MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 58,185: 708 6,187 12,392 40,945 23,163 54,045 41,742: 4,139 16,442
Old : 58,185: 708 6,187 12,392 40,945 23,163 54,045 41,742: 4,139 16,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -3,959: -518 -1,689 -381 -2,685 -3,721 -3,584 -5,791: -375 1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 10.6 21.3 70.4 39.8 92.9 71.7: 7.1 28.3
Old : 100.0: 1.2 10.6 21.3 70.4 39.8 92.9 71.7: 7.1 28.3
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 : 66: 3 24 18 29 25 49 51:
Old : 66: 3 24 18 29 25 49 51:
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 : 47.4 19.9 62.1 33.2 43.0 15.7 54.3 23.9
Old : 47.4 19.9 62.1 33.2 43.0 15.7 54.3 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 180,526: 40,459 30,174 41,572 77,427 81,764 159,457 153,511: 21,069 27,015
Old : 178,760: 40,204 30,257 41,164 76,781 80,769 158,149 152,190: 20,611 26,570
Other: 1,767: 369 31 294 645 996 1,308 1,321: 458 446
: : :
: : Changes in Commitments from: December 30, 2008 :
: 2,033: -1,552 -2,789 378 -1,190 4,286 -2,364 1,875: 4,398 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 16.7 23.0 42.9 45.3 88.3 85.0: 11.7 15.0
Old : 100.0: 22.5 16.9 23.0 43.0 45.2 88.5 85.1: 11.5 14.9
Other: 100.0: 20.9 1.8 16.7 36.5 56.4 74.1 74.8: 25.9 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 49 69 66 48 52 137 154:
Old : 193: 47 71 66 48 52 137 154:
Other: 29: 10 2 8 10 11 20 21:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 21.7 37.6 31.0 22.9 19.4 34.2 27.0
Old : 24.8 21.6 37.9 30.9 23.1 19.3 34.5 27.0
Other: 39.2 46.4 57.3 59.8 34.4 40.4 46.3 48.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 263,030: 46,564 37,230 72,675 122,750 110,959 241,989 220,864: 21,041 42,166
Old : 263,030: 46,564 37,230 72,675 122,750 110,959 241,989 220,864: 21,041 42,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 5,321: 2,376 -2,240 1,953 -1,716 3,940 2,613 3,653: 2,707 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.2 27.6 46.7 42.2 92.0 84.0: 8.0 16.0
Old : 100.0: 17.7 14.2 27.6 46.7 42.2 92.0 84.0: 8.0 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 : 314: 71 69 86 93 147 214 264:
Old : 314: 71 69 86 93 147 214 264:
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 : 18.8 13.4 30.3 21.3 17.9 11.1 28.1 16.2
Old : 18.8 13.4 30.3 21.3 17.9 11.1 28.1 16.2
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,452: 2,270 3,769 1,150 3,599 1,862 7,019 6,781: 1,433 1,671
Old : 8,452: 2,270 3,769 1,150 3,599 1,862 7,019 6,781: 1,433 1,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -324: 56 99 -136 -205 -312 -285 -349: -39 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 44.6 13.6 42.6 22.0 83.0 80.2: 17.0 19.8
Old : 100.0: 26.9 44.6 13.6 42.6 22.0 83.0 80.2: 17.0 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 : 67: 15 22 9 20 20 43 45:
Old : 67: 15 22 9 20 20 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 30.9 56.7 45.8 33.4 30.8 50.4 38.9
Old : 36.5 30.9 56.7 45.8 33.4 30.8 50.4 38.9
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 22,254: 6,763 5,748 3,319 7,759 4,541 17,841 13,608: 4,413 8,646
Old : 22,254: 6,763 5,748 3,319 7,759 4,541 17,841 13,608: 4,413 8,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -33: -599 -466 66 344 807 -189 407: 156 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 25.8 14.9 34.9 20.4 80.2 61.1: 19.8 38.9
Old : 100.0: 30.4 25.8 14.9 34.9 20.4 80.2 61.1: 19.8 38.9
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 : 96: 25 19 23 31 28 72 59:
Old : 96: 25 19 23 31 28 72 59:
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 : 22.1 22.9 35.0 30.9 21.7 21.7 34.5 28.8
Old : 22.1 22.9 35.0 30.9 21.7 21.7 34.5 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 63,469: 9,535 23,141 4,554 23,933 19,454 38,022 47,150: 25,447 16,319
Old : 63,469: 9,535 23,141 4,554 23,933 19,454 38,022 47,150: 25,447 16,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 6,364: 938 4,488 -1,013 4,374 4,442 4,299 7,917: 2,066 -1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 36.5 7.2 37.7 30.7 59.9 74.3: 40.1 25.7
