MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 13, 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 : 37,456: 3,437 5,911 2,057 29,268 18,538 34,762 26,506: 2,694 10,950
Old : 37,456: 3,437 5,911 2,057 29,268 18,538 34,762 26,506: 2,694 10,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,288: 204 664 524 1,314 1,641 2,042 2,829: 246 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 15.8 5.5 78.1 49.5 92.8 70.8: 7.2 29.2
Old : 100.0: 9.2 15.8 5.5 78.1 49.5 92.8 70.8: 7.2 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 : 67: 9 19 11 25 21 39 47:
Old : 67: 9 19 11 25 21 39 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 25.7 66.6 38.6 52.6 23.0 65.5 35.9
Old : 52.6 25.7 66.6 38.6 52.6 23.0 65.5 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 13, 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 : 134,093: 39,453 27,537 20,125 55,645 63,044 115,223 110,706: 18,870 23,387
Old : 132,869: 39,260 27,342 20,104 55,079 62,399 114,443 109,845: 18,426 23,024
Other: 1,224: 214 216 0 566 645 780 861: 444 363
: : :
: : Changes in Commitments from: January 6, 2009 :
: -23,506: 1,871 -7,009 -7,342 -17,264 -8,289 -22,735 -22,640: -771 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 20.5 15.0 41.5 47.0 85.9 82.6: 14.1 17.4
Old : 100.0: 29.5 20.6 15.1 41.5 47.0 86.1 82.7: 13.9 17.3
Other: 100.0: 17.5 17.6 0.0 46.2 52.7 63.7 70.3: 36.3 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 48 62 63 45 50 132 149:
Old : 191: 49 62 62 44 50 131 148:
Other: 28: 3 8 0 10 11 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 : 26.0 27.1 40.1 36.3 26.0 25.6 40.1 34.7
Old : 26.2 27.2 40.5 36.3 26.2 25.6 40.5 34.8
Other: 49.6 41.7 58.9 57.4 49.6 40.5 58.4 56.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 13, 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 : 201,142: 48,645 50,026 31,374 99,865 82,632 179,884 164,032: 21,258 37,110
Old : 201,142: 48,645 50,026 31,374 99,865 82,632 179,884 164,032: 21,258 37,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -15,842: 1,127 -3,204 -8,116 -11,430 -5,110 -18,419 -16,430: 2,577 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 24.9 15.6 49.6 41.1 89.4 81.6: 10.6 18.4
Old : 100.0: 24.2 24.9 15.6 49.6 41.1 89.4 81.6: 10.6 18.4
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 : 287: 58 63 80 69 122 177 235:
Old : 287: 58 63 80 69 122 177 235:
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 : 21.8 16.0 35.5 23.1 21.2 16.0 34.3 22.1
Old : 21.8 16.0 35.5 23.1 21.2 16.0 34.3 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 13, 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 : 7,901: 2,749 3,767 707 3,212 1,532 6,668 6,006: 1,233 1,895
Old : 7,901: 2,749 3,767 707 3,212 1,532 6,668 6,006: 1,233 1,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 66: 182 -128 116 -90 -206 208 -218: -142 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 47.7 8.9 40.7 19.4 84.4 76.0: 15.6 24.0
Old : 100.0: 34.8 47.7 8.9 40.7 19.4 84.4 76.0: 15.6 24.0
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 : 69: 22 20 9 16 18 42 44:
Old : 69: 22 20 9 16 18 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 31.8 57.3 45.5 35.2 31.8 52.2 42.0
Old : 35.9 31.8 57.3 45.5 35.2 31.8 52.2 42.0
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 13, 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 : 20,710: 5,914 7,101 2,694 7,957 3,436 16,565 13,231: 4,145 7,479
Old : 20,710: 5,914 7,101 2,694 7,957 3,436 16,565 13,231: 4,145 7,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 382: -807 463 730 279 -809 202 384: 180 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 34.3 13.0 38.4 16.6 80.0 63.9: 20.0 36.1
Old : 100.0: 28.6 34.3 13.0 38.4 16.6 80.0 63.9: 20.0 36.1
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 : 93: 20 24 19 29 28 63 61:
Old : 93: 20 24 19 29 28 63 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 : 22.9 25.8 37.1 33.6 21.6 23.0 35.2 29.3
Old : 22.9 25.8 37.1 33.6 21.6 23.0 35.2 29.3
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 13, 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 : 55,217: 9,277 21,481 1,014 23,378 15,457 33,669 37,952: 21,548 17,265
