MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, February 3, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 35,819: 3,739 7,251 1,489 27,506 17,811 32,734 26,551: 3,085 9,268 Old : 35,819: 3,739 7,251 1,489 27,506 17,811 32,734 26,551: 3,085 9,268 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : -3,238: 178 -413 -582 -2,762 -1,313 -3,166 -2,308: -72 -930 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 20.2 4.2 76.8 49.7 91.4 74.1: 8.6 25.9 Old : 100.0: 10.4 20.2 4.2 76.8 49.7 91.4 74.1: 8.6 25.9 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 : 68: 11 20 12 24 20 40 48: Old : 68: 11 20 12 24 20 40 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 24.4 65.2 38.4 53.1 21.3 64.9 34.6 Old : 53.1 24.4 65.2 38.4 53.1 21.3 64.9 34.6 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, February 3, 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 : 128,266: 31,036 30,060 25,407 52,661 51,028 109,104 106,495: 19,162 21,771 Old : 126,436: 30,825 30,073 24,855 52,128 50,348 107,808 105,276: 18,628 21,160 Other: 1,830: 733 509 30 533 680 1,296 1,219: 534 611 : : : : : Changes in Commitments from: January 27, 2009 : : -900: -5,374 -2,175 2,228 1,005 221 -2,141 274: 1,241 -1,174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 23.4 19.8 41.1 39.8 85.1 83.0: 14.9 17.0 Old : 100.0: 24.4 23.8 19.7 41.2 39.8 85.3 83.3: 14.7 16.7 Other: 100.0: 40.1 27.8 1.6 29.1 37.2 70.8 66.6: 29.2 33.4 : : : :# Traders : Number of Traders in Each Category : All : 205: 65 62 66 47 50 142 160: Old : 205: 65 63 66 47 50 142 160: Other: 32: 5 11 1 7 11 13 22: :---------------------------------------------------------------------------------------------------- : 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 : 20.1 21.5 33.4 30.9 19.5 19.6 30.4 28.6 Old : 20.4 21.6 33.6 31.1 19.8 19.6 30.3 28.7 Other: 53.1 37.2 64.9 51.3 53.1 37.2 64.9 49.7 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, February 3, 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 : 207,224: 53,985 60,929 30,288 101,001 79,385 185,274 170,602: 21,950 36,622 Old : 207,224: 53,985 60,929 30,288 101,001 79,385 185,274 170,602: 21,950 36,622 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 484: -277 2,700 -1,953 1,017 661 -1,213 1,408: 1,697 -924 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 29.4 14.6 48.7 38.3 89.4 82.3: 10.6 17.7 Old : 100.0: 26.1 29.4 14.6 48.7 38.3 89.4 82.3: 10.6 17.7 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 : 321: 67 81 84 76 129 199 258: Old : 321: 67 81 84 76 129 199 258: 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 : 21.1 16.3 34.8 23.3 20.1 16.2 33.5 22.3 Old : 21.1 16.3 34.8 23.3 20.1 16.2 33.5 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, February 3, 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 : 8,197: 2,630 3,935 1,017 2,903 1,211 6,550 6,163: 1,647 2,034 Old : 8,197: 2,630 3,935 1,017 2,903 1,211 6,550 6,163: 1,647 2,034 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 83: -94 -91 185 -152 -25 -61 69: 144 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 48.0 12.4 35.4 14.8 79.9 75.2: 20.1 24.8 Old : 100.0: 32.1 48.0 12.4 35.4 14.8 79.9 75.2: 20.1 24.8 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 : 71: 17 25 13 20 14 45 48: Old : 71: 17 25 13 20 14 45 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.4 29.1 50.3 47.3 31.4 29.1 47.6 43.1 Old : 31.4 29.1 50.3 47.3 31.4 29.1 47.6 43.1 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, February 3, 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 : 20,976: 5,453 6,582 1,997 8,772 3,869 16,222 12,448: 4,754 8,528 Old : 20,976: 5,453 6,582 1,997 8,772 3,869 16,222 12,448: 4,754 8,528 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : -403: -406 -173 -409 104 58 -711 -524: 308 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 31.4 9.5 41.8 18.4 77.3 59.3: 22.7 40.7 Old : 100.0: 26.0 31.4 9.5 41.8 18.4 77.3 59.3: 22.7 40.7 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 : 92: 16 26 20 27 24 60 61: Old : 92: 16 26 20 27 24 60 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 : 21.1 21.3 33.5 28.1 21.1 20.0 33.5 26.0 Old : 21.1 21.3 33.5 28.1 21.1 20.0 33.5 26.0 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, February 3, 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 : 67,011: 9,597 22,172 857 31,073 25,799 41,527 48,828: 25,484 18,183 Old : 67,011: 9,597 22,172 857 31,073 25,799 41,527 48,828: 25,484 18,183 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 2,060: 1,699 -692 65 -915 4,062 849 3,435: 1,211 -1,375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 33.1 1.3 46.4 38.5 62.0 72.9: 38.0 27.1 Old : 100.0: 14.3 33.1 1.3 46.4 38.5 62.0 72.9: 38.0 27.1 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 : 52: 14 17 4 10 18 24 39: Old : 52: 14 17 4 10 18 24 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 : 43.7 37.1 51.6 49.7 42.5 37.1 49.6 49.7 Old : 43.7 37.1 51.6 49.7 42.5 37.1 49.6 49.