MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, January 27, 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 : 39,057: 3,561 7,664 2,071 30,268 19,124 35,900 28,859: 3,157 10,198 Old : 39,057: 3,561 7,664 2,071 30,268 19,124 35,900 28,859: 3,157 10,198 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 354: 22 947 -13 -84 483 -75 1,417: 429 -1,063 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 19.6 5.3 77.5 49.0 91.9 73.9: 8.1 26.1 Old : 100.0: 9.1 19.6 5.3 77.5 49.0 91.9 73.9: 8.1 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 : 74: 12 24 13 27 20 45 52: Old : 74: 12 24 13 27 20 45 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 25.4 65.4 38.4 52.6 22.2 64.8 35.2 Old : 52.6 25.4 65.4 38.4 52.6 22.2 64.8 35.2 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 27, 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 : 129,166: 36,410 32,235 23,179 51,656 50,807 111,245 106,221: 17,921 22,945 Old : 127,782: 36,403 32,267 22,887 51,056 50,129 110,346 105,283: 17,436 22,499 Other: 1,384: 299 260 0 600 678 899 938: 485 446 : : : : : Changes in Commitments from: January 20, 2009 : : -1,749: -1,924 1,499 1,592 -1,071 -5,124 -1,403 -2,033: -346 284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 25.0 17.9 40.0 39.3 86.1 82.2: 13.9 17.8 Old : 100.0: 28.5 25.3 17.9 40.0 39.2 86.4 82.4: 13.6 17.6 Other: 100.0: 21.6 18.8 0.0 43.4 49.0 65.0 67.8: 35.0 32.2 : : : :# Traders : Number of Traders in Each Category : All : 191: 57 59 65 43 47 132 152: Old : 191: 57 60 65 42 47 131 152: Other: 30: 4 9 0 9 11 13 20: :---------------------------------------------------------------------------------------------------- : 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 : 24.5 21.1 37.7 30.9 22.1 19.8 34.7 29.4 Old : 24.8 21.1 38.1 31.0 22.3 19.8 35.0 29.4 Other: 43.9 39.3 58.9 56.6 43.9 39.3 58.9 55.0 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, January 27, 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 : 206,740: 54,262 58,229 32,241 99,984 78,724 186,487 169,194: 20,253 37,546 Old : 206,740: 54,262 58,229 32,241 99,984 78,724 186,487 169,194: 20,253 37,546 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 2,780: 2,947 4,039 -3,121 2,041 135 1,867 1,053: 913 1,727 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 28.2 15.6 48.4 38.1 90.2 81.8: 9.8 18.2 Old : 100.0: 26.2 28.2 15.6 48.4 38.1 90.2 81.8: 9.8 18.2 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 : 310: 64 73 82 72 128 189 251: Old : 310: 64 73 82 72 128 189 251: 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 : 22.0 16.3 35.2 23.1 21.1 16.2 34.2 22.3 Old : 22.0 16.3 35.2 23.1 21.1 16.2 34.2 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, January 27, 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 : 8,114: 2,724 4,026 832 3,055 1,236 6,611 6,094: 1,503 2,020 Old : 8,114: 2,724 4,026 832 3,055 1,236 6,611 6,094: 1,503 2,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 325: 57 48 259 -96 9 220 316: 105 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 49.6 10.3 37.7 15.2 81.5 75.1: 18.5 24.9 Old : 100.0: 33.6 49.6 10.3 37.7 15.2 81.5 75.1: 18.5 24.9 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 : 63: 17 23 8 19 14 39 42: Old : 63: 17 23 8 19 14 39 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 34.2 53.6 50.0 30.8 32.9 49.2 43.9 Old : 32.2 34.2 53.6 50.0 30.8 32.9 49.2 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 27, 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 : 21,379: 5,859 6,755 2,406 8,668 3,811 16,933 12,972: 4,446 8,407 Old : 21,379: 5,859 6,755 2,406 8,668 3,811 16,933 12,972: 4,446 8,407 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 153: 39 -383 -305 299 401 33 -287: 120 440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 31.6 11.3 40.5 17.8 79.2 60.7: 20.8 39.3 Old : 100.0: 27.4 31.6 11.3 40.5 17.8 79.2 60.7: 20.8 39.3 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 : 102: 21 27 22 31 29 69 67: Old : 102: 21 27 22 31 29 69 67: 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 : 19.4 21.7 33.5 28.7 19.4 19.5 33.5 25.3 Old : 19.4 21.7 33.5 28.7 19.4 19.5 33.5 25.3 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 27, 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 : 64,951: 7,898 22,864 792 31,988 21,737 40,678 45,393: 24,273 19,558 Old : 64,951: 7,898 22,864 792 31,988 21,737 40,678 45,393: 24,273 19,558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : -465: -1,051 -670 45 250 305 -756 -320: 291 