Old : 55,217: 9,277 21,481 1,014 23,378 15,457 33,669 37,952: 21,548 17,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,920: 347 -1,321 331 3,373 -287 4,051 -1,277: -2,131 3,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 38.9 1.8 42.3 28.0 61.0 68.7: 39.0 31.3
Old : 100.0: 16.8 38.9 1.8 42.3 28.0 61.0 68.7: 39.0 31.3
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 : 47: 11 18 3 9 14 21 35:
Old : 47: 11 18 3 9 14 21 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 31.2 52.1 42.3 39.7 31.2 50.0 42.3
Old : 41.2 31.2 52.1 42.3 39.7 31.2 50.0 42.3
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 13, 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 : 24,703: 4,826 11,060 305 5,784 6,028 10,915 17,393: 13,788 7,310
Old : 24,703: 4,826 11,060 305 5,784 6,028 10,915 17,393: 13,788 7,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -732: -1,152 -785 -5 1,887 -412 730 -1,202: -1,462 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 44.8 1.2 23.4 24.4 44.2 70.4: 55.8 29.6
Old : 100.0: 19.5 44.8 1.2 23.4 24.4 44.2 70.4: 55.8 29.6
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 : 32: 10 11 2 7 6 18 18:
Old : 32: 10 11 2 7 6 18 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 : 22.7 44.0 32.0 58.7 22.7 44.0 32.0 58.7
Old : 22.7 44.0 32.0 58.7 22.7 44.0 32.0 58.7
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 13, 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 : 18,232: 5,943 10,201 4 10,141 4,259 16,088 14,464: 2,144 3,768
Old : 18,232: 5,943 10,201 4 10,141 4,259 16,088 14,464: 2,144 3,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,021: -846 2,998 -8 2,431 -879 1,577 2,111: 444 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 56.0 0.0 55.6 23.4 88.2 79.3: 11.8 20.7
Old : 100.0: 32.6 56.0 0.0 55.6 23.4 88.2 79.3: 11.8 20.7
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 : 43: 11 16 1 9 9 21 25:
Old : 43: 11 16 1 9 9 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 37.6 74.1 56.1 62.9 37.6 74.1 56.1
Old : 62.9 37.6 74.1 56.1 62.9 37.6 74.1 56.1
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 13, 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 : 75,438: 10,415 44,467 213 38,642 13,254 49,270 57,934: 26,168 17,504
Old : 75,438: 10,415 44,467 213 38,642 13,254 49,270 57,934: 26,168 17,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -2,819: -950 -1,582 119 -1,930 -572 -2,761 -2,035: -58 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 58.9 0.3 51.2 17.6 65.3 76.8: 34.7 23.2
Old : 100.0: 13.8 58.9 0.3 51.2 17.6 65.3 76.8: 34.7 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 : 56: 10 30 5 13 10 25 43:
Old : 56: 10 30 5 13 10 25 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 : 39.5 39.3 51.6 52.3 38.1 39.0 49.8 52.1
Old : 39.5 39.3 51.6 52.3 38.1 39.0 49.8 52.1
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 13, 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 : 107,714: 60,480 15,585 73 27,263 72,250 87,816 87,908: 19,898 19,806
Old : 107,714: 60,480 15,585 73 27,263 72,250 87,816 87,908: 19,898 19,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -2,446: -2,135 -636 -2 582 -1,916 -1,555 -2,554: -891 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 14.5 0.1 25.3 67.1 81.5 81.6: 18.5 18.4
Old : 100.0: 56.1 14.5 0.1 25.3 67.1 81.5 81.6: 18.5 18.4
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 : 66: 25 16 2 18 15 44 32:
Old : 66: 25 16 2 18 15 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 54.9 49.8 67.5 33.6 54.9 49.8 67.4
Old : 33.6 54.9 49.8 67.5 33.6 54.9 49.8 67.4
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 13, 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 : 117,502: 26,970 36,318 1,349 51,117 51,090 79,436 88,757: 38,066 28,745
Old : 117,502: 26,970 36,318 1,349 51,117 51,090 79,436 88,757: 38,066 28,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -6,376: -6,763 210 242 3,818 -7,703 -2,703 -7,251: -3,673 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 30.9 1.1 43.5 43.5 67.6 75.5: 32.4 24.5
Old : 100.0: 23.0 30.9 1.1 43.5 43.5 67.6 75.5: 32.4 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 28 29 10 24 29 56 64:
Old : 96: 28 29 10 24 29 56 64:
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 : 27.1 36.0 39.6 48.0 25.3 35.7 37.2 47.7
Old : 27.1 36.0 39.6 48.0 25.3 35.7 37.2 47.7