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, February 3, 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 : 29,006: 3,801 14,941 283 11,668 3,282 15,752 18,506: 13,254 10,500 Old : 29,006: 3,801 14,941 283 11,668 3,282 15,752 18,506: 13,254 10,500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 887: -518 434 -12 -515 -502 -1,045 -80: 1,932 967 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 51.5 1.0 40.2 11.3 54.3 63.8: 45.7 36.2 Old : 100.0: 13.1 51.5 1.0 40.2 11.3 54.3 63.8: 45.7 36.2 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 : 32: 9 13 2 7 6 17 20: Old : 32: 9 13 2 7 6 17 20: 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 : 35.6 36.5 45.2 48.6 35.5 36.5 45.1 48.6 Old : 35.6 36.5 45.2 48.6 35.5 36.5 45.1 48.6 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, February 3, 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 : 42,781: 6,678 16,388 95 34,577 20,734 41,350 37,217: 1,431 5,564 Old : 42,781: 6,678 16,388 95 34,577 20,734 41,350 37,217: 1,431 5,564 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 12,019: 1,187 -5 94 11,046 11,551 12,327 11,640: -308 379 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 38.3 0.2 80.8 48.5 96.7 87.0: 3.3 13.0 Old : 100.0: 15.6 38.3 0.2 80.8 48.5 96.7 87.0: 3.3 13.0 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 : 61: 11 33 2 7 11 18 46: Old : 61: 11 33 2 7 11 18 46: 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 : 87.9 37.3 92.2 54.3 87.9 37.3 92.0 54.3 Old : 87.9 37.3 92.2 54.3 87.9 37.3 92.0 54.3 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, February 3, 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 : 83,589: 8,890 42,313 372 45,599 16,804 54,861 59,489: 28,728 24,100 Old : 83,589: 8,890 42,313 372 45,599 16,804 54,861 59,489: 28,728 24,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : -3,844: -807 -4,378 -211 -3,634 3 -4,652 -4,586: 808 742 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 50.6 0.4 54.6 20.1 65.6 71.2: 34.4 28.8 Old : 100.0: 10.6 50.6 0.4 54.6 20.1 65.6 71.2: 34.4 28.8 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: 14 31 6 13 12 29 47: Old : 63: 14 31 6 13 12 29 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 : 43.6 35.8 54.3 47.1 42.3 35.5 52.7 46.9 Old : 43.6 35.8 54.3 47.1 42.3 35.5 52.7 46.9 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, February 3, 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 : 117,069: 65,131 14,613 158 28,676 85,167 93,965 99,938: 23,104 17,131 Old : 117,069: 65,131 14,613 158 28,676 85,167 93,965 99,938: 23,104 17,131 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 2,006: 1,762 251 4 -107 1,717 1,659 1,972: 347 34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.6 12.5 0.1 24.5 72.7 80.3 85.4: 19.7 14.6 Old : 100.0: 55.6 12.5 0.1 24.5 72.7 80.3 85.4: 19.7 14.6 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 : 78: 32 20 5 18 16 53 38: Old : 78: 32 20 5 18 16 53 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 : 29.8 56.2 45.0 70.3 29.8 55.9 44.8 70.0 Old : 29.8 56.2 45.0 70.3 29.8 55.9 44.8 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, February 3, 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 : 145,456: 35,350 44,402 1,073 70,629 67,183 107,052 112,658: 38,404 32,798 Old : 145,456: 35,350 44,402 1,073 70,629 67,183 107,052 112,658: 38,404 32,798 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 10,902: 3,273 4,836 -223 5,381 5,934 8,431 10,547: 2,471 355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 30.5 0.7 48.6 46.2 73.6 77.5: 26.4 22.5 Old : 100.0: 24.3 30.5 0.7 48.6 46.2 73.6 77.5: 26.4 22.