MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 60,964: 1,309 8,458 12,600 42,197 25,225 56,107 46,283: 4,857 14,681
Old : 60,964: 1,309 8,458 12,600 42,197 25,225 56,107 46,283: 4,857 14,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -175: 18 788 -77 -600 131 -659 842: 484 -1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 13.9 20.7 69.2 41.4 92.0 75.9: 8.0 24.1
Old : 100.0: 2.1 13.9 20.7 69.2 41.4 92.0 75.9: 8.0 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 6 32 21 30 24 55 59:
Old : 77: 6 32 21 30 24 55 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 : 46.6 19.6 60.2 32.9 42.2 15.5 52.8 24.5
Old : 46.6 19.6 60.2 32.9 42.2 15.5 52.8 24.5
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 158,987: 39,824 29,226 41,609 57,941 61,633 139,373 132,468: 19,614 26,519
Old : 156,855: 39,644 29,459 40,932 57,207 60,534 137,783 130,924: 19,071 25,931
Other: 2,133: 438 27 418 734 1,099 1,590 1,544: 543 589
: : :
: : Changes in Commitments from: January 20, 2009 :
: 2,226: -1,878 1,642 4,230 -120 -4,419 2,232 1,453: -6 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 18.4 26.2 36.4 38.8 87.7 83.3: 12.3 16.7
Old : 100.0: 25.3 18.8 26.1 36.5 38.6 87.8 83.5: 12.2 16.5
Other: 100.0: 20.5 1.2 19.6 34.4 51.5 74.6 72.4: 25.4 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 67 54 67 49 50 144 155:
Old : 196: 66 56 67 49 50 144 155:
Other: 31: 9 5 7 9 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 : 22.9 19.2 33.6 27.6 21.0 17.0 31.1 24.9
Old : 23.2 19.0 34.0 27.5 21.2 17.1 31.5 24.9
Other: 35.4 42.0 53.7 58.1 28.9 35.3 39.5 43.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 261,927: 52,302 44,120 69,933 116,282 103,480 238,518 217,534: 23,410 44,394
Old : 261,927: 52,302 44,120 69,933 116,282 103,480 238,518 217,534: 23,410 44,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 7,690: 2,115 4,024 -358 4,398 1,470 6,154 5,137: 1,535 2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.8 26.7 44.4 39.5 91.1 83.1: 8.9 16.9
Old : 100.0: 20.0 16.8 26.7 44.4 39.5 91.1 83.1: 8.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 79 72 95 106 143 237 276:
Old : 330: 79 72 95 106 143 237 276:
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 : 18.3 14.1 29.0 21.8 15.3 11.5 25.2 16.6
Old : 18.3 14.1 29.0 21.8 15.3 11.5 25.2 16.6
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,178: 2,167 3,850 1,725 3,642 1,455 7,534 7,030: 1,644 2,148
Old : 9,178: 2,167 3,850 1,725 3,642 1,455 7,534 7,030: 1,644 2,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 484: -17 23 370 -10 49 343 442: 141 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 41.9 18.8 39.7 15.9 82.1 76.6: 17.9 23.4
Old : 100.0: 23.6 41.9 18.8 39.7 15.9 82.1 76.6: 17.9 23.4
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 : 64: 16 24 8 22 15 42 43:
Old : 64: 16 24 8 22 15 42 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 : 32.6 30.5 52.7 47.7 28.2 29.1 44.7 36.1
Old : 32.6 30.5 52.7 47.7 28.2 29.1 44.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 23,277: 5,852 6,005 3,674 8,775 4,080 18,301 13,758: 4,976 9,519
Old : 23,277: 5,852 6,005 3,674 8,775 4,080 18,301 13,758: 4,976 9,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 171: 13 -327 -297 300 411 16 -213: 155 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 25.8 15.8 37.7 17.5 78.6 59.1: 21.4 40.9
Old : 100.0: 25.1 25.8 15.8 37.7 17.5 78.6 59.1: 21.4 40.9
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 : 105: 27 24 26 31 29 75 68:
Old : 105: 27 24 26 31 29 75 68:
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 : 17.9 20.1 30.8 27.5 17.8 18.1 30.8 23.9
Old : 17.9 20.1 30.8 27.5 17.8 18.1 30.8 23.9
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 74,422: 7,899 22,714 4,290 35,943 25,716 48,132 52,720: 26,291 21,702
Old : 74,422: 7,899 22,714 4,290 35,943 25,716 48,132 52,720: 26,291 21,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -91: -1,072 -770 450 558 485 -64 164: -27 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 30.5 5.8 48.3 34.6 64.7 70.8: 35.3 29.2
