 472,341 455,374 4,417,328 5,089,345 5,817,711 6,017,060: 837,112 637,763 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : -29,130: 13,789 24,849 11,661 -20,194 -64,853 5,256 -28,343: -34,386 -787 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 7.1 6.8 66.4 76.5 87.4 90.4: 12.6 9.6 Old : 100.0: 14.2 7.1 6.8 66.4 76.5 87.4 90.4: 12.6 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 194: 52 29 64 96 93 180 166: Old : 194: 52 29 64 96 93 180 166: 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 : 31.1 36.1 40.7 51.9 29.9 29.2 37.1 41.5 Old : 31.1 36.1 40.7 51.9 29.9 29.2 37.1 41.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 489,353: 46,043 20,438 4,383 332,759 401,639 383,185 426,460: 106,168 62,893 Old : 489,353: 46,043 20,438 4,383 332,759 401,639 383,185 426,460: 106,168 62,893 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 749: 2,138 -2,311 100 -2,685 8,142 -447 5,931: 1,196 -5,182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 4.2 0.9 68.0 82.1 78.3 87.1: 21.7 12.9 Old : 100.0: 9.4 4.2 0.9 68.0 82.1 78.3 87.1: 21.7 12.9 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 : 157: 27 18 14 79 67 113 92: Old : 157: 27 18 14 79 67 113 92: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.6 24.6 32.4 41.5 21.2 24.5 32.0 41.4 Old : 21.6 24.6 32.4 41.5 21.2 24.5 32.0 41.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 2,411,321: 456,394 251,627 20,670 1,693,048 1,991,533 2,170,112 2,263,830: 241,209 147,491 Old : 2,411,321: 456,394 251,627 20,670 1,693,048 1,991,533 2,170,112 2,263,830: 241,209 147,491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 103,542: -4,158 34,389 3,590 101,388 49,234 100,820 87,213: 2,722 16,329 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 10.4 0.9 70.2 82.6 90.0 93.9: 10.0 6.1 Old : 100.0: 18.9 10.4 0.9 70.2 82.6 90.0 93.9: 10.0 6.1 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 : 370: 89 77 29 129 122 229 217: Old : 370: 89 77 29 129 122 229 217: 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 : 20.8 32.7 32.9 44.7 20.6 30.9 32.4 42.8 Old : 20.8 32.7 32.9 44.7 20.6 30.9 32.4 42.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 113,484: 17,035 16,310 0 89,230 94,083 106,265 110,393: 7,219 3,091 Old : 113,484: 17,035 16,310 0 89,230 94,083 106,265 110,393: 7,219 3,091 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : -2,219: -2,198 2,260 -291 383 -3,839 -2,106 -1,870: -113 -349 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 14.4 0.0 78.6 82.9 93.6 97.3: 6.4 2.7 Old : 100.0: 15.0 14.4 0.0 78.6 82.9 93.6 97.3: 6.4 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 6 6 0 45 35 51 41: Old : 82: 6 6 0 45 35 51 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 : 35.1 50.1 56.9 64.2 33.1 50.1 54.8 64.2 Old : 35.1 50.1 56.9 64.2 33.1 50.1 54.8 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 20,568: 3,023 2,964 0 12,039 15,534 15,062 18,498: 5,506 2,070 Old : 20,568: 3,023 2,964 0 12,039 15,534 15,062 18,498: 5,506 2,070 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 1,447: 619 -965 0 842 2,672 1,461 1,707: -14 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 14.4 0.0 58.5 75.5 73.2 89.9: 26.8 10.1 Old : 100.0: 14.7 14.4 0.0 58.5 75.5 73.2 89.9: 26.8 10.1 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 : 37: 8 4 0 13 19 21 23: Old : 37: 8 4 0 13 19 21 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 : 40.0 46.0 53.9 65.8 39.6 46.0 51.2 63.0 Old : 40.0 46.0 53.9 65.8 39.6 46.0 51.2 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 221,422: 42,454 35,767 1,559 159,597 157,391 203,610 194,717: 17,812 26,705 Old : 221,422: 42,454 35,767 1,559 159,597 157,391 203,610 194,717: 17,812 26,705 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : -8,558: -6,572 4,284 -2,126 -1,016 -11,986 -9,714 -9,828: 1,156 1,270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 16.2 0.7 72.1 71.1 92.0 87.9: 8.0 12.1 Old : 100.0: 19.2 16.2 0.7 72.1 71.1 92.0 87.9: 8.0 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 162: 36 33 7 47 58 87 94: Old : 162: 36 33 7 47 58 87 94: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 25.7 54.1 39.5 40.4 24.1 51.2 37.2 Old : 42.9 25.7 54.1 39.5 40.4 24.1 51.2 37.