MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 61,139: 1,291 7,670 12,678 42,797 25,094 56,766 45,441: 4,373 15,697
Old : 61,139: 1,291 7,670 12,678 42,797 25,094 56,766 45,441: 4,373 15,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,348: 112 821 -64 1,096 199 1,145 957: 203 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.5 20.7 70.0 41.0 92.8 74.3: 7.2 25.7
Old : 100.0: 2.1 12.5 20.7 70.0 41.0 92.8 74.3: 7.2 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 : 73: 5 29 20 29 24 52 56:
Old : 73: 5 29 20 29 24 52 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 20.1 61.1 32.9 42.3 15.2 53.2 23.2
Old : 47.1 20.1 61.1 32.9 42.3 15.2 53.2 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 156,762: 41,701 27,584 37,379 58,061 66,052 137,142 131,015: 19,620 25,746
Old : 154,826: 41,495 27,830 36,763 57,407 65,019 135,665 129,613: 19,161 25,214
Other: 1,935: 472 19 350 655 1,033 1,476 1,403: 459 533
: : :
: : Changes in Commitments from: January 13, 2009 :
: -2,118: -968 3,876 2,115 -2,649 -7,440 -1,503 -1,449: -615 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 17.6 23.8 37.0 42.1 87.5 83.6: 12.5 16.4
Old : 100.0: 26.8 18.0 23.7 37.1 42.0 87.6 83.7: 12.4 16.3
Other: 100.0: 24.4 1.0 18.1 33.8 53.4 76.3 72.5: 23.7 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 59 58 68 52 53 147 159:
Old : 200: 58 61 68 52 53 147 159:
Other: 30: 11 3 7 9 10 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 : 23.3 21.4 35.0 29.5 23.2 19.7 34.6 27.8
Old : 23.6 21.2 35.4 29.4 23.5 19.7 35.0 27.8
Other: 37.3 45.4 55.6 61.0 32.6 40.1 44.3 46.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 254,238: 50,188 40,096 70,291 111,884 102,010 232,363 212,397: 21,875 41,841
Old : 254,238: 50,188 40,096 70,291 111,884 102,010 232,363 212,397: 21,875 41,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 4,532: 3,471 4,700 4,113 -1,093 -2,922 6,491 5,890: -1,959 -1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 15.8 27.6 44.0 40.1 91.4 83.5: 8.6 16.5
Old : 100.0: 19.7 15.8 27.6 44.0 40.1 91.4 83.5: 8.6 16.5
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 : 317: 75 71 92 99 141 224 269:
Old : 317: 75 71 92 99 141 224 269:
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 : 18.1 13.9 28.9 21.8 15.8 11.6 25.5 16.7
Old : 18.1 13.9 28.9 21.8 15.8 11.6 25.5 16.7
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,694: 2,184 3,827 1,354 3,652 1,407 7,190 6,588: 1,504 2,106
Old : 8,694: 2,184 3,827 1,354 3,652 1,407 7,190 6,588: 1,504 2,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 59: -200 197 0 61 -277 -139 -79: 198 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 44.0 15.6 42.0 16.2 82.7 75.8: 17.3 24.2
Old : 100.0: 25.1 44.0 15.6 42.0 16.2 82.7 75.8: 17.3 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 : 64: 16 22 9 21 17 42 45:
Old : 64: 16 22 9 21 17 42 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 : 35.7 30.2 55.9 45.7 32.6 29.4 50.5 37.2
Old : 35.7 30.2 55.9 45.7 32.6 29.4 50.5 37.2
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 23,105: 5,839 6,332 3,970 8,475 3,669 18,285 13,971: 4,821 9,134
Old : 23,105: 5,839 6,332 3,970 8,475 3,669 18,285 13,971: 4,821 9,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 553: -90 99 -41 436 -58 305 -0: 248 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 27.4 17.2 36.7 15.9 79.1 60.5: 20.9 39.5
Old : 100.0: 25.3 27.4 17.2 36.7 15.9 79.1 60.5: 20.9 39.5
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 : 99: 21 27 25 34 26 75 64:
Old : 99: 21 27 25 34 26 75 64:
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 22.9 32.0 30.2 18.0 20.2 29.8 26.1
Old : 19.5 22.9 32.0 30.2 18.0 20.2 29.8 26.1
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 74,513: 8,971 23,485 3,840 35,385 25,231 48,196 52,556: 26,318 21,957
Old : 74,513: 8,971 23,485 3,840 35,385 25,231 48,196 52,556: 26,318 21,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 11,459: -162 1,914 354 8,679 6,632 8,872 8,900: 2,587 2,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 31.5 5.2 47.5 33.9 64.7 70.5: 35.3 29.5
