MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, January 20, 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 : 38,703: 3,539 6,717 2,084 30,352 18,641 35,975 27,442: 2,728 11,261 Old : 38,703: 3,539 6,717 2,084 30,352 18,641 35,975 27,442: 2,728 11,261 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 1,247: 102 806 27 1,084 103 1,213 936: 34 311 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 17.4 5.4 78.4 48.2 93.0 70.9: 7.0 29.1 Old : 100.0: 9.1 17.4 5.4 78.4 48.2 93.0 70.9: 7.0 29.1 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 : 71: 9 24 12 25 20 41 50: Old : 71: 9 24 12 25 20 41 50: 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 : 52.8 24.9 66.3 37.4 52.8 21.7 65.4 34.1 Old : 52.8 24.9 66.3 37.4 52.8 21.7 65.4 34.1 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 20, 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 : 130,915: 38,334 30,736 21,587 52,727 55,931 112,648 108,254: 18,267 22,661 Old : 129,642: 38,198 30,658 21,427 52,166 55,292 111,791 107,377: 17,851 22,265 Other: 1,273: 296 238 0 561 639 857 877: 416 396 : : : : : Changes in Commitments from: January 13, 2009 : : -3,178: -1,119 3,199 1,462 -2,918 -7,113 -2,575 -2,452: -603 -726 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 23.5 16.5 40.3 42.7 86.0 82.7: 14.0 17.3 Old : 100.0: 29.5 23.6 16.5 40.2 42.6 86.2 82.8: 13.8 17.2 Other: 100.0: 23.3 18.7 0.0 44.1 50.2 67.3 68.9: 32.7 31.1 : : : :# Traders : Number of Traders in Each Category : All : 195: 50 62 64 46 48 134 153: Old : 195: 50 64 64 46 48 134 153: Other: 29: 4 9 0 9 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 : 25.3 23.6 39.2 33.0 25.2 23.0 38.8 32.4 Old : 25.6 23.6 39.6 33.0 25.4 23.0 39.1 32.4 Other: 47.8 42.5 61.9 58.1 47.8 42.5 61.9 57.6 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, January 20, 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 : 203,960: 51,315 54,190 35,362 97,943 78,589 184,620 168,141: 19,340 35,819 Old : 203,960: 51,315 54,190 35,362 97,943 78,589 184,620 168,141: 19,340 35,819 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 2,818: 2,670 4,164 3,988 -1,922 -4,043 4,736 4,109: -1,918 -1,291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 26.6 17.3 48.0 38.5 90.5 82.4: 9.5 17.6 Old : 100.0: 25.2 26.6 17.3 48.0 38.5 90.5 82.4: 9.5 17.6 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 : 298: 57 76 81 71 125 182 245: Old : 298: 57 76 81 71 125 182 245: 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 : 21.6 16.1 34.7 23.0 20.7 16.1 33.7 22.2 Old : 21.6 16.1 34.7 23.0 20.7 16.1 33.7 22.2 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 20, 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 : 7,789: 2,667 3,978 573 3,151 1,227 6,391 5,778: 1,398 2,011 Old : 7,789: 2,667 3,978 573 3,151 1,227 6,391 5,778: 1,398 2,011 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : -112: -82 211 -134 -61 -305 -277 -228: 165 116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 51.1 7.4 40.5 15.8 82.1 74.2: 17.9 25.8 Old : 100.0: 34.2 51.1 7.4 40.5 15.8 82.1 74.2: 17.9 25.8 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 : 63: 17 21 9 17 16 38 44: Old : 63: 17 21 9 17 16 38 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 : 36.3 33.4 58.2 48.2 35.2 32.9 53.5 45.3 Old : 36.3 33.4 58.2 48.2 35.2 32.9 53.5 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, January 20, 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 : 21,226: 5,820 7,138 2,711 8,369 3,410 16,900 13,259: 4,326 7,967 Old : 21,226: 5,820 7,138 2,711 8,369 3,410 16,900 13,259: 4,326 7,967 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 516: -94 37 17 412 -26 335 28: 181 488 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 33.6 12.8 39.4 16.1 79.6 62.5: 20.4 37.5 Old : 100.0: 27.4 33.6 12.8 39.4 16.1 79.6 62.5: 20.4 37.5 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 : 95: 17 26 22 32 26 67 63: Old : 95: 17 26 22 32 26 67 63: 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 : 21.3 24.9 34.8 31.8 19.6 22.0 32.5 28.0 Old : 21.3 24.9 34.8 31.8 19.6 22.0 32.5 28.