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 35.2 1.2 49.2 33.5 62.6 69.9: 37.4 30.1 Old : 100.0: 12.2 35.2 1.2 49.2 33.5 62.6 69.9: 37.4 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 : 49: 12 18 5 10 16 23 38: Old : 49: 12 18 5 10 16 23 38: 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 34.9 53.8 47.1 44.6 34.9 51.5 47.1 Old : 45.9 34.9 53.8 47.1 44.6 34.9 51.5 47.1 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 27, 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 : 28,119: 4,319 14,507 295 12,183 3,784 16,797 18,586: 11,322 9,533 Old : 28,119: 4,319 14,507 295 12,183 3,784 16,797 18,586: 11,322 9,533 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 3,592: -816 2,998 -10 5,648 106 4,822 3,094: -1,230 498 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 51.6 1.0 43.3 13.5 59.7 66.1: 40.3 33.9 Old : 100.0: 15.4 51.6 1.0 43.3 13.5 59.7 66.1: 40.3 33.9 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 : 37: 10 15 2 9 7 20 23: Old : 37: 10 15 2 9 7 20 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 : 36.5 34.0 46.7 45.6 36.4 34.0 46.6 45.6 Old : 36.5 34.0 46.7 45.6 36.4 34.0 46.6 45.6 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 27, 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 : 30,762: 5,491 16,393 1 23,531 9,183 29,023 25,577: 1,739 5,185 Old : 30,762: 5,491 16,393 1 23,531 9,183 29,023 25,577: 1,739 5,185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 6,137: -180 1,869 1 6,118 4,662 5,939 6,532: 198 -395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 53.3 0.0 76.5 29.9 94.3 83.1: 5.7 16.9 Old : 100.0: 17.8 53.3 0.0 76.5 29.9 94.3 83.1: 5.7 16.9 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 : 56: 9 31 1 8 9 18 40: Old : 56: 9 31 1 8 9 18 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.1 28.0 88.6 45.5 82.1 28.0 88.6 45.5 Old : 82.1 28.0 88.6 45.5 82.1 28.0 88.6 45.5 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 27, 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 : 87,433: 9,697 46,691 583 49,233 16,801 59,513 64,075: 27,920 23,358 Old : 87,433: 9,697 46,691 583 49,233 16,801 59,513 64,075: 27,920 23,358 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : -265: 2,208 165 515 -26 -1,812 2,697 -1,132: -2,962 867 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 53.4 0.7 56.3 19.2 68.1 73.3: 31.9 26.7 Old : 100.0: 11.1 53.4 0.7 56.3 19.2 68.1 73.3: 31.9 26.7 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 : 62: 15 29 6 14 11 31 44: Old : 62: 15 29 6 14 11 31 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 : 44.2 36.6 55.2 47.7 43.0 36.4 53.7 47.5 Old : 44.2 36.6 55.2 47.7 43.0 36.4 53.7 47.5 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 27, 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 : 115,063: 63,369 14,362 154 28,783 83,450 92,306 97,966: 22,757 17,097 Old : 115,063: 63,369 14,362 154 28,783 83,450 92,306 97,966: 22,757 17,097 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 1,892: 840 -1,077 30 -437 5,045 433 3,998: 1,459 -2,106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 12.5 0.1 25.0 72.5 80.2 85.1: 19.8 14.9 Old : 100.0: 55.1 12.5 0.1 25.0 72.5 80.2 85.1: 19.8 14.9 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 : 76: 32 17 4 18 17 53 35: Old : 76: 32 17 4 18 17 53 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 : 30.6 55.4 46.9 70.1 30.6 55.2 46.8 69.9 Old : 30.6 55.4 46.9 70.1 30.6 55.2 46.8 69.9 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 27, 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 : 134,554: 32,077 39,566 1,296 65,248 61,249 98,621 102,111: 35,933 32,443 Old : 134,554: 32,077 39,566 1,296 65,248 61,249 98,621 102,111: 35,933 32,443 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 2,840: 4,297 4,206 156 4,238 5,297 8,691 9,659: -5,851 -6,819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 29.4 1.0 48.5 45.5 73.3 75.9: 26.7 24.1 Old : 100.0: 23.8 29.4 1.0 48.5 45.5 73.3 75.9: 26.7 24.1 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 : 106: 39 31 11 23 24 65 63: Old : 106: 39 31 11 23 24 65 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 : 31.7 39.1 44.5 51.8 31.7 37.9 44.0 50.6 Old : 31.7 39.1 44.5 51.8 31.7 37.9 44.0 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 27, 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 : 10,782: 1,802 6,099 0 6,268 2,810 8,070 8,909: 2,712 1,873 Old : 10,782: 1,802 6,099 0 6,268 2,810 8,070 8,909: 2,712 1,873 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 1,068: -257 2,103 