Old : 100.0: 12.0 31.5 5.2 47.5 33.9 64.7 70.5: 35.3 29.5
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 : 51: 10 21 11 10 18 25 45:
Old : 51: 10 21 11 10 18 25 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 : 39.9 29.6 51.9 42.7 38.8 29.6 46.5 40.9
Old : 39.9 29.6 51.9 42.7 38.8 29.6 46.5 40.9
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 32,518: 5,313 10,401 5,808 7,833 6,152 18,954 22,361: 13,565 10,157
Old : 32,518: 5,313 10,401 5,808 7,833 6,152 18,954 22,361: 13,565 10,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 471: -15 -519 1,076 682 -2,007 1,743 -1,450: -1,272 1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 32.0 17.9 24.1 18.9 58.3 68.8: 41.7 31.2
Old : 100.0: 16.3 32.0 17.9 24.1 18.9 58.3 68.8: 41.7 31.2
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: 10 12 7 6 7 19 23:
Old : 32: 10 12 7 6 7 19 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 : 27.6 36.2 44.7 49.4 20.7 24.2 29.5 34.2
Old : 27.6 36.2 44.7 49.4 20.7 24.2 29.5 34.2
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 24,625: 5,671 14,524 0 17,413 4,521 23,084 19,045: 1,541 5,580
Old : 24,625: 5,671 14,524 0 17,413 4,521 23,084 19,045: 1,541 5,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 6,393: -272 4,323 -4 7,272 262 6,996 4,581: -603 1,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 59.0 0.0 70.7 18.4 93.7 77.3: 6.3 22.7
Old : 100.0: 23.0 59.0 0.0 70.7 18.4 93.7 77.3: 6.3 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 22 0 9 7 18 29:
Old : 46: 9 22 0 9 7 18 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 34.1 83.3 52.5 74.4 34.1 83.3 52.5
Old : 74.4 34.1 83.3 52.5 74.4 34.1 83.3 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 105,836: 10,135 47,132 10,608 52,664 24,151 73,407 81,891: 32,429 23,946
Old : 105,836: 10,135 47,132 10,608 52,664 24,151 73,407 81,891: 32,429 23,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 15,716: -2,804 2,194 2,225 11,262 5,992 10,683 10,411: 5,033 5,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 44.5 10.0 49.8 22.8 69.4 77.4: 30.6 22.6
Old : 100.0: 9.6 44.5 10.0 49.8 22.8 69.4 77.4: 30.6 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 : 62: 10 34 13 13 11 30 51:
Old : 62: 10 34 13 13 11 30 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 : 39.7 31.0 53.3 45.2 36.4 29.6 45.9 39.1
Old : 39.7 31.0 53.3 45.2 36.4 29.6 45.9 39.1
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 127,434: 61,526 15,105 9,596 32,934 81,279 104,056 105,979: 23,378 21,455
Old : 127,434: 61,526 15,105 9,596 32,934 81,279 104,056 105,979: 23,378 21,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 6,918: 1,763 -439 1,095 2,309 6,562 5,166 7,218: 1,752 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 11.9 7.5 25.8 63.8 81.7 83.2: 18.3 16.8
Old : 100.0: 48.3 11.9 7.5 25.8 63.8 81.7 83.2: 18.3 16.8
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: 26 20 11 18 16 50 41:
Old : 70: 26 20 11 18 16 50 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 : 29.1 47.9 44.7 62.6 29.1 47.5 44.7 60.8
Old : 29.1 47.9 44.7 62.6 29.1 47.5 44.7 60.8
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 168,645: 26,805 36,682 24,753 71,742 64,754 123,300 126,188: 45,345 42,457
Old : 168,645: 26,805 36,682 24,753 71,742 64,754 123,300 126,188: 45,345 42,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 17,936: 367 337 2,737 12,755 6,227 15,859 9,301: 2,077 8,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 21.8 14.7 42.5 38.4 73.1 74.8: 26.9 25.2
Old : 100.0: 15.9 21.8 14.7 42.5 38.4 73.1 74.8: 26.9 25.2
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 : 99: 31 30 25 27 28 69 72:
Old : 99: 31 30 25 27 28 69 72:
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 : 24.6 28.3 38.3 41.2 24.5 26.6 33.4 36.7
Old : 24.6 28.3 38.3 41.2 24.5 26.6 33.4 36.7
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 with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 9,714: 2,059 3,996 0 4,972 3,760 7,031 7,756: 2,683 1,958
Old : 9,714: 2,059 3,996 0 4,972 3,760 7,031 7,756: 2,683 1,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -284: -1,357 387 0 1,036 -1,042 -321 -655: 37 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 41.1 0.0 51.2 38.7 72.4 79.8: 27.6 20.2