Old : 100.0: 10.6 30.5 5.8 48.3 34.6 64.7 70.8: 35.3 29.2
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 : 52: 13 20 15 10 17 30 45:
Old : 52: 13 20 15 10 17 30 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 : 40.0 30.5 52.4 42.9 39.0 30.5 45.1 41.2
Old : 40.0 30.5 52.4 42.9 39.0 30.5 45.1 41.2
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 35,888: 4,502 13,682 5,407 13,483 6,174 23,392 25,263: 12,496 10,626
Old : 35,888: 4,502 13,682 5,407 13,483 6,174 23,392 25,263: 12,496 10,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,370: -810 3,280 -401 5,650 22 4,439 2,901: -1,069 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 38.1 15.1 37.6 17.2 65.2 70.4: 34.8 29.6
Old : 100.0: 12.5 38.1 15.1 37.6 17.2 65.2 70.4: 34.8 29.6
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 : 40: 11 16 7 9 9 23 29:
Old : 40: 11 16 7 9 9 23 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 : 32.9 34.0 48.4 45.7 28.5 23.5 36.5 32.6
Old : 32.9 34.0 48.4 45.7 28.5 23.5 36.5 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 30,762: 5,491 16,393 1 23,531 9,183 29,023 25,577: 1,739 5,185
Old : 30,762: 5,491 16,393 1 23,531 9,183 29,023 25,577: 1,739 5,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 6,137: -180 1,869 1 6,118 4,662 5,939 6,532: 198 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 53.3 0.0 76.5 29.9 94.3 83.1: 5.7 16.9
Old : 100.0: 17.8 53.3 0.0 76.5 29.9 94.3 83.1: 5.7 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 9 31 1 8 9 18 40:
Old : 56: 9 31 1 8 9 18 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 28.0 88.6 45.5 82.1 28.0 88.6 45.5
Old : 82.1 28.0 88.6 45.5 82.1 28.0 88.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 107,945: 12,786 47,948 12,045 53,671 23,168 78,502 83,161: 29,443 24,784
Old : 107,945: 12,786 47,948 12,045 53,671 23,168 78,502 83,161: 29,443 24,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 2,108: 2,651 816 1,437 1,007 -983 5,094 1,270: -2,986 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 44.4 11.2 49.7 21.5 72.7 77.0: 27.3 23.0
Old : 100.0: 11.8 44.4 11.2 49.7 21.5 72.7 77.0: 27.3 23.0
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 : 66: 15 32 13 15 13 37 51:
Old : 66: 15 32 13 15 13 37 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 : 38.9 31.3 53.5 46.2 34.8 29.5 44.0 38.4
Old : 38.9 31.3 53.5 46.2 34.8 29.5 44.0 38.4
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 131,345: 62,135 13,809 11,036 33,053 86,708 106,223 111,553: 25,122 19,792
Old : 131,345: 62,135 13,809 11,036 33,053 86,708 106,223 111,553: 25,122 19,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,911: 608 -1,295 1,440 119 5,429 2,167 5,574: 1,744 -1,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 10.5 8.4 25.2 66.0 80.9 84.9: 19.1 15.1
Old : 100.0: 47.3 10.5 8.4 25.2 66.0 80.9 84.9: 19.1 15.1
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 : 80: 30 23 15 20 19 61 46:
Old : 80: 30 23 15 20 19 61 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 : 26.8 48.5 41.1 63.8 26.8 48.2 41.0 61.1
Old : 26.8 48.5 41.1 63.8 26.8 48.2 41.0 61.1
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 169,040: 30,479 40,094 24,055 75,444 69,145 129,979 133,294: 39,061 35,746
Old : 169,040: 30,479 40,094 24,055 75,444 69,145 129,979 133,294: 39,061 35,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 395: 3,674 3,412 -697 3,702 4,391 6,679 7,106: -6,284 -6,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.7 14.2 44.6 40.9 76.9 78.9: 23.1 21.1
Old : 100.0: 18.0 23.7 14.2 44.6 40.9 76.9 78.9: 23.1 21.1
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 : 112: 38 37 28 26 27 77 79:
Old : 112: 38 37 28 26 27 77 79:
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 : 25.4 32.0 39.3 44.7 25.4 30.1 35.1 39.4
Old : 25.4 32.0 39.3 44.7 25.4 30.1 35.1 39.4
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 10,782: 1,802 6,099 0 6,268 2,810 8,070 8,909: 2,712 1,873