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 110: 43 32 9 22 24 68 62: Old : 110: 43 32 9 22 24 68 62: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 40.4 46.4 52.9 35.4 39.3 46.0 51.7 Old : 35.4 40.4 46.4 52.9 35.4 39.3 46.0 51.7 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, February 3, 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 : 12,945: 1,638 7,616 0 7,879 2,802 9,517 10,418: 3,428 2,527 Old : 12,945: 1,638 7,616 0 7,879 2,802 9,517 10,418: 3,428 2,527 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 2,163: -164 1,517 0 1,611 -8 1,447 1,509: 716 654 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 58.8 0.0 60.9 21.6 73.5 80.5: 26.5 19.5 Old : 100.0: 12.7 58.8 0.0 60.9 21.6 73.5 80.5: 26.5 19.5 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 : 25: 1 10 0 10 5 11 15: Old : 25: 1 10 0 10 5 11 15: 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 : 54.8 58.7 68.5 72.4 54.8 58.7 68.5 72.4 Old : 54.8 58.7 68.5 72.4 54.8 58.7 68.5 72.4 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, February 3, 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 : 6,768,864: 935,211 502,181 460,748 4,541,640 5,114,464 5,937,599 6,077,393: 831,265 691,471 Old : 6,768,864: 935,211 502,181 460,748 4,541,640 5,114,464 5,937,599 6,077,393: 831,265 691,471 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 60,677: 15,761 -31,292 -8,967 101,445 102,846 108,239 62,587: -47,562 -1,910 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 7.4 6.8 67.1 75.6 87.7 89.8: 12.3 10.2 Old : 100.0: 13.8 7.4 6.8 67.1 75.6 87.7 89.8: 12.3 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 : 208: 62 28 69 99 101 188 180: Old : 208: 62 28 69 99 101 188 180: 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 : 33.5 39.0 42.7 52.4 32.3 32.5 39.2 41.9 Old : 33.5 39.0 42.7 52.4 32.3 32.5 39.2 41.9 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, February 3, 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 : 559,974: 44,188 62,527 5,363 382,099 443,992 431,650 511,882: 128,324 48,092 Old : 559,974: 44,188 62,527 5,363 382,099 443,992 431,650 511,882: 128,324 48,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 24,581: 2,946 6,067 319 10,018 16,514 13,283 22,900: 11,298 1,681 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 11.2 1.0 68.2 79.3 77.1 91.4: 22.9 8.6 Old : 100.0: 7.9 11.2 1.0 68.2 79.3 77.1 91.4: 22.9 8.6 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 : 156: 27 21 13 77 62 111 89: Old : 156: 27 21 13 77 62 111 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 : 20.2 25.2 31.9 42.7 19.8 24.6 31.2 42.1 Old : 20.2 25.2 31.9 42.7 19.8 24.6 31.2 42.1 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, February 3, 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 : 2,681,609: 604,405 292,326 30,279 1,846,705 2,037,363 2,481,389 2,359,968: 200,220 321,641 Old : 2,681,609: 604,405 292,326 30,279 1,846,705 2,037,363 2,481,389 2,359,968: 200,220 321,641 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 61,173: 25,156 14,353 -1,999 18,944 -29,987 42,101 -17,633: 19,072 78,806 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 10.9 1.1 68.9 76.0 92.5 88.0: 7.5 12.0 Old : 100.0: 22.5 10.9 1.1 68.9 76.0 92.5 88.0: 7.5 12.0 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 : 392: 91 84 32 142 145 249 245: Old : 392: 91 84 32 142 145 249 245: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.7 24.0 31.3 35.8 18.7 22.5 30.8 33.7 Old : 18.7 24.0 31.3 35.8 18.7 22.5 30.8 33.7 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, February 3, 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 : 111,263: 15,560 12,045 368 88,365 94,970 104,293 107,383: 6,970 3,880 Old : 111,263: 15,560 12,045 368 88,365 94,970 104,293 107,383: 6,970 3,880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 1,906: -28 -487 368 1,703 2,081 2,043 1,962: -137 -56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 10.8 0.3 79.4 85.4 93.7 96.5: 6.3 3.5 Old : 100.0: 14.0 10.8 0.3 79.4 85.4 93.7 96.5: 6.3 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 84: 7 8 2 45 34 53 43: Old : 84: 7 8 2 45 34 53 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 : 34.2 57.3 55.5 69.1 30.8 57.3 52.1 68.2 Old : 34.2 57.3 55.5 69.1 30.8 57.3 52.1 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, February 3, 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 : 26,224: 1,843 5,419 0 16,655 19,210 18,498 24,629: 7,726 1,595 Old : 26,224: 1,843 5,419 0 16,655 19,210 18,498 24,629: 7,726 1,595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 423: 169 1,126 0 679 131 848 1,257: -425 -834 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 20.7 0.0 63.5 73.3 70.5 93.9: 29.5 6.1 Old : 100.0: 7.0 20.7 0.0 63.5 73.3 70.5 93.9: 29.5 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 7 0 14 23 18 30: Old : 41: 4 7 0 14 23 18 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 : 45.8 45.2 59.6 64.4 45.8 45.2 58.4 64.4 Old : 45.8 45.2 59.6 64.4 45.8 45.2 58.4 64.4 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, February 3, 