Old : 100.0: 21.2 41.1 0.0 51.2 38.7 72.4 79.8: 27.6 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 8 0 8 6 11 14:
Old : 24: 3 8 0 8 6 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 53.6 67.4 71.9 52.8 53.6 67.4 71.9
Old : 52.8 53.6 67.4 71.9 52.8 53.6 67.4 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,995,492: 709,842 339,910 4,567,340 6,718,579 7,285,648 11,995,761 12,192,898: 999,731 802,594
Old :12,995,492: 709,842 339,910 4,567,340 6,718,579 7,285,648 11,995,761 12,192,898: 999,731 802,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -428,146: -55,620 16,654 -347,557 -57,001 -164,171 -460,178 -495,074: 32,032 66,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.6 35.1 51.7 56.1 92.3 93.8: 7.7 6.2
Old : 100.0: 5.5 2.6 35.1 51.7 56.1 92.3 93.8: 7.7 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 : 229: 72 38 96 108 106 219 208:
Old : 229: 72 38 96 108 106 219 208:
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 : 26.4 27.7 39.5 42.4 15.2 14.5 18.7 20.2
Old : 26.4 27.7 39.5 42.4 15.2 14.5 18.7 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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 674,388: 43,344 47,125 38,329 461,228 519,360 542,901 604,814: 131,487 69,574
Old : 674,388: 43,344 47,125 38,329 461,228 519,360 542,901 604,814: 131,487 69,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 30,732: -2,510 14,147 -603 20,285 11,251 17,172 24,796: 13,560 5,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 7.0 5.7 68.4 77.0 80.5 89.7: 19.5 10.3
Old : 100.0: 6.4 7.0 5.7 68.4 77.0 80.5 89.7: 19.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 34 19 32 87 69 134 108:
Old : 162: 34 19 32 87 69 134 108:
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 : 16.1 21.1 25.6 35.5 15.2 20.1 23.7 33.2
Old : 16.1 21.1 25.6 35.5 15.2 20.1 23.7 33.2
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,692,417: 577,628 308,658 68,765 1,841,057 2,066,938 2,487,450 2,444,361: 204,967 248,056
Old : 2,692,417: 577,628 308,658 68,765 1,841,057 2,066,938 2,487,450 2,444,361: 204,967 248,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 111,532: 63,603 66,626 -13,310 49,978 -12,458 100,270 40,858: 11,262 70,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.5 2.6 68.4 76.8 92.4 90.8: 7.6 9.2
Old : 100.0: 21.5 11.5 2.6 68.4 76.8 92.4 90.8: 7.6 9.2
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 : 395: 93 89 59 144 143 261 267:
Old : 395: 93 89 59 144 143 261 267:
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 25.8 31.8 36.2 19.4 24.4 31.2 34.7
Old : 19.5 25.8 31.8 36.2 19.4 24.4 31.2 34.7
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 with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 113,263: 18,112 14,876 0 87,403 93,949 105,515 108,825: 7,748 4,438
Old : 113,263: 18,112 14,876 0 87,403 93,949 105,515 108,825: 7,748 4,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 181: -702 172 0 284 -1,202 -418 -1,030: 599 1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.1 0.0 77.2 82.9 93.2 96.1: 6.8 3.9
Old : 100.0: 16.0 13.1 0.0 77.2 82.9 93.2 96.1: 6.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 6 8 0 42 33 48 41:
Old : 78: 6 8 0 42 33 48 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 58.5 55.6 70.7 30.9 58.5 52.3 69.9
Old : 34.1 58.5 55.6 70.7 30.9 58.5 52.3 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 25,041: 2,528 5,414 0 13,078 17,631 15,606 23,045: 9,435 1,996
Old : 25,041: 2,528 5,414 0 13,078 17,631 15,606 23,045: 9,435 1,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,708: 61 1,328 0 829 588 890 1,916: 818 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 21.6 0.0 52.2 70.4 62.3 92.0: 37.7 8.0
Old : 100.0: 10.1 21.6 0.0 52.2 70.4 62.3 92.0: 37.7 8.0
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 : 42: 7 6 0 13 24 20 30:
Old : 42: 7 6 0 13 24 20 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 : 39.2 43.1 49.0 62.6 38.8 43.1 48.1 62.6
Old : 39.2 43.1 49.0 62.6 38.8 43.1 48.1 62.6