Old : 10,782: 1,802 6,099 0 6,268 2,810 8,070 8,909: 2,712 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 1,068: -257 2,103 0 1,296 -950 1,039 1,153: 29 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 56.6 0.0 58.1 26.1 74.8 82.6: 25.2 17.4
Old : 100.0: 16.7 56.6 0.0 58.1 26.1 74.8 82.6: 25.2 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 11 0 9 5 11 16:
Old : 26: 2 11 0 9 5 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 57.9 70.5 72.1 58.4 57.9 70.5 72.1
Old : 58.4 57.9 70.5 72.1 58.4 57.9 70.5 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,755,212: 628,288 396,445 4,526,645 6,656,705 7,083,302 11,811,638 12,006,392: 943,574 748,820
Old :12,755,212: 628,288 396,445 4,526,645 6,656,705 7,083,302 11,811,638 12,006,392: 943,574 748,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -240,280: -81,553 56,535 -40,696 -61,874 -202,346 -184,123 -186,507: -56,157 -53,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.1 35.5 52.2 55.5 92.6 94.1: 7.4 5.9
Old : 100.0: 4.9 3.1 35.5 52.2 55.5 92.6 94.1: 7.4 5.9
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 : 222: 68 37 94 105 103 210 203:
Old : 222: 68 37 94 105 103 210 203:
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 : 26.8 28.6 40.4 43.5 15.8 15.2 19.1 20.3
Old : 26.8 28.6 40.4 43.5 15.8 15.2 19.1 20.3
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 666,351: 43,758 55,732 37,968 457,398 513,954 539,124 607,654: 127,227 58,697
Old : 666,351: 43,758 55,732 37,968 457,398 513,954 539,124 607,654: 127,227 58,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -8,037: 413 8,606 -361 -3,830 -5,406 -3,778 2,840: -4,260 -10,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 8.4 5.7 68.6 77.1 80.9 91.2: 19.1 8.8
Old : 100.0: 6.6 8.4 5.7 68.6 77.1 80.9 91.2: 19.1 8.8
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 : 175: 31 34 43 87 71 143 123:
Old : 175: 31 34 43 87 71 143 123:
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 : 16.5 22.1 26.4 36.9 16.1 21.5 24.8 35.2
Old : 16.5 22.1 26.4 36.9 16.1 21.5 24.8 35.2
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,753,161: 580,893 275,017 81,919 1,898,135 2,143,037 2,560,948 2,499,973: 192,213 253,188
Old : 2,753,161: 580,893 275,017 81,919 1,898,135 2,143,037 2,560,948 2,499,973: 192,213 253,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 60,744: 3,265 -33,641 13,154 57,078 76,099 73,497 55,612: -12,753 5,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 10.0 3.0 68.9 77.8 93.0 90.8: 7.0 9.2
Old : 100.0: 21.1 10.0 3.0 68.9 77.8 93.0 90.8: 7.0 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 : 388: 91 91 56 140 137 257 258:
Old : 388: 91 91 56 140 137 257 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 25.5 31.8 37.2 19.7 24.0 31.2 35.3
Old : 19.7 25.5 31.8 37.2 19.7 24.0 31.2 35.3
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 109,357: 15,588 12,532 0 86,662 92,889 102,250 105,421: 7,107 3,936
Old : 109,357: 15,588 12,532 0 86,662 92,889 102,250 105,421: 7,107 3,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -3,906: -2,524 -2,344 0 -741 -1,060 -3,265 -3,404: -641 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.5 0.0 79.2 84.9 93.5 96.4: 6.5 3.6
Old : 100.0: 14.3 11.5 0.0 79.2 84.9 93.5 96.4: 6.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 6 7 0 43 34 49 41:
Old : 80: 6 7 0 43 34 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 55.4 56.3 68.1 31.6 55.4 53.0 67.4
Old : 34.9 55.4 56.3 68.1 31.6 55.4 53.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 25,817: 1,674 4,293 0 15,982 19,079 17,656 23,372: 8,161 2,445
Old : 25,817: 1,674 4,293 0 15,982 19,079 17,656 23,372: 8,161 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 776: -854 -1,121 0 2,903 1,448 2,049 327: -1,274 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 16.6 0.0 61.9 73.9 68.4 90.5: 31.6 9.5
Old : 100.0: 6.5 16.6 0.0 61.9 73.9 68.4 90.5: 31.6 9.5
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 : 39: 4 5 0 14 24 18 29:
Old : 39: 4 5 0 14 24 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 : 44.2 45.4 57.7 62.9 44.0 45.4 56.5 62.9
