MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 59,791: 1,179 6,848 12,742 41,700 24,895 55,621 44,485: 4,170 15,306
Old : 59,791: 1,179 6,848 12,742 41,700 24,895 55,621 44,485: 4,170 15,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,606: 471 661 349 755 1,731 1,576 2,742: 31 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.5 21.3 69.7 41.6 93.0 74.4: 7.0 25.6
Old : 100.0: 2.0 11.5 21.3 69.7 41.6 93.0 74.4: 7.0 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 3 25 19 29 26 50 53:
Old : 68: 3 25 19 29 26 50 53:
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 : 46.9 19.9 61.2 33.1 42.6 15.7 53.6 24.1
Old : 46.9 19.9 61.2 33.1 42.6 15.7 53.6 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 158,880: 42,670 23,708 35,264 60,710 73,492 138,644 132,465: 20,235 26,415
Old : 157,003: 42,408 23,844 34,788 60,057 72,456 137,253 131,089: 19,750 25,914
Other: 1,877: 401 4 336 654 1,036 1,391 1,376: 486 501
: : :
: : Changes in Commitments from: January 6, 2009 :
: -21,647: 2,211 -6,466 -6,308 -16,716 -8,272 -20,813 -21,046: -834 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.9 22.2 38.2 46.3 87.3 83.4: 12.7 16.6
Old : 100.0: 27.0 15.2 22.2 38.3 46.1 87.4 83.5: 12.6 16.5
Other: 100.0: 21.4 0.2 17.9 34.8 55.2 74.1 73.3: 25.9 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 60 54 68 49 55 144 154:
Old : 195: 60 55 68 49 55 144 154:
Other: 29: 10 2 7 10 11 20 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 : 23.7 24.4 35.6 32.6 23.6 22.0 35.6 30.3
Old : 23.9 24.2 36.0 32.5 23.9 22.0 36.0 30.2
Other: 38.4 44.9 56.9 60.3 33.7 39.0 44.1 47.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 249,706: 46,717 35,397 66,178 112,977 104,932 225,872 206,507: 23,834 43,199
Old : 249,706: 46,717 35,397 66,178 112,977 104,932 225,872 206,507: 23,834 43,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -13,324: 153 -1,834 -6,496 -9,773 -6,027 -16,116 -14,357: 2,793 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.2 26.5 45.2 42.0 90.5 82.7: 9.5 17.3
Old : 100.0: 18.7 14.2 26.5 45.2 42.0 90.5 82.7: 9.5 17.3
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 : 307: 75 59 92 98 139 221 261:
Old : 307: 75 59 92 98 139 221 261:
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 : 18.4 14.2 29.6 22.4 16.7 11.7 26.8 16.8
Old : 18.4 14.2 29.6 22.4 16.7 11.7 26.8 16.8
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,635: 2,384 3,629 1,354 3,591 1,683 7,330 6,667: 1,306 1,968
Old : 8,635: 2,384 3,629 1,354 3,591 1,683 7,330 6,667: 1,306 1,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 183: 114 -140 205 -8 -179 310 -114: -127 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 42.0 15.7 41.6 19.5 84.9 77.2: 15.1 22.8
Old : 100.0: 27.6 42.0 15.7 41.6 19.5 84.9 77.2: 15.1 22.8
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 : 70: 21 21 10 20 19 46 46:
Old : 70: 21 21 10 20 19 46 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 : 35.4 29.1 55.1 43.0 32.2 29.1 49.9 37.7
Old : 35.4 29.1 55.1 43.0 32.2 29.1 49.9 37.7
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 22,552: 5,929 6,234 4,012 8,039 3,727 17,980 13,972: 4,573 8,581
Old : 22,552: 5,929 6,234 4,012 8,039 3,727 17,980 13,972: 4,573 8,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 299: -834 485 693 280 -814 139 364: 160 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 27.6 17.8 35.6 16.5 79.7 62.0: 20.3 38.0
Old : 100.0: 26.3 27.6 17.8 35.6 16.5 79.7 62.0: 20.3 38.0
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 : 96: 24 23 23 32 28 72 62:
Old : 96: 24 23 23 32 28 72 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 : 21.0 23.7 34.1 31.5 19.9 21.1 32.3 27.3
Old : 21.0 23.7 34.1 31.5 19.9 21.1 32.3 27.3
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 with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 63,055: 9,132 21,571 3,486 26,705 18,599 39,324 43,656: 23,731 19,399