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 271,392: 36,640 52,484 3,162 213,801 162,580 253,603 218,226: 17,789 53,166
Old : 271,392: 36,640 52,484 3,162 213,801 162,580 253,603 218,226: 17,789 53,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 20,929: -1,136 4,141 -294 21,794 6,600 20,363 10,447: 565 10,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.3 1.2 78.8 59.9 93.4 80.4: 6.6 19.6
Old : 100.0: 13.5 19.3 1.2 78.8 59.9 93.4 80.4: 6.6 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 : 189: 28 56 12 50 70 86 130:
Old : 189: 28 56 12 50 70 86 130:
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 : 48.2 20.6 60.3 31.1 45.0 18.6 56.3 28.9
Old : 48.2 20.6 60.3 31.1 45.0 18.6 56.3 28.9
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 51,345: 10,145 15,868 3,885 23,285 17,820 37,315 37,573: 14,029 13,772
Old : 51,345: 10,145 15,868 3,885 23,285 17,820 37,315 37,573: 14,029 13,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 6,466: 628 1,971 490 6,234 1,963 7,352 4,425: -886 2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 30.9 7.6 45.4 34.7 72.7 73.2: 27.3 26.8
Old : 100.0: 19.8 30.9 7.6 45.4 34.7 72.7 73.2: 27.3 26.8
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 : 44: 11 17 4 10 13 25 30:
Old : 44: 11 17 4 10 13 25 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 : 34.0 33.1 46.5 47.6 33.9 30.8 44.3 44.2
Old : 34.0 33.1 46.5 47.6 33.9 30.8 44.3 44.2
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 34,452: 6,312 6,327 0 22,372 22,600 28,684 28,927: 5,768 5,525
Old : 34,452: 6,312 6,327 0 22,372 22,600 28,684 28,927: 5,768 5,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -992: 236 -2,585 -16 -1,004 1,203 -783 -1,398: -209 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 18.4 0.0 64.9 65.6 83.3 84.0: 16.7 16.0
Old : 100.0: 18.3 18.4 0.0 64.9 65.6 83.3 84.0: 16.7 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 8 12 0 16 21 24 33:
Old : 53: 8 12 0 16 21 24 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 : 47.7 38.0 59.5 53.0 47.6 38.0 59.5 53.0
Old : 47.7 38.0 59.5 53.0 47.6 38.0 59.5 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 43,019: 9,947 20,013 166 23,228 20,117 33,341 40,296: 9,678 2,723
Old : 43,019: 9,947 20,013 166 23,228 20,117 33,341 40,296: 9,678 2,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -285: -1,216 2,600 -116 -1,657 6,583 -2,989 9,067: 2,704 -9,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 46.5 0.4 54.0 46.8 77.5 93.7: 22.5 6.3
Old : 100.0: 23.1 46.5 0.4 54.0 46.8 77.5 93.7: 22.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 13 13 2 20 19 34 33:
Old : 63: 13 13 2 20 19 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 40.5 45.5 58.7 25.4 40.5 42.6 58.4
Old : 25.5 40.5 45.5 58.7 25.4 40.5 42.6 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 29,620: 5,254 6,490 26 22,720 21,053 28,000 27,569: 1,620 2,051
Old : 29,620: 5,254 6,490 26 22,720 21,053 28,000 27,569: 1,620 2,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 723: 293 376 0 782 545 1,075 921: -352 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.9 0.1 76.7 71.1 94.5 93.1: 5.5 6.9
Old : 100.0: 17.7 21.9 0.1 76.7 71.1 94.5 93.1: 5.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 8 2 11 13 19 22:
Old : 38: 7 8 2 11 13 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 50.0 82.3 72.7 69.6 50.0 80.9 72.7
Old : 71.0 50.0 82.3 72.7 69.6 50.0 80.9 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,103: 3,775 766 0 9,535 12,744 13,310 13,510: 793 593
Old : 14,103: 3,775 766 0 9,535 12,744 13,310 13,510: 793 593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -265: 155 -254 -1 -470 8 -316 -247: 51 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.4 0.0 67.6 90.4 94.4 95.8: 5.6 4.2
Old : 100.0: 26.8 5.4 0.0 67.6 90.4 94.4 95.8: 5.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 4 0 6 3 16 7:
Old : 21: 10 4 0 6 3 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 93.7 81.8 95.8 66.9 93.7 80.9 94.6
Old : 67.8 93.7 81.8 95.8 66.9 93.7 80.9 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2009