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 : 257,135: 45,252 50,065 2,045 195,741 166,983 243,038 219,093: 14,097 38,042 Old : 257,135: 45,252 50,065 2,045 195,741 166,983 243,038 219,093: 14,097 38,042 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 8,775: 9,259 5,336 786 1,709 7,321 11,754 13,443: -2,979 -4,668 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 19.5 0.8 76.1 64.9 94.5 85.2: 5.5 14.8 Old : 100.0: 17.6 19.5 0.8 76.1 64.9 94.5 85.2: 5.5 14.8 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 : 174: 40 42 10 44 61 90 107: Old : 174: 40 42 10 44 61 90 107: 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 : 43.3 22.0 56.7 32.2 41.1 20.6 54.1 30.6 Old : 43.3 22.0 56.7 32.2 41.1 20.6 54.1 30.6 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, February 3, 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 : 48,632: 12,195 17,314 250 24,128 17,579 36,573 35,143: 12,059 13,489 Old : 48,632: 12,195 17,314 250 24,128 17,579 36,573 35,143: 12,059 13,489 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 3,455: -396 1,308 0 3,722 474 3,326 1,782: 129 1,673 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 35.6 0.5 49.6 36.1 75.2 72.3: 24.8 27.7 Old : 100.0: 25.1 35.6 0.5 49.6 36.1 75.2 72.3: 24.8 27.7 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 : 47: 14 16 1 11 12 26 28: Old : 47: 14 16 1 11 12 26 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 : 37.6 37.1 50.3 51.5 37.6 34.9 50.2 48.8 Old : 37.6 37.1 50.3 51.5 37.6 34.9 50.2 48.8 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, February 3, 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 : 37,574: 6,487 9,752 0 25,363 22,513 31,850 32,265: 5,724 5,309 Old : 37,574: 6,487 9,752 0 25,363 22,513 31,850 32,265: 5,724 5,309 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 1,948: 461 653 -10 1,194 1,452 1,645 2,095: 303 -147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 26.0 0.0 67.5 59.9 84.8 85.9: 15.2 14.1 Old : 100.0: 17.3 26.0 0.0 67.5 59.9 84.8 85.9: 15.2 14.1 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 : 61: 8 17 0 18 22 26 39: Old : 61: 8 17 0 18 22 26 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 : 45.7 34.3 60.3 48.3 45.4 34.3 58.8 48.3 Old : 45.7 34.3 60.3 48.3 45.4 34.3 58.8 48.3 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, February 3, 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 : 47,696: 12,895 19,706 790 25,228 21,571 38,913 42,067: 8,783 5,629 Old : 47,696: 12,895 19,706 790 25,228 21,571 38,913 42,067: 8,783 5,629 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 4,045: 2,173 1,679 311 1,021 1,793 3,505 3,783: 540 262 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.0 41.3 1.7 52.9 45.2 81.6 88.2: 18.4 11.8 Old : 100.0: 27.0 41.3 1.7 52.9 45.2 81.6 88.2: 18.4 11.8 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 : 64: 12 14 2 20 21 33 36: Old : 64: 12 14 2 20 21 33 36: 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 35.4 46.2 51.4 25.3 35.4 42.9 51.3 Old : 27.2 35.4 46.2 51.4 25.3 35.4 42.9 51.3 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, February 3, 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 : 30,338: 4,214 8,212 94 24,281 19,770 28,589 28,076: 1,749 2,262 Old : 30,338: 4,214 8,212 94 24,281 19,770 28,589 28,076: 1,749 2,262 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : -194: -883 1,120 8 734 -1,512 -141 -384: -53 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 27.1 0.3 80.0 65.2 94.2 92.5: 5.8 7.5 Old : 100.0: 13.9 27.1 0.3 80.0 65.2 94.2 92.5: 5.8 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 6 7 2 11 13 18 21: Old : 36: 6 7 2 11 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 : 73.8 54.2 84.4 75.0 72.5 54.2 83.1 74.9 Old : 73.8 54.2 84.4 75.0 72.5 54.2 83.1 74.9 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, February 3, 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 : 14,538: 4,025 1,306 22 9,753 12,522 13,800 13,850: 738 688 Old : 14,538: 4,025 1,306 22 9,753 12,522 13,800 13,850: 738 688 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 288: 257 526 22 47 -285 326 263: -38 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 9.0 0.2 67.1 86.1 94.9 95.3: 5.1 4.7 Old : 100.0: 27.7 9.0 0.2 67.1 86.1 94.9 95.3: 5.1 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 : 23: 9 7 1 6 3 15 11: Old : 23: 9 7 1 6 3 15 11: 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 : 65.8 91.0 82.0 94.3 65.3 91.0 81.6 94.3 Old : 65.8 91.0 82.0 94.3 65.3 91.0 81.6 94.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2009