MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,791 COMMITMENTS 1,179 6,848 12,742 41,700 24,895 55,621 44,485 4,170 15,306 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,606) 471 661 349 755 1,731 1,576 2,742 31 -1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 11.5 21.3 69.7 41.6 93.0 74.4 7.0 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 3 25 19 29 26 50 53 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,880 COMMITMENTS 42,670 23,708 35,264 60,710 73,492 138,644 132,465 20,235 26,415 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -21,647) 2,211 -6,466 -6,308 -16,716 -8,272 -20,813 -21,046 -834 -601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 14.9 22.2 38.2 46.3 87.3 83.4 12.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 60 54 68 49 55 144 154 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,706 COMMITMENTS 46,717 35,397 66,178 112,977 104,932 225,872 206,507 23,834 43,199 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -13,324) 153 -1,834 -6,496 -9,773 -6,027 -16,116 -14,357 2,793 1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 14.2 26.5 45.2 42.0 90.5 82.7 9.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 75 59 92 98 139 221 261 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,635 COMMITMENTS 2,384 3,629 1,354 3,591 1,683 7,330 6,667 1,306 1,968 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 183) 114 -140 205 -8 -179 310 -114 -127 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 42.0 15.7 41.6 19.5 84.9 77.2 15.1 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 21 21 10 20 19 46 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,552 COMMITMENTS 5,929 6,234 4,012 8,039 3,727 17,980 13,972 4,573 8,581 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 299) -834 485 693 280 -814 139 364 160 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 27.6 17.8 35.6 16.5 79.7 62.0 20.3 38.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 24 23 23 32 28 72 62 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 63,055 COMMITMENTS 9,132 21,571 3,486 26,705 18,599 39,324 43,656 23,731 19,399 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -414) -402 -1,570 -1,068 2,773 -856 1,302 -3,494 -1,716 3,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 34.2 5.5 42.4 29.5 62.4 69.2 37.6 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 21 9 10 15 24 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,047 COMMITMENTS 5,328 10,920 4,732 7,151 8,159 17,211 23,811 14,837 8,237 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -2,103) -1,343 -804 -922 1,476 -891 -790 -2,617 -1,313 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 34.1 14.8 22.3 25.5 53.7 74.3 46.3 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 11 7 8 8 22 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 18,232 COMMITMENTS 5,943 10,201 4 10,141 4,259 16,088 14,464 2,144 3,768 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,021) -846 2,998 -8 2,431 -879 1,577 2,111 444 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 56.0 0.0 55.6 23.4 88.2 79.3 11.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 16 1 9 9 21 25 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 90,120 COMMITMENTS 12,939 44,938 8,383 41,402 18,158 62,724 71,479 27,396 18,641 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -5,198) -123 -1,217 -1,739 -3,029 -904 -4,891 -3,860 -307 -1,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 49.9 9.3 45.9 20.1 69.6 79.3 30.4 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 11 31 13 13 10 32 46 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,516 COMMITMENTS 59,764 15,544 8,501 30,625 74,716 98,890 98,761 21,626 21,755 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -4,506) -2,557 -1,115 -1,187 438 -2,081 -3,306 -4,382 -1,201 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 12.9 7.1 25.4 62.0 82.1 81.9 17.9 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 26 18 11 20 17 51 41 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 150,709 COMMITMENTS 26,438 36,344 22,015 58,987 58,528 107,440 116,887 43,269 33,822 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -9,784) -5,463 233 -5,191 3,715 -7,160 -6,939 -12,119 -2,845 2,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 24.1 14.6 39.1 38.8 71.3 77.6 28.7 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 31 29 22 28 31 67 74 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 9,998 COMMITMENTS 3,416 3,609 0 3,936 4,802 7,352 8,411 2,646 1,587 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 28) 130 571 0 -144 -615 -14 -44 42 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 36.1 0.0 39.4 48.0 73.5 84.1 26.5 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 8 0 8 5 12 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,423,638 COMMITMENTS 765,462 323,256 4914898 6775579 7449819 12455939 12687973 967,699 735,666 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 729,602) 63,738 -13,666 397,745 217,019 309,107 678,502 693,186 51,100 36,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 2.4 36.6 50.5 55.5 92.8 94.5 7.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 74 35 97 103 101 214 203 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 643,656 COMMITMENTS 45,854 32,978 38,931 440,944 508,109 525,729 580,019 117,927 63,637 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 43,891) -2,364 13,278 7,346 38,162 35,097 43,144 55,720 747 -11,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 5.1 6.0 68.5 78.9 81.7 90.1 18.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 41 21 44 85 73 144 121 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,580,885 COMMITMENTS 514,025 242,032 82,075 1791079 2079396 2387180 2403502 193,705 177,382 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 36,072) 58,413 -8,857 11,075 22,291 14,998 91,780 17,216 -55,708 18,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 9.4 3.2 69.4 80.6 92.5 93.1 7.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 96 79 59 146 138 266 252 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 113,082 COMMITMENTS 18,814 14,704 0 87,119 95,151 105,933 109,855 7,149 3,227 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -402) 1,779 -1,606 0 -2,111 1,068 -332 -538 -70 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 13.0 0.0 77.0 84.1 93.7 97.1 6.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 7 5 0 44 34 51 39 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,333 COMMITMENTS 2,467 4,086 0 12,249 17,043 14,716 21,129 8,617 2,203 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,751) -556 1,122 0 206 1,509 -350 2,631 3,101 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 17.5 0.0 52.5 73.0 63.1 90.6 36.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 5 0 13 22 20 27 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,463 COMMITMENTS 37,776 48,343 3,457 192,007 155,979 233,240 207,779 17,223 42,684 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 25,526) -4,589 12,543 210 30,797 -2,880 26,418 9,873 -893 15,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 19.3 1.4 76.7 62.3 93.1 83.0 6.9 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 31 35 9 54 61 88 102 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 44,879 COMMITMENTS 9,517 13,897 3,395 17,051 15,856 29,963 33,148 14,916 11,731 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -2,095) -2,626 1,758 -1,516 5,353 -2,721 1,211 -2,479 -3,306 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 31.0 7.6 38.0 35.3 66.8 73.9 33.2 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 14 4 9 14 25 28 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,444 COMMITMENTS 6,076 8,912 16 23,376 21,397 29,467 30,325 5,977 5,119 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 2,465) 896 1,648 5 1,533 228 2,434 1,881 31 584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 25.1 0.0 66.0 60.4 83.1 85.6 16.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 16 3 17 21 29 38 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,304 COMMITMENTS 11,163 17,413 282 24,885 13,534 36,330 31,229 6,974 12,075 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 3,132) 2,333 2,226 282 415 -383 3,030 2,125 102 1,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 40.2 0.7 57.5 31.3 83.9 72.1 16.1 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 15 13 2 24 16 39 31 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 28,897 COMMITMENTS 4,961 6,114 26 21,938 20,508 26,925 26,648 1,972 2,249 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 1,004) -21 -441 -236 938 1,620 681 943 323 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 21.2 0.1 75.9 71.0 93.2 92.2 6.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 7 2 12 13 18 21
Updated January 16, 2009