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 38,208: 12,656 12,061 0 10,094 16,823 22,750 28,884: 15,458 9,324 Old : 38,208: 12,656 12,061 0 10,094 16,823 22,750 28,884: 15,458 9,324 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 5,061: 1,447 400 0 1,403 4,131 2,850 4,531: 2,211 530 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 31.6 0.0 26.4 44.0 59.5 75.6: 40.5 24.4 Old : 100.0: 33.1 31.6 0.0 26.4 44.0 59.5 75.6: 40.5 24.4 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 : 39: 16 8 0 8 10 24 18: Old : 39: 16 8 0 8 10 24 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 : 22.5 38.0 35.9 55.9 22.5 35.1 35.9 53.0 Old : 22.5 38.0 35.9 55.9 22.5 35.1 35.9 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 32,976: 5,179 7,263 10 21,841 21,168 27,030 28,441: 5,946 4,535 Old : 32,976: 5,179 7,263 10 21,841 21,168 27,030 28,441: 5,946 4,535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 1,425: -30 -743 0 1,034 3,022 1,004 2,279: 421 -854 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 22.0 0.0 66.2 64.2 82.0 86.2: 18.0 13.8 Old : 100.0: 15.7 22.0 0.0 66.2 64.2 82.0 86.2: 18.0 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 : 49: 5 12 1 17 18 23 30: Old : 49: 5 12 1 17 18 23 30: 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 : 48.6 39.4 60.4 56.6 48.6 38.3 60.3 55.5 Old : 48.6 39.4 60.4 56.6 48.6 38.3 60.3 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 40,172: 8,830 15,187 0 24,470 13,917 33,300 29,104: 6,872 11,068 Old : 40,172: 8,830 15,187 0 24,470 13,917 33,300 29,104: 6,872 11,068 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 2,091: -1,480 3,416 -119 3,686 -461 2,087 2,836: 4 -745 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 37.8 0.0 60.9 34.6 82.9 72.4: 17.1 27.6 Old : 100.0: 22.0 37.8 0.0 60.9 34.6 82.9 72.4: 17.1 27.6 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 : 61: 11 10 0 25 18 36 28: Old : 61: 11 10 0 25 18 36 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.5 38.0 46.0 51.8 27.3 37.7 42.8 48.9 Old : 27.5 38.0 46.0 51.8 27.3 37.7 42.8 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 27,893: 4,982 6,555 262 21,000 18,888 26,244 25,705: 1,649 2,188 Old : 27,893: 4,982 6,555 262 21,000 18,888 26,244 25,705: 1,649 2,188 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : -476: -169 667 90 -322 -1,188 -401 -431: -75 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 23.5 0.9 75.3 67.7 94.1 92.2: 5.9 7.8 Old : 100.0: 17.9 23.5 0.9 75.3 67.7 94.1 92.2: 5.9 7.8 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 : 34: 6 6 2 12 11 19 18: Old : 34: 6 6 2 12 11 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 52.8 79.6 75.0 67.2 52.8 78.1 75.0 Old : 68.6 52.8 79.6 75.0 67.2 52.8 78.1 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, January 6, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 14,368: 3,620 1,020 1 10,005 12,736 13,626 13,757: 742 611 Old : 14,368: 3,620 1,020 1 10,005 12,736 13,626 13,757: 742 611 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 495: 357 -181 0 2 444 359 263: 136 232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 7.1 0.0 69.6 88.6 94.8 95.7: 5.2 4.3 Old : 100.0: 25.2 7.1 0.0 69.6 88.6 94.8 95.7: 5.2 4.3 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 : 20: 8 4 1 6 4 15 8: Old : 20: 8 4 1 6 4 15 8: 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 : 69.5 93.0 83.7 95.7 68.6 93.0 82.8 94.7 Old : 69.5 93.0 83.7 95.7 68.6 93.0 82.8 94.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2009