0 1,296 -950 1,039 1,153: 29 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 56.6 0.0 58.1 26.1 74.8 82.6: 25.2 17.4 Old : 100.0: 16.7 56.6 0.0 58.1 26.1 74.8 82.6: 25.2 17.4 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 : 26: 2 11 0 9 5 11 16: Old : 26: 2 11 0 9 5 11 16: 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 : 58.4 57.9 70.5 72.1 58.4 57.9 70.5 72.1 Old : 58.4 57.9 70.5 72.1 58.4 57.9 70.5 72.1 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 27, 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 : 6,708,187: 919,450 533,473 469,715 4,440,195 5,011,618 5,829,360 6,014,806: 878,827 693,381 Old : 6,708,187: 919,450 533,473 469,715 4,440,195 5,011,618 5,829,360 6,014,806: 878,827 693,381 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : -209,376: -93,479 16,033 16,524 -84,547 -192,079 -161,502 -159,522: -47,874 -49,854 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 8.0 7.0 66.2 74.7 86.9 89.7: 13.1 10.3 Old : 100.0: 13.7 8.0 7.0 66.2 74.7 86.9 89.7: 13.1 10.3 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 : 198: 58 27 64 95 95 179 168: Old : 198: 58 27 64 95 95 179 168: 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 : 31.5 37.9 40.7 51.9 30.8 31.2 38.1 41.2 Old : 31.5 37.9 40.7 51.9 30.8 31.2 38.1 41.2 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 27, 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 : 535,393: 41,242 56,460 5,044 372,081 427,478 418,367 488,982: 117,026 46,411 Old : 535,393: 41,242 56,460 5,044 372,081 427,478 418,367 488,982: 117,026 46,411 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 7,741: 2,271 9,329 178 4,203 5,836 6,652 15,343: 1,089 -7,602 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 10.5 0.9 69.5 79.8 78.1 91.3: 21.9 8.7 Old : 100.0: 7.7 10.5 0.9 69.5 79.8 78.1 91.3: 21.9 8.7 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 : 157: 27 21 14 79 62 114 89: Old : 157: 27 21 14 79 62 114 89: 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 : 20.3 26.8 31.4 42.9 20.1 26.4 30.9 42.5 Old : 20.3 26.8 31.4 42.9 20.1 26.4 30.9 42.5 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 27, 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 : 2,620,436: 579,249 277,973 32,278 1,827,761 2,067,350 2,439,288 2,377,601: 181,148 242,835 Old : 2,620,436: 579,249 277,973 32,278 1,827,761 2,067,350 2,439,288 2,377,601: 181,148 242,835 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 55,254: 6,657 -30,703 6,152 54,649 76,828 67,458 52,277: -12,204 2,977 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 10.6 1.2 69.8 78.9 93.1 90.7: 6.9 9.3 Old : 100.0: 22.1 10.6 1.2 69.8 78.9 93.1 90.7: 6.9 9.3 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 : 383: 88 88 33 133 134 234 243: Old : 383: 88 88 33 133 134 234 243: 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 : 20.7 26.6 32.8 38.9 20.7 25.2 32.6 37.1 Old : 20.7 26.6 32.8 38.9 20.7 25.2 32.6 37.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, January 27, 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 : 109,357: 15,588 12,532 0 86,662 92,889 102,250 105,421: 7,107 3,936 Old : 109,357: 15,588 12,532 0 86,662 92,889 102,250 105,421: 7,107 3,936 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : -3,906: -2,524 -2,344 0 -741 -1,060 -3,265 -3,404: -641 -502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 11.5 0.0 79.2 84.9 93.5 96.4: 6.5 3.6 Old : 100.0: 14.3 11.5 0.0 79.2 84.9 93.5 96.4: 6.5 3.6 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 : 80: 6 7 0 43 34 49 41: Old : 80: 6 7 0 43 34 49 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 : 34.9 55.4 56.3 68.1 31.6 55.4 53.0 67.4 Old : 34.9 55.4 56.3 68.1 31.6 55.4 53.0 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, January 27, 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 : 25,801: 1,674 4,293 0 15,976 19,079 17,650 23,372: 8,151 2,429 Old : 25,801: 1,674 4,293 0 15,976 19,079 17,650 23,372: 8,151 2,429 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 781: -854 -1,121 0 2,904 1,448 2,050 327: -1,269 454 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 16.6 0.0 61.9 73.9 68.4 90.6: 31.6 9.4 Old : 100.0: 6.5 16.6 0.0 61.9 73.9 68.4 90.6: 31.6 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: 4 5 0 14 23 18 28: Old : 39: 4 5 0 14 23 18 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 : 44.2 45.5 57.7 62.9 44.0 45.5 56.5 62.9 Old : 44.2 45.5 57.7 62.9 44.0 45.5 56.5 62.9 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 27, 