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 13, 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 : 9,998: 3,416 3,609 0 3,936 4,802 7,352 8,411: 2,646 1,587
Old : 9,998: 3,416 3,609 0 3,936 4,802 7,352 8,411: 2,646 1,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 28: 130 571 0 -144 -615 -14 -44: 42 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 36.1 0.0 39.4 48.0 73.5 84.1: 26.5 15.9
Old : 100.0: 34.2 36.1 0.0 39.4 48.0 73.5 84.1: 26.5 15.9
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 : 25: 4 8 0 8 5 12 13:
Old : 25: 4 8 0 8 5 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 : 47.9 55.2 66.5 75.0 47.9 55.2 66.5 75.0
Old : 47.9 55.2 66.5 75.0 47.9 55.2 66.5 75.0
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 13, 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 : 6,825,161: 1,060,523 476,537 455,125 4,422,240 5,202,239 5,937,888 6,133,901: 887,273 691,260
Old : 6,825,161: 1,060,523 476,537 455,125 4,422,240 5,202,239 5,937,888 6,133,901: 887,273 691,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 170,338: 115,514 4,196 -249 4,912 112,894 120,177 116,841: 50,161 53,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 7.0 6.7 64.8 76.2 87.0 89.9: 13.0 10.1
Old : 100.0: 15.5 7.0 6.7 64.8 76.2 87.0 89.9: 13.0 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 : 199: 53 35 64 96 93 184 166:
Old : 199: 53 35 64 96 93 184 166:
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 : 30.2 36.0 40.4 51.5 29.3 29.2 36.7 41.1
Old : 30.2 36.0 40.4 51.5 29.3 29.2 36.7 41.1
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 13, 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 : 506,030: 41,905 33,512 5,401 353,586 416,581 400,892 455,494: 105,138 50,536
Old : 506,030: 41,905 33,512 5,401 353,586 416,581 400,892 455,494: 105,138 50,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 16,677: -4,138 13,074 1,018 20,827 14,942 17,707 29,034: -1,030 -12,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.6 1.1 69.9 82.3 79.2 90.0: 20.8 10.0
Old : 100.0: 8.3 6.6 1.1 69.9 82.3 79.2 90.0: 20.8 10.0
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 : 157: 25 22 15 77 65 111 93:
Old : 157: 25 22 15 77 65 111 93:
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 : 21.0 24.8 32.1 41.4 20.6 24.8 31.7 41.3
Old : 21.0 24.8 32.1 41.4 20.6 24.8 31.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 13, 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 : 2,438,899: 513,272 242,676 30,002 1,712,586 1,997,467 2,255,860 2,270,145: 183,039 168,754
Old : 2,438,899: 513,272 242,676 30,002 1,712,586 1,997,467 2,255,860 2,270,145: 183,039 168,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 27,578: 56,878 -8,951 9,332 19,538 5,934 85,748 6,315: -58,170 21,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.0 1.2 70.2 81.9 92.5 93.1: 7.5 6.9
Old : 100.0: 21.0 10.0 1.2 70.2 81.9 92.5 93.1: 7.5 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 : 385: 93 76 33 140 130 247 226:
Old : 385: 93 76 33 140 130 247 226:
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 : 20.6 27.9 32.0 40.4 20.5 26.2 31.7 38.7
Old : 20.6 27.9 32.0 40.4 20.5 26.2 31.7 38.7
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 13, 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 : 113,082: 18,814 14,704 0 87,119 95,151 105,933 109,855: 7,149 3,227
Old : 113,082: 18,814 14,704 0 87,119 95,151 105,933 109,855: 7,149 3,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -402: 1,779 -1,606 0 -2,111 1,068 -332 -538: -70 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.0 0.0 77.0 84.1 93.7 97.1: 6.3 2.9
Old : 100.0: 16.6 13.0 0.0 77.0 84.1 93.7 97.1: 6.3 2.9
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 : 78: 7 5 0 43 34 50 39:
Old : 78: 7 5 0 43 34 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 : 35.2 54.4 57.1 68.4 31.7 54.4 53.5 67.9
Old : 35.2 54.4 57.1 68.4 31.7 54.4 53.5 67.9
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 - Futures Only, January 13, 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 : 23,318: 2,467 4,086 0 12,245 17,043 14,712 21,129: 8,606 2,189