Old : 44.2 45.4 57.7 62.9 44.0 45.4 56.5 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 251,748: 35,971 44,780 2,943 195,474 161,059 234,388 208,782: 17,360 42,966
Old : 251,748: 35,971 44,780 2,943 195,474 161,059 234,388 208,782: 17,360 42,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -19,645: -669 -7,704 -219 -18,327 -1,521 -19,216 -9,444: -429 -10,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.8 1.2 77.6 64.0 93.1 82.9: 6.9 17.1
Old : 100.0: 14.3 17.8 1.2 77.6 64.0 93.1 82.9: 6.9 17.1
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 : 180: 35 44 13 51 66 94 115:
Old : 180: 35 44 13 51 66 94 115:
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 : 46.3 22.3 57.2 34.1 43.8 20.6 54.0 32.1
Old : 46.3 22.3 57.2 34.1 43.8 20.6 54.0 32.1
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 51,257: 11,574 14,619 4,511 21,669 18,813 37,754 37,944: 13,503 13,313
Old : 51,257: 11,574 14,619 4,511 21,669 18,813 37,754 37,944: 13,503 13,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -87: 1,429 -1,249 626 -1,616 994 439 372: -527 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 28.5 8.8 42.3 36.7 73.7 74.0: 26.3 26.0
Old : 100.0: 22.6 28.5 8.8 42.3 36.7 73.7 74.0: 26.3 26.0
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 : 47: 15 15 6 11 14 30 31:
Old : 47: 15 15 6 11 14 30 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 : 29.8 35.5 44.2 48.8 29.6 31.6 40.1 43.7
Old : 29.8 35.5 44.2 48.8 29.6 31.6 40.1 43.7
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,628: 6,026 9,101 10 24,171 21,061 30,207 30,172: 5,421 5,456
Old : 35,628: 6,026 9,101 10 24,171 21,061 30,207 30,172: 5,421 5,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 1,176: -286 2,774 10 1,799 -1,539 1,523 1,245: -347 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 25.5 0.0 67.8 59.1 84.8 84.7: 15.2 15.3
Old : 100.0: 16.9 25.5 0.0 67.8 59.1 84.8 84.7: 15.2 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 8 19 1 15 20 24 39:
Old : 58: 8 19 1 15 20 24 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 35.9 62.0 49.7 45.8 35.9 60.5 49.7
Old : 47.3 35.9 62.0 49.7 45.8 35.9 60.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 43,651: 10,722 18,027 479 24,207 19,778 35,408 38,284: 8,243 5,367
Old : 43,651: 10,722 18,027 479 24,207 19,778 35,408 38,284: 8,243 5,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 632: 775 -1,986 313 979 -339 2,067 -2,012: -1,435 2,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 41.3 1.1 55.5 45.3 81.1 87.7: 18.9 12.3
Old : 100.0: 24.6 41.3 1.1 55.5 45.3 81.1 87.7: 18.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 14 11 2 20 18 35 30:
Old : 61: 14 11 2 20 18 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 36.9 46.7 54.8 25.2 36.9 43.5 54.8
Old : 27.4 36.9 46.7 54.8 25.2 36.9 43.5 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 30,532: 5,097 7,092 86 23,547 21,282 28,730 28,460: 1,802 2,072
Old : 30,532: 5,097 7,092 86 23,547 21,282 28,730 28,460: 1,802 2,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 912: -157 602 60 827 229 730 891: 182 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 23.2 0.3 77.1 69.7 94.1 93.2: 5.9 6.8
Old : 100.0: 16.7 23.2 0.3 77.1 69.7 94.1 93.2: 5.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 7 2 12 14 19 22:
Old : 38: 6 7 2 12 14 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 50.6 81.8 73.3 69.6 50.6 80.5 73.3
Old : 70.9 50.6 81.8 73.3 69.6 50.6 80.5 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,250: 3,768 780 0 9,706 12,807 13,474 13,587: 776 663
Old : 14,250: 3,768 780 0 9,706 12,807 13,474 13,587: 776 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 147: -7 14 0 171 63 164 77: -17 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.5 0.0 68.1 89.9 94.6 95.3: 5.4 4.7
Old : 100.0: 26.4 5.5 0.0 68.1 89.9 94.6 95.3: 5.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 4 0 6 3 15 7:
Old : 20: 9 4 0 6 3 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 93.2 82.2 95.3 66.1 93.2 81.3 94.1
Old : 67.0 93.2 82.2 95.3 66.1 93.2 81.3 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2009