Old : 100.0: 15.0 36.5 7.2 37.7 30.7 59.9 74.3: 40.1 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 24 15 9 15 29 46:
Old : 53: 12 24 15 9 15 29 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 : 33.2 27.5 45.9 39.2 30.5 26.7 39.7 36.9
Old : 33.2 27.5 45.9 39.2 30.5 26.7 39.7 36.9
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 34,150: 6,671 11,724 5,654 5,676 9,050 18,001 26,428: 16,149 7,722
Old : 34,150: 6,671 11,724 5,654 5,676 9,050 18,001 26,428: 16,149 7,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 256: 748 2,403 471 -2,510 -3,690 -1,291 -816: 1,547 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 34.3 16.6 16.6 26.5 52.7 77.4: 47.3 22.6
Old : 100.0: 19.5 34.3 16.6 16.6 26.5 52.7 77.4: 47.3 22.6
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 : 33: 12 11 8 7 6 21 23:
Old : 33: 12 11 8 7 6 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 42.0 36.8 60.9 14.3 34.7 22.9 47.8
Old : 23.6 42.0 36.8 60.9 14.3 34.7 22.9 47.8
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 16,211: 6,789 7,203 12 7,710 5,138 14,511 12,353: 1,700 3,858
Old : 16,211: 6,789 7,203 12 7,710 5,138 14,511 12,353: 1,700 3,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 769: 29 -197 -11 1,180 969 1,198 761: -429 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 44.4 0.1 47.6 31.7 89.5 76.2: 10.5 23.8
Old : 100.0: 41.9 44.4 0.1 47.6 31.7 89.5 76.2: 10.5 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 13 1 6 10 20 24:
Old : 43: 14 13 1 6 10 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 32.5 75.2 55.1 62.4 32.5 75.2 55.1
Old : 62.4 32.5 75.2 55.1 62.4 32.5 75.2 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 95,318: 13,062 46,154 10,122 44,430 19,062 67,615 75,339: 27,703 19,979
Old : 95,318: 13,062 46,154 10,122 44,430 19,062 67,615 75,339: 27,703 19,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 2,381: 1,498 381 790 -1,636 1,222 651 2,392: 1,729 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 48.4 10.6 46.6 20.0 70.9 79.0: 29.1 21.0
Old : 100.0: 13.7 48.4 10.6 46.6 20.0 70.9 79.0: 29.1 21.0
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: 13 30 13 15 10 35 46:
Old : 61: 13 30 13 15 10 35 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 : 36.6 33.0 50.1 48.6 30.0 31.6 39.9 41.5
Old : 36.6 33.0 50.1 48.6 30.0 31.6 39.9 41.5
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 125,022: 62,321 16,658 9,688 30,187 76,797 102,195 103,143: 22,827 21,879
Old : 125,022: 62,321 16,658 9,688 30,187 76,797 102,195 103,143: 22,827 21,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 5,420: 5,000 2,537 989 1,139 163 7,128 3,689: -1,708 1,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 13.3 7.7 24.1 61.4 81.7 82.5: 18.3 17.5
Old : 100.0: 49.8 13.3 7.7 24.1 61.4 81.7 82.5: 18.3 17.5
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 : 74: 27 22 13 18 15 52 43:
Old : 74: 27 22 13 18 15 52 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 : 29.3 48.4 42.6 60.7 29.3 48.2 42.4 60.3
Old : 29.3 48.4 42.6 60.7 29.3 48.2 42.4 60.3
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 160,493: 31,901 36,111 27,207 55,272 65,688 114,379 129,006: 46,114 31,487
Old : 160,493: 31,901 36,111 27,207 55,272 65,688 114,379 129,006: 46,114 31,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 3,921: 1,916 552 602 -3,439 2,906 -921 4,060: 4,842 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 22.5 17.0 34.4 40.9 71.3 80.4: 28.7 19.6
Old : 100.0: 19.9 22.5 17.0 34.4 40.9 71.3 80.4: 28.7 19.6
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 : 105: 38 29 27 25 29 74 74:
Old : 105: 38 29 27 25 29 74 74:
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 31.0 33.0 44.5 18.5 29.2 26.1 38.6
Old : 21.6 31.0 33.0 44.5 18.5 29.2 26.1 38.6
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 9,970: 3,286 3,038 0 4,080 5,417 7,366 8,455: 2,604 1,515
Old : 9,970: 3,286 3,038 0 4,080 5,417 7,366 8,455: 2,604 1,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 937: 926 -331 0 -72 1,150 854 819: 83 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 30.5 0.0 40.9 54.3 73.9 84.8: 26.1 15.2