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, January 20, 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 : 65,416: 8,949 23,534 747 31,738 21,432 41,434 45,713: 23,982 19,703 Old : 65,416: 8,949 23,534 747 31,738 21,432 41,434 45,713: 23,982 19,703 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 10,199: -328 2,053 -267 8,360 5,975 7,765 7,761: 2,434 2,438 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 36.0 1.1 48.5 32.8 63.3 69.9: 36.7 30.1 Old : 100.0: 13.7 36.0 1.1 48.5 32.8 63.3 69.9: 36.7 30.1 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 : 50: 11 19 3 10 17 21 39: Old : 50: 11 19 3 10 17 21 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 : 45.4 33.7 54.6 46.6 44.2 33.7 52.5 46.6 Old : 45.4 33.7 54.6 46.6 44.2 33.7 52.5 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, January 20, 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 : 24,527: 5,135 11,509 305 6,535 3,678 11,975 15,492: 12,552 9,035 Old : 24,527: 5,135 11,509 305 6,535 3,678 11,975 15,492: 12,552 9,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : -176: 309 449 0 751 -2,350 1,060 -1,901: -1,236 1,725 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 46.9 1.2 26.6 15.0 48.8 63.2: 51.2 36.8 Old : 100.0: 20.9 46.9 1.2 26.6 15.0 48.8 63.2: 51.2 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 : 29: 9 11 2 6 5 16 17: Old : 29: 9 11 2 6 5 16 17: 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 : 27.4 37.6 39.3 50.9 27.4 37.6 39.2 50.9 Old : 27.4 37.6 39.3 50.9 27.4 37.6 39.2 50.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, January 20, 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 : 24,625: 5,671 14,524 0 17,413 4,521 23,084 19,045: 1,541 5,580 Old : 24,625: 5,671 14,524 0 17,413 4,521 23,084 19,045: 1,541 5,580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 6,393: -272 4,323 -4 7,272 262 6,996 4,581: -603 1,812 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 59.0 0.0 70.7 18.4 93.7 77.3: 6.3 22.7 Old : 100.0: 23.0 59.0 0.0 70.7 18.4 93.7 77.3: 6.3 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 : 46: 9 22 0 9 7 18 29: Old : 46: 9 22 0 9 7 18 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.4 34.1 83.3 52.5 74.4 34.1 83.3 52.5 Old : 74.4 34.1 83.3 52.5 74.4 34.1 83.3 52.5 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 20, 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 : 87,698: 7,489 46,526 68 49,259 18,613 56,816 65,207: 30,882 22,491 Old : 87,698: 7,489 46,526 68 49,259 18,613 56,816 65,207: 30,882 22,491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 12,260: -2,926 2,059 -145 10,617 5,359 7,546 7,273: 4,714 4,987 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 53.1 0.1 56.2 21.2 64.8 74.4: 35.2 25.6 Old : 100.0: 8.5 53.1 0.1 56.2 21.2 64.8 74.4: 35.2 25.6 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 : 59: 9 32 3 13 11 24 44: Old : 59: 9 32 3 13 11 24 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 : 45.0 35.9 56.2 47.4 43.9 35.7 54.7 47.2 Old : 45.0 35.9 56.2 47.4 43.9 35.7 54.7 47.2 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 20, 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 : 113,171: 62,529 15,439 124 29,220 78,405 91,873 93,968: 21,298 19,203 Old : 113,171: 62,529 15,439 124 29,220 78,405 91,873 93,968: 21,298 19,203 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 5,457: 2,049 -146 51 1,957 6,155 4,057 6,060: 1,400 -603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 13.6 0.1 25.8 69.3 81.2 83.0: 18.8 17.0 Old : 100.0: 55.3 13.6 0.1 25.8 69.3 81.2 83.0: 18.8 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 : 67: 25 18 3 17 14 44 33: Old : 67: 25 18 3 17 14 44 33: 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 : 32.8 53.9 50.4 68.9 32.8 53.7 50.4 68.6 Old : 32.8 53.9 50.4 68.9 32.8 53.7 50.4 68.6 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 20, 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 : 131,714: 27,780 35,360 1,140 61,010 55,952 89,930 92,452: 41,784 39,262 Old : 131,714: 27,780 35,360 1,140 61,010 55,952 89,930 92,452: 41,784 39,262 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 14,212: 810 -958 -209 9,893 4,862 10,494 3,695: 3,718 10,517 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 26.8 0.9 46.3 42.5 68.3 70.2: 31.7 29.8 Old : 100.0: 21.1 26.8 0.9 46.3 42.5 68.3 70.2: 31.7 29.8 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 : 93: 30 26 10 23 26 59 56: Old : 93: 30 26 10 23 26 59 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 : 31.3 35.3 43.3 47.9 31.2 34.1 42.7 46.6 Old : 31.3 35.3 43.3 47.9 31.2 34.1 42.7 46.6 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 20, 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 : 9,714: 2,059 3,996 0 4,972 3,760 7,031 7,756: 2,683 1,958 Old : 9,714: 2,059 3,996 0 4,972 3,760 7,031 7,756: 2,683 1,958 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : -284: -1,357 387 0 1,036 -1,042 -321 -655: 37 371 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 41.1 0.0 51.2 38.7 72.4 79.8: 27.6 20.2 Old : 100.0: 21.2 41.1 0.0 51.2 38.7 72.4 79.8: 27.6 20.2 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 : 24: 3 8 0 8 6 11 14: Old : 24: 3 8 0 8 6 11 14: 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 : 52.8 53.6 67.4 71.9 52.8 53.6 67.4 71.9 Old : 52.8 53.6 67.4 71.9 52.8 53.6 67.4 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, January 20, 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 : 6,917,563: 1,012,929 517,440 453,191 4,524,742 5,203,697 5,990,862 6,174,328: 926,701 743,235 Old : 6,917,563: 1,012,929 517,440 453,191 4,524,742 5,203,697 5,990,862 6,174,328: 926,701 743,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 92,402: -47,594 40,903 -1,934 102,502 1,458 52,974 40,427: 39,428 51,975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 7.5 6.6 65.4 75.2 86.6 89.3: 13.4 10.7 Old : 100.0: 14.6 7.5 6.6 65.4 75.2 86.6 89.3: 13.4 10.7 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 : 203: 56 32 64 98 97 185 171: Old : 203: 56 32 64 98 97 185 171: 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 : 30.8 36.6 40.8 51.6 29.7 29.9 37.2 41.1 Old : 30.8 36.6 40.8 51.6 29.7 29.9 37.2 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 20, 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 : 527,652: 38,971 47,131 4,866 367,878 421,642 411,715 473,639: 115,937 54,013 Old : 527,652: 38,971 47,131 4,866 367,878 421,642 411,715 473,639: 115,937 54,013 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 21,622: -2,934 13,619 -535 14,292 5,061 10,823 18,145: 10,799 3,477 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 8.9 0.9 69.7 79.9 78.0 89.8: 22.0 10.2 Old : 100.0: 7.4 8.9 0.9 69.7 79.9 78.0 89.8: 22.0 10.2 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 : 148: 23 18 15 80 62 112 86: Old : 148: 23 18 15 80 62 112 86: 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 25.6 30.9 41.7 19.5 25.3 30.3 41.3 Old : 19.9 25.6 30.9 41.7 19.5 25.3 30.3 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 20, 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 : 2,565,182: 572,592 308,676 26,126 1,773,112 1,990,522 2,371,830 2,325,324: 193,352 239,858 Old : 2,565,182: 572,592 308,676 26,126 1,773,112 1,990,522 2,371,830 2,325,324: 193,352 239,858 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 126,283: 59,320 66,000 -3,876 60,526 -6,945 115,970 55,179: 10,313 71,104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 12.0 1.0 69.1 77.6 92.5 90.6: 7.5 9.4 Old : 100.0: 22.3 12.0 1.0 69.1 77.6 92.5 90.6: 7.5 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 : 393: 91 89 39 137 140 245 251: Old : 393: 91 89 39 137 140 245 251: 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 : 20.4 26.9 32.7 37.8 20.4 25.5 32.5 36.4 Old : 20.4 26.9 32.7 37.8 20.4 25.5 32.5 36.4 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 20, 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 : 113,263: 18,112 14,876 0 87,403 93,949 105,515 108,825: 7,748 4,438 Old : 113,263: 18,112 14,876 0 87,403 93,949 105,515 108,825: 7,748 4,438 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 181: -702 172 0 284 -1,202 -418 -1,030: 599 1,211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 13.1 0.0 77.2 82.9 93.2 96.1: 6.8 3.9 Old : 100.0: 16.0 13.1 0.0 77.2 82.9 93.2 96.1: 6.8 3.9 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: 6 8 0 42 33 48 41: Old : 78: 6 8 0 42 33 48 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 : 34.1 58.5 55.6 70.7 30.9 58.5 52.3 69.9 Old : 34.1 58.5 55.6 70.7 30.9 58.5 52.3 69.9 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 20, 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 : 25,020: 2,528 5,414 0 13,072 17,631 15,600 23,045: 9,420 1,975 Old : 25,020: 2,528 5,414 0 13,072 17,631 15,600 23,045: 9,420 1,975 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 1,702: 61 1,328 0 827 588 888 1,916: 814 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 21.6 0.0 52.2 70.5 62.4 92.1: 37.6 7.9 Old : 100.0: 10.1 21.6 0.0 52.2 70.5 62.4 92.1: 37.6 7.9 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 : 42: 7 6 0 13 23 20 29: Old : 42: 7 6 0 13 23 20 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 43.2 49.0 62.7 38.8 43.2 48.1 62.7 Old : 39.2 43.2 49.0 62.7 38.8 43.2 48.1 62.7 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 - Futures Only, January 20, 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 : 268,252: 37,100 52,696 1,281 212,322 161,252 250,703 215,229: 17,549 53,023 Old : 268,252: 37,100 52,696 1,281 212,322 161,252 250,703 215,229: 17,549 53,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 21,544: -791 4,461 -399 22,045 6,890 20,855 10,952: 689 10,592 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 19.6 0.5 79.2 60.1 93.5 80.2: 6.5 19.8 Old : 100.0: 13.8 19.6 0.5 79.2 60.1 93.5 80.2: 6.5 19.8 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 : 188: 27 56 6 48 68 81 124: Old : 188: 27 56 6 48 68 81 124: 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 : 48.3 20.8 60.4 31.4 45.4 18.9 56.9 29.2 Old : 48.3 20.8 60.4 31.4 45.4 18.9 56.9 29.2 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 20, 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 : 45,585: 10,971 17,086 250 22,007 16,344 33,228 33,680: 12,357 11,905 Old : 45,585: 10,971 17,086 250 22,007 16,344 33,228 33,680: 12,357 11,905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 5,909: 661 2,300 200 5,934 1,719 6,795 4,219: -886 1,690 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 37.5 0.5 48.3 35.9 72.9 73.9: 27.1 26.1 Old : 100.0: 24.1 37.5 0.5 48.3 35.9 72.9 73.9: 27.1 26.1 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 : 43: 12 15 1 10 12 23 27: Old : 43: 12 15 1 10 12 23 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 37.1 49.6 52.4 37.7 34.7 49.5 49.8 Old : 37.8 37.1 49.6 52.4 37.7 34.7 49.5 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, January 20, 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 : 34,450: 6,312 6,325 0 22,370 22,600 28,682 28,925: 5,768 5,525 Old : 34,450: 6,312 6,325 0 22,370 22,600 28,682 28,925: 5,768 5,525 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : -991: 237 -2,586 -15 -1,004 1,204 -782 -1,397: -209 406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 18.4 0.0 64.9 65.6 83.3 84.0: 16.7 16.0 Old : 100.0: 18.3 18.4 0.0 64.9 65.6 83.3 84.0: 16.7 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 : 52: 8 11 0 16 21 24 32: Old : 52: 8 11 0 16 21 24 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 38.0 59.5 53.0 47.6 38.0 59.5 53.0 Old : 47.7 38.0 59.5 53.0 47.6 38.0 59.5 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, January 20, 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 : 43,019: 9,947 20,013 166 23,228 20,117 33,341 40,296: 9,678 2,723 Old : 43,019: 9,947 20,013 166 23,228 20,117 33,341 40,296: 9,678 2,723 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : -285: -1,216 2,600 -116 -1,657 6,583 -2,989 9,067: 2,704 -9,352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 46.5 0.4 54.0 46.8 77.5 93.7: 22.5 6.3 Old : 100.0: 23.1 46.5 0.4 54.0 46.8 77.5 93.7: 22.5 6.3 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 : 63: 13 13 2 20 19 34 33: Old : 63: 13 13 2 20 19 34 33: 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 40.5 45.5 58.7 25.4 40.5 42.6 58.4 Old : 25.5 40.5 45.5 58.7 25.4 40.5 42.6 58.4 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 - Futures Only, January 20, 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 : 29,620: 5,254 6,490 26 22,720 21,053 28,000 27,569: 1,620 2,051 Old : 29,620: 5,254 6,490 26 22,720 21,053 28,000 27,569: 1,620 2,051 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 723: 293 376 0 782 545 1,075 921: -352 -198 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 21.9 0.1 76.7 71.1 94.5 93.1: 5.5 6.9 Old : 100.0: 17.7 21.9 0.1 76.7 71.1 94.5 93.1: 5.5 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 : 38: 7 8 2 11 13 19 22: Old : 38: 7 8 2 11 13 19 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 50.0 82.3 72.7 69.6 50.0 80.9 72.7 Old : 71.0 50.0 82.3 72.7 69.6 50.0 80.9 72.7 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 20, 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 : 14,103: 3,775 766 0 9,535 12,744 13,310 13,510: 793 593 Old : 14,103: 3,775 766 0 9,535 12,744 13,310 13,510: 793 593 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : -265: 155 -254 -1 -470 8 -316 -247: 51 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 5.4 0.0 67.6 90.4 94.4 95.8: 5.6 4.2 Old : 100.0: 26.8 5.4 0.0 67.6 90.4 94.4 95.8: 5.6 4.2 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 : 21: 10 4 0 6 3 16 7: Old : 21: 10 4 0 6 3 16 7: 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 : 67.8 93.7 81.8 95.8 66.9 93.7 80.9 94.6 Old : 67.8 93.7 81.8 95.8 66.9 93.7 80.9 94.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2009