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 : 248,360: 35,993 44,729 1,259 194,032 159,662 231,284 205,650: 17,076 42,710 Old : 248,360: 35,993 44,729 1,259 194,032 159,662 231,284 205,650: 17,076 42,710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : -19,892: -1,107 -7,967 -22 -18,290 -1,590 -19,419 -9,579: -473 -10,313 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 18.0 0.5 78.1 64.3 93.1 82.8: 6.9 17.2 Old : 100.0: 14.5 18.0 0.5 78.1 64.3 93.1 82.8: 6.9 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 : 179: 34 44 8 50 64 89 111: Old : 179: 34 44 8 50 64 89 111: 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 : 46.5 22.6 57.4 34.6 44.4 20.8 54.7 32.6 Old : 46.5 22.6 57.4 34.6 44.4 20.8 54.7 32.6 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 27, 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 : 45,177: 12,591 16,006 250 20,406 17,105 33,247 33,361: 11,930 11,816 Old : 45,177: 12,591 16,006 250 20,406 17,105 33,247 33,361: 11,930 11,816 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : -408: 1,620 -1,080 0 -1,601 761 19 -319: -427 -89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 35.4 0.6 45.2 37.9 73.6 73.8: 26.4 26.2 Old : 100.0: 27.9 35.4 0.6 45.2 37.9 73.6 73.8: 26.4 26.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 14 14 1 11 12 26 26: Old : 45: 14 14 1 11 12 26 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 : 33.4 38.9 45.5 53.6 33.4 36.0 45.3 50.6 Old : 33.4 38.9 45.5 53.6 33.4 36.0 45.3 50.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, January 27, 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 : 35,626: 6,026 9,099 10 24,169 21,061 30,205 30,170: 5,421 5,456 Old : 35,626: 6,026 9,099 10 24,169 21,061 30,205 30,170: 5,421 5,456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 1,176: -286 2,774 10 1,799 -1,539 1,523 1,245: -347 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 25.5 0.0 67.8 59.1 84.8 84.7: 15.2 15.3 Old : 100.0: 16.9 25.5 0.0 67.8 59.1 84.8 84.7: 15.2 15.3 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 : 57: 8 18 1 15 20 24 38: Old : 57: 8 18 1 15 20 24 38: 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 : 47.3 35.9 62.0 49.7 45.8 35.9 60.5 49.7 Old : 47.3 35.9 62.0 49.7 45.8 35.9 60.5 49.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, January 27, 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 : 43,651: 10,722 18,027 479 24,207 19,778 35,408 38,284: 8,243 5,367 Old : 43,651: 10,722 18,027 479 24,207 19,778 35,408 38,284: 8,243 5,367 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 632: 775 -1,986 313 979 -339 2,067 -2,012: -1,435 2,644 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 41.3 1.1 55.5 45.3 81.1 87.7: 18.9 12.3 Old : 100.0: 24.6 41.3 1.1 55.5 45.3 81.1 87.7: 18.9 12.3 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 : 61: 14 11 2 20 18 35 30: Old : 61: 14 11 2 20 18 35 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 : 27.4 36.9 46.7 54.8 25.2 36.9 43.5 54.8 Old : 27.4 36.9 46.7 54.8 25.2 36.9 43.5 54.8 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 27, 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 : 30,532: 5,097 7,092 86 23,547 21,282 28,730 28,460: 1,802 2,072 Old : 30,532: 5,097 7,092 86 23,547 21,282 28,730 28,460: 1,802 2,072 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 912: -157 602 60 827 229 730 891: 182 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 23.2 0.3 77.1 69.7 94.1 93.2: 5.9 6.8 Old : 100.0: 16.7 23.2 0.3 77.1 69.7 94.1 93.2: 5.9 6.8 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 : 38: 6 7 2 12 14 19 22: Old : 38: 6 7 2 12 14 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 : 70.9 50.6 81.8 73.3 69.6 50.6 80.5 73.3 Old : 70.9 50.6 81.8 73.3 69.6 50.6 80.5 73.3 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 27, 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 : 14,250: 3,768 780 0 9,706 12,807 13,474 13,587: 776 663 Old : 14,250: 3,768 780 0 9,706 12,807 13,474 13,587: 776 663 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 147: -7 14 0 171 63 164 77: -17 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 5.5 0.0 68.1 89.9 94.6 95.3: 5.4 4.7 Old : 100.0: 26.4 5.5 0.0 68.1 89.9 94.6 95.3: 5.4 4.7 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 : 20: 9 4 0 6 3 15 7: Old : 20: 9 4 0 6 3 15 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 : 67.0 93.2 82.2 95.3 66.1 93.2 81.3 94.1 Old : 67.0 93.2 82.2 95.3 66.1 93.2 81.3 94.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2009