Old : 23,318: 2,467 4,086 0 12,245 17,043 14,712 21,129: 8,606 2,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,750: -556 1,122 0 206 1,509 -350 2,631: 3,100 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.5 0.0 52.5 73.1 63.1 90.6: 36.9 9.4
Old : 100.0: 10.6 17.5 0.0 52.5 73.1 63.1 90.6: 36.9 9.4
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: 7 5 0 13 21 20 26:
Old : 39: 7 5 0 13 21 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 45.1 49.3 66.0 38.1 45.1 47.8 66.0
Old : 38.5 45.1 49.3 66.0 38.1 45.1 47.8 66.0
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 13, 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 : 246,708: 37,891 48,235 1,680 190,277 154,362 229,848 204,277: 16,860 42,431
Old : 246,708: 37,891 48,235 1,680 190,277 154,362 229,848 204,277: 16,860 42,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 25,286: -4,563 12,468 121 30,680 -3,029 26,238 9,560: -952 15,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 19.6 0.7 77.1 62.6 93.2 82.8: 6.8 17.2
Old : 100.0: 15.4 19.6 0.7 77.1 62.6 93.2 82.8: 6.8 17.2
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 : 165: 30 35 5 54 60 86 98:
Old : 165: 30 35 5 54 60 86 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 22.2 53.2 35.4 40.6 21.1 50.7 34.0
Old : 42.4 22.2 53.2 35.4 40.6 21.1 50.7 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 13, 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 : 39,676: 10,310 14,786 50 16,073 14,625 26,433 29,461: 13,243 10,215
Old : 39,676: 10,310 14,786 50 16,073 14,625 26,433 29,461: 13,243 10,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,468: -2,346 2,725 50 5,979 -2,198 3,683 577: -2,215 891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 37.3 0.1 40.5 36.9 66.6 74.3: 33.4 25.7
Old : 100.0: 26.0 37.3 0.1 40.5 36.9 66.6 74.3: 33.4 25.7
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 : 41: 13 12 1 9 13 23 25:
Old : 41: 13 12 1 9 13 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 35.6 45.1 51.2 32.3 32.8 44.5 48.3
Old : 32.5 35.6 45.1 51.2 32.3 32.8 44.5 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 13, 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 : 35,441: 6,075 8,911 15 23,374 21,396 29,464 30,322: 5,977 5,119
Old : 35,441: 6,075 8,911 15 23,374 21,396 29,464 30,322: 5,977 5,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,465: 896 1,648 5 1,533 228 2,434 1,881: 31 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 25.1 0.0 66.0 60.4 83.1 85.6: 16.9 14.4
Old : 100.0: 17.1 25.1 0.0 66.0 60.4 83.1 85.6: 16.9 14.4
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 : 56: 8 15 2 17 20 27 35:
Old : 56: 8 15 2 17 20 27 35:
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 : 45.9 35.9 57.9 52.9 45.9 35.9 57.9 52.9
Old : 45.9 35.9 57.9 52.9 45.9 35.9 57.9 52.9
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 13, 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 : 43,304: 11,163 17,413 282 24,885 13,534 36,330 31,229: 6,974 12,075
Old : 43,304: 11,163 17,413 282 24,885 13,534 36,330 31,229: 6,974 12,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 3,132: 2,333 2,226 282 415 -383 3,030 2,125: 102 1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 40.2 0.7 57.5 31.3 83.9 72.1: 16.1 27.9
Old : 100.0: 25.8 40.2 0.7 57.5 31.3 83.9 72.1: 16.1 27.9
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 : 65: 15 13 2 24 16 39 31:
Old : 65: 15 13 2 24 16 39 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 : 27.2 34.0 45.8 48.3 27.2 34.0 43.6 46.8
Old : 27.2 34.0 45.8 48.3 27.2 34.0 43.6 46.8
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 13, 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 : 28,897: 4,961 6,114 26 21,938 20,508 26,925 26,648: 1,972 2,249
Old : 28,897: 4,961 6,114 26 21,938 20,508 26,925 26,648: 1,972 2,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,004: -21 -441 -236 938 1,620 681 943: 323 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 21.2 0.1 75.9 71.0 93.2 92.2: 6.8 7.8
Old : 100.0: 17.2 21.2 0.1 75.9 71.0 93.2 92.2: 6.8 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 : 36: 5 7 2 12 13 18 21:
Old : 36: 5 7 2 12 13 18 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 : 68.2 50.0 79.8 73.0 66.8 50.0 78.4 73.0
Old : 68.2 50.0 79.8 73.0 66.8 50.0 78.4 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2009