Old : 100.0: 33.0 30.5 0.0 40.9 54.3 73.9 84.8: 26.1 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 5 0 7 8 12 13:
Old : 25: 5 5 0 7 8 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 52.8 65.1 74.5 45.3 52.8 65.1 74.5
Old : 45.3 52.8 65.1 74.5 45.3 52.8 65.1 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,694,036: 701,724 336,923 4,517,153 6,558,560 7,140,711 11,777,437 11,994,787: 916,599 699,249
Old :12,694,036: 701,724 336,923 4,517,153 6,558,560 7,140,711 11,777,437 11,994,787: 916,599 699,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -137,414: 7,077 -19,949 31,723 -54,106 -61,068 -15,306 -49,294: -122,108 -88,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.7 35.6 51.7 56.3 92.8 94.5: 7.2 5.5
Old : 100.0: 5.5 2.7 35.6 51.7 56.3 92.8 94.5: 7.2 5.5
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 : 213: 64 35 90 101 98 204 193:
Old : 213: 64 35 90 101 98 204 193:
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 : 26.7 27.2 39.7 42.1 14.8 14.0 18.0 20.2
Old : 26.7 27.2 39.7 42.1 14.8 14.0 18.0 20.2
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 599,765: 48,218 19,701 31,586 402,782 473,012 482,585 524,299: 117,179 75,466
Old : 599,765: 48,218 19,701 31,586 402,782 473,012 482,585 524,299: 117,179 75,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 246: 2,555 -3,672 2,964 -7,070 4,955 -1,551 4,247: 1,797 -4,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 3.3 5.3 67.2 78.9 80.5 87.4: 19.5 12.6
Old : 100.0: 8.0 3.3 5.3 67.2 78.9 80.5 87.4: 19.5 12.6
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 : 172: 37 22 40 86 73 142 116:
Old : 172: 37 22 40 86 73 142 116:
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 : 17.6 20.5 27.4 35.5 17.2 20.2 25.8 34.3
Old : 17.6 20.5 27.4 35.5 17.2 20.2 25.8 34.3
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,544,813: 455,612 250,888 71,000 1,768,788 2,064,397 2,295,400 2,386,286: 249,413 158,527
Old : 2,544,813: 455,612 250,888 71,000 1,768,788 2,064,397 2,295,400 2,386,286: 249,413 158,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 120,679: -7,158 34,004 11,247 112,634 54,126 116,722 99,377: 3,957 21,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 9.9 2.8 69.5 81.1 90.2 93.8: 9.8 6.2
Old : 100.0: 17.9 9.9 2.8 69.5 81.1 90.2 93.8: 9.8 6.2
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 : 374: 88 82 52 137 129 248 240:
Old : 374: 88 82 52 137 129 248 240:
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 : 19.7 31.2 31.2 42.6 19.5 29.3 30.7 40.6
Old : 19.7 31.2 31.2 42.6 19.5 29.3 30.7 40.6
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 113,484: 17,035 16,310 0 89,230 94,083 106,265 110,393: 7,219 3,091
Old : 113,484: 17,035 16,310 0 89,230 94,083 106,265 110,393: 7,219 3,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -2,219: -2,198 2,260 -291 383 -3,839 -2,106 -1,870: -113 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.4 0.0 78.6 82.9 93.6 97.3: 6.4 2.7
Old : 100.0: 15.0 14.4 0.0 78.6 82.9 93.6 97.3: 6.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 6 6 0 46 35 52 41:
Old : 82: 6 6 0 46 35 52 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 50.1 56.9 64.2 33.1 50.1 54.8 64.2
Old : 35.1 50.1 56.9 64.2 33.1 50.1 54.8 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 20,582: 3,023 2,964 0 12,043 15,534 15,066 18,498: 5,516 2,083
Old : 20,582: 3,023 2,964 0 12,043 15,534 15,066 18,498: 5,516 2,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 1,446: 619 -965 0 842 2,672 1,461 1,707: -15 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.4 0.0 58.5 75.5 73.2 89.9: 26.8 10.1
Old : 100.0: 14.7 14.4 0.0 58.5 75.5 73.2 89.9: 26.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 4 0 13 20 21 24:
Old : 37: 8 4 0 13 20 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 46.0 53.9 65.8 39.6 46.0 51.2 62.9
Old : 40.0 46.0 53.9 65.8 39.6 46.0 51.2 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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 224,938: 42,365 35,800 3,247 161,210 158,859 206,822 197,906: 18,116 27,032