Old : 63,055: 9,132 21,571 3,486 26,705 18,599 39,324 43,656: 23,731 19,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -414: -402 -1,570 -1,068 2,773 -856 1,302 -3,494: -1,716 3,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 34.2 5.5 42.4 29.5 62.4 69.2: 37.6 30.8
Old : 100.0: 14.5 34.2 5.5 42.4 29.5 62.4 69.2: 37.6 30.8
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 : 48: 9 21 9 10 15 24 41:
Old : 48: 9 21 9 10 15 24 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 : 36.5 27.8 49.5 38.6 34.8 27.4 44.0 37.1
Old : 36.5 27.8 49.5 38.6 34.8 27.4 44.0 37.1
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 with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 32,047: 5,328 10,920 4,732 7,151 8,159 17,211 23,811: 14,837 8,237
Old : 32,047: 5,328 10,920 4,732 7,151 8,159 17,211 23,811: 14,837 8,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -2,103: -1,343 -804 -922 1,476 -891 -790 -2,617: -1,313 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 34.1 14.8 22.3 25.5 53.7 74.3: 46.3 25.7
Old : 100.0: 16.6 34.1 14.8 22.3 25.5 53.7 74.3: 46.3 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 : 34: 11 11 7 8 8 22 23:
Old : 34: 11 11 7 8 8 22 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 : 23.1 40.6 37.6 55.4 17.5 32.6 24.7 44.0
Old : 23.1 40.6 37.6 55.4 17.5 32.6 24.7 44.0
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 18,232: 5,943 10,201 4 10,141 4,259 16,088 14,464: 2,144 3,768
Old : 18,232: 5,943 10,201 4 10,141 4,259 16,088 14,464: 2,144 3,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,021: -846 2,998 -8 2,431 -879 1,577 2,111: 444 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 56.0 0.0 55.6 23.4 88.2 79.3: 11.8 20.7
Old : 100.0: 32.6 56.0 0.0 55.6 23.4 88.2 79.3: 11.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 16 1 9 9 21 25:
Old : 43: 11 16 1 9 9 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 37.6 74.1 56.1 62.9 37.6 74.1 56.1
Old : 62.9 37.6 74.1 56.1 62.9 37.6 74.1 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 90,120: 12,939 44,938 8,383 41,402 18,158 62,724 71,479: 27,396 18,641
Old : 90,120: 12,939 44,938 8,383 41,402 18,158 62,724 71,479: 27,396 18,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -5,198: -123 -1,217 -1,739 -3,029 -904 -4,891 -3,860: -307 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 49.9 9.3 45.9 20.1 69.6 79.3: 30.4 20.7
Old : 100.0: 14.4 49.9 9.3 45.9 20.1 69.6 79.3: 30.4 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 11 31 13 13 10 32 46:
Old : 58: 11 31 13 13 10 32 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 : 37.6 33.5 51.1 49.3 31.9 32.7 42.2 43.6
Old : 37.6 33.5 51.1 49.3 31.9 32.7 42.2 43.6
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 120,516: 59,764 15,544 8,501 30,625 74,716 98,890 98,761: 21,626 21,755
Old : 120,516: 59,764 15,544 8,501 30,625 74,716 98,890 98,761: 21,626 21,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -4,506: -2,557 -1,115 -1,187 438 -2,081 -3,306 -4,382: -1,201 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 12.9 7.1 25.4 62.0 82.1 81.9: 17.9 18.1
Old : 100.0: 49.6 12.9 7.1 25.4 62.0 82.1 81.9: 17.9 18.1
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 : 69: 26 18 11 20 17 51 41:
Old : 69: 26 18 11 20 17 51 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 : 30.0 49.1 44.5 60.7 30.0 49.0 44.5 60.2
Old : 30.0 49.1 44.5 60.7 30.0 49.0 44.5 60.2
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 150,709: 26,438 36,344 22,015 58,987 58,528 107,440 116,887: 43,269 33,822
Old : 150,709: 26,438 36,344 22,015 58,987 58,528 107,440 116,887: 43,269 33,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -9,784: -5,463 233 -5,191 3,715 -7,160 -6,939 -12,119: -2,845 2,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 24.1 14.6 39.1 38.8 71.3 77.6: 28.7 22.4
Old : 100.0: 17.5 24.1 14.6 39.1 38.8 71.3 77.6: 28.7 22.4
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 : 100: 31 29 22 28 31 67 74:
Old : 100: 31 29 22 28 31 67 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 : 21.2 30.2 35.0 42.0 19.7 27.9 29.0 36.1
Old : 21.2 30.2 35.0 42.0 19.7 27.9 29.0 36.1
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 9,998: 3,416 3,609 0 3,936 4,802 7,352 8,411: 2,646 1,587
Old : 9,998: 3,416 3,609 0 3,936 4,802 7,352 8,411: 2,646 1,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 28: 130 571 0 -144 -615 -14 -44: 42 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 36.1 0.0 39.4 48.0 73.5 84.1: 26.5 15.9
Old : 100.0: 34.2 36.1 0.0 39.4 48.0 73.5 84.1: 26.5 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 8 0 8 5 12 13:
Old : 25: 4 8 0 8 5 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 55.2 66.5 75.0 47.9 55.2 66.5 75.0
Old : 47.9 55.2 66.5 75.0 47.9 55.2 66.5 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,423,638: 765,462 323,256 4,914,898 6,775,579 7,449,819 12,455,939 12,687,973: 967,699 735,666
Old :13,423,638: 765,462 323,256 4,914,898 6,775,579 7,449,819 12,455,939 12,687,973: 967,699 735,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 729,602: 63,738 -13,666 397,745 217,019 309,107 678,502 693,186: 51,100 36,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.4 36.6 50.5 55.5 92.8 94.5: 7.2 5.5
Old : 100.0: 5.7 2.4 36.6 50.5 55.5 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 : 223: 74 35 97 103 101 214 203:
Old : 223: 74 35 97 103 101 214 203:
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 : 26.0 27.1 39.4 41.7 14.0 13.4 17.6 19.2
Old : 26.0 27.1 39.4 41.7 14.0 13.4 17.6 19.2
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 643,656: 45,854 32,978 38,931 440,944 508,109 525,729 580,019: 117,927 63,637
Old : 643,656: 45,854 32,978 38,931 440,944 508,109 525,729 580,019: 117,927 63,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 43,891: -2,364 13,278 7,346 38,162 35,097 43,144 55,720: 747 -11,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.1 6.0 68.5 78.9 81.7 90.1: 18.3 9.9
Old : 100.0: 7.1 5.1 6.0 68.5 78.9 81.7 90.1: 18.3 9.9
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 : 174: 41 21 44 85 73 144 121:
Old : 174: 41 21 44 85 73 144 121:
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 : 16.7 20.2 26.3 35.1 16.1 19.7 24.5 33.3
Old : 16.7 20.2 26.3 35.1 16.1 19.7 24.5 33.3
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,580,885: 514,025 242,032 82,075 1,791,079 2,079,396 2,387,180 2,403,502: 193,705 177,382
Old : 2,580,885: 514,025 242,032 82,075 1,791,079 2,079,396 2,387,180 2,403,502: 193,705 177,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 36,072: 58,413 -8,857 11,075 22,291 14,998 91,780 17,216: -55,708 18,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 9.4 3.2 69.4 80.6 92.5 93.1: 7.5 6.9
Old : 100.0: 19.9 9.4 3.2 69.4 80.6 92.5 93.1: 7.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 96 79 59 146 138 266 252:
Old : 390: 96 79 59 146 138 266 252:
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 : 19.5 26.6 30.2 38.4 19.4 24.8 30.0 36.6
Old : 19.5 26.6 30.2 38.4 19.4 24.8 30.0 36.6
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 113,082: 18,814 14,704 0 87,119 95,151 105,933 109,855: 7,149 3,227
Old : 113,082: 18,814 14,704 0 87,119 95,151 105,933 109,855: 7,149 3,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -402: 1,779 -1,606 0 -2,111 1,068 -332 -538: -70 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.0 0.0 77.0 84.1 93.7 97.1: 6.3 2.9
Old : 100.0: 16.6 13.0 0.0 77.0 84.1 93.7 97.1: 6.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 7 5 0 44 34 51 39:
Old : 78: 7 5 0 44 34 51 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 54.4 57.1 68.4 31.7 54.4 53.5 67.9
Old : 35.2 54.4 57.1 68.4 31.7 54.4 53.5 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 23,333: 2,467 4,086 0 12,249 17,043 14,716 21,129: 8,617 2,203