Old : 224,938: 42,365 35,800 3,247 161,210 158,859 206,822 197,906: 18,116 27,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -8,505: -6,622 4,245 -1,961 -1,074 -12,166 -9,658 -9,882: 1,152 1,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 15.9 1.4 71.7 70.6 91.9 88.0: 8.1 12.0
Old : 100.0: 18.8 15.9 1.4 71.7 70.6 91.9 88.0: 8.1 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 : 163: 37 33 10 49 59 91 97:
Old : 163: 37 33 10 49 59 91 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 25.3 53.4 38.9 39.7 23.7 50.3 36.6
Old : 42.3 25.3 53.4 38.9 39.7 23.7 50.3 36.6
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 46,974: 12,143 12,139 4,911 11,698 18,577 28,752 35,627: 18,222 11,347
Old : 46,974: 12,143 12,139 4,911 11,698 18,577 28,752 35,627: 18,222 11,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 7,136: 1,774 1,041 220 1,782 4,515 3,776 5,776: 3,359 1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 25.8 10.5 24.9 39.5 61.2 75.8: 38.8 24.2
Old : 100.0: 25.9 25.8 10.5 24.9 39.5 61.2 75.8: 38.8 24.2
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 : 40: 16 9 4 8 11 27 21:
Old : 40: 16 9 4 8 11 27 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 : 21.3 35.4 33.9 52.4 18.3 29.6 29.2 44.4
Old : 21.3 35.4 33.9 52.4 18.3 29.6 29.2 44.4
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 with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,979: 5,180 7,264 11 21,843 21,169 27,033 28,444: 5,946 4,535
Old : 32,979: 5,180 7,264 11 21,843 21,169 27,033 28,444: 5,946 4,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 1,425: -30 -743 -0 1,034 3,022 1,004 2,279: 421 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 22.0 0.0 66.2 64.2 82.0 86.2: 18.0 13.8
Old : 100.0: 15.7 22.0 0.0 66.2 64.2 82.0 86.2: 18.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 6 14 2 17 19 25 33:
Old : 52: 6 14 2 17 19 25 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 : 48.6 39.4 60.4 56.6 48.5 38.3 60.3 55.5
Old : 48.6 39.4 60.4 56.6 48.5 38.3 60.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 40,172: 8,830 15,187 0 24,470 13,917 33,300 29,104: 6,872 11,068
Old : 40,172: 8,830 15,187 0 24,470 13,917 33,300 29,104: 6,872 11,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 2,091: -1,480 3,416 -119 3,686 -461 2,087 2,836: 4 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 37.8 0.0 60.9 34.6 82.9 72.4: 17.1 27.6
Old : 100.0: 22.0 37.8 0.0 60.9 34.6 82.9 72.4: 17.1 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 11 10 0 25 18 36 28:
Old : 61: 11 10 0 25 18 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 38.0 46.0 51.8 27.3 37.7 42.8 48.9
Old : 27.5 38.0 46.0 51.8 27.3 37.7 42.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 27,893: 4,982 6,555 262 21,000 18,888 26,244 25,705: 1,649 2,188
Old : 27,893: 4,982 6,555 262 21,000 18,888 26,244 25,705: 1,649 2,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -476: -169 667 90 -322 -1,188 -401 -431: -75 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.5 0.9 75.3 67.7 94.1 92.2: 5.9 7.8
Old : 100.0: 17.9 23.5 0.9 75.3 67.7 94.1 92.2: 5.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 6 2 12 11 19 18:
Old : 34: 6 6 2 12 11 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 52.8 79.6 75.0 67.2 52.8 78.1 75.0
Old : 68.6 52.8 79.6 75.0 67.2 52.8 78.1 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,368: 3,620 1,020 1 10,005 12,736 13,626 13,757: 742 611
Old : 14,368: 3,620 1,020 1 10,005 12,736 13,626 13,757: 742 611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 495: 357 -181 0 2 444 359 263: 136 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 7.1 0.0 69.6 88.6 94.8 95.7: 5.2 4.3
Old : 100.0: 25.2 7.1 0.0 69.6 88.6 94.8 95.7: 5.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 4 1 6 4 15 8:
Old : 20: 8 4 1 6 4 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 93.0 83.7 95.7 68.6 93.0 82.8 94.7
Old : 69.5 93.0 83.7 95.7 68.6 93.0 82.8 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2009