Old : 23,333: 2,467 4,086 0 12,249 17,043 14,716 21,129: 8,617 2,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,751: -556 1,122 0 206 1,509 -350 2,631: 3,101 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.5 0.0 52.5 73.0 63.1 90.6: 36.9 9.4
Old : 100.0: 10.6 17.5 0.0 52.5 73.0 63.1 90.6: 36.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 5 0 13 22 20 27:
Old : 39: 7 5 0 13 22 20 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 45.0 49.3 66.0 38.1 45.0 47.8 66.0
Old : 38.5 45.0 49.3 66.0 38.1 45.0 47.8 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 250,463: 37,776 48,343 3,457 192,007 155,979 233,240 207,779: 17,223 42,684
Old : 250,463: 37,776 48,343 3,457 192,007 155,979 233,240 207,779: 17,223 42,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 25,526: -4,589 12,543 210 30,797 -2,880 26,418 9,873: -893 15,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.3 1.4 76.7 62.3 93.1 83.0: 6.9 17.0
Old : 100.0: 15.1 19.3 1.4 76.7 62.3 93.1 83.0: 6.9 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 31 35 9 54 61 88 102:
Old : 166: 31 35 9 54 61 88 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 21.9 53.0 34.8 39.8 20.8 49.8 33.5
Old : 41.9 21.9 53.0 34.8 39.8 20.8 49.8 33.5
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 44,879: 9,517 13,897 3,395 17,051 15,856 29,963 33,148: 14,916 11,731
Old : 44,879: 9,517 13,897 3,395 17,051 15,856 29,963 33,148: 14,916 11,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -2,095: -2,626 1,758 -1,516 5,353 -2,721 1,211 -2,479: -3,306 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.0 7.6 38.0 35.3 66.8 73.9: 33.2 26.1
Old : 100.0: 21.2 31.0 7.6 38.0 35.3 66.8 73.9: 33.2 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 : 42: 12 14 4 9 14 25 28:
Old : 42: 12 14 4 9 14 25 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 : 29.2 31.5 41.5 46.7 28.5 29.0 39.3 42.5
Old : 29.2 31.5 41.5 46.7 28.5 29.0 39.3 42.5
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,444: 6,076 8,912 16 23,376 21,397 29,467 30,325: 5,977 5,119
Old : 35,444: 6,076 8,912 16 23,376 21,397 29,467 30,325: 5,977 5,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,465: 896 1,648 5 1,533 228 2,434 1,881: 31 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 25.1 0.0 66.0 60.4 83.1 85.6: 16.9 14.4
Old : 100.0: 17.1 25.1 0.0 66.0 60.4 83.1 85.6: 16.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 10 16 3 17 21 29 38:
Old : 59: 10 16 3 17 21 29 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 35.9 57.9 52.9 45.9 35.9 57.9 52.9
Old : 45.9 35.9 57.9 52.9 45.9 35.9 57.9 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 43,304: 11,163 17,413 282 24,885 13,534 36,330 31,229: 6,974 12,075
Old : 43,304: 11,163 17,413 282 24,885 13,534 36,330 31,229: 6,974 12,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 3,132: 2,333 2,226 282 415 -383 3,030 2,125: 102 1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 40.2 0.7 57.5 31.3 83.9 72.1: 16.1 27.9
Old : 100.0: 25.8 40.2 0.7 57.5 31.3 83.9 72.1: 16.1 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 15 13 2 24 16 39 31:
Old : 65: 15 13 2 24 16 39 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 34.0 45.8 48.3 27.2 34.0 43.6 46.8
Old : 27.2 34.0 45.8 48.3 27.2 34.0 43.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 28,897: 4,961 6,114 26 21,938 20,508 26,925 26,648: 1,972 2,249
Old : 28,897: 4,961 6,114 26 21,938 20,508 26,925 26,648: 1,972 2,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,004: -21 -441 -236 938 1,620 681 943: 323 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 21.2 0.1 75.9 71.0 93.2 92.2: 6.8 7.8
Old : 100.0: 17.2 21.2 0.1 75.9 71.0 93.2 92.2: 6.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 7 2 12 13 18 21:
Old : 36: 5 7 2 12 13 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 50.0 79.8 73.0 66.8 50.0 78.4 73.0
Old : 68.2 50.0 79.8 73.0 66.8 50.0 78.4 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2009