MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 24, 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 : 37,659: 2,953 8,047 1,841 29,141 18,943 33,935 28,831: 3,724 8,828
Old : 37,659: 2,953 8,047 1,841 29,141 18,943 33,935 28,831: 3,724 8,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 647: -780 292 405 596 238 221 935: 426 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 21.4 4.9 77.4 50.3 90.1 76.6: 9.9 23.4
Old : 100.0: 7.8 21.4 4.9 77.4 50.3 90.1 76.6: 9.9 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 : 69: 8 24 16 25 21 43 52:
Old : 69: 8 24 16 25 21 43 52:
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 : 54.2 25.4 65.9 38.6 54.2 21.7 65.7 34.6
Old : 54.2 25.4 65.9 38.6 54.2 21.7 65.7 34.6
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 - Futures Only, February 24, 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 : 116,074: 25,773 28,323 22,621 50,947 42,801 99,341 93,745: 16,733 22,329
Old : 113,910: 25,229 28,093 22,253 50,365 41,916 97,847 92,262: 16,063 21,648
Other: 2,164: 835 521 77 582 885 1,494 1,483: 670 681
: : :
: : Changes in Commitments from: February 17, 2009 :
: -3,710: -522 -498 -2,056 1,089 -1,780 -1,489 -4,334: -2,221 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 24.4 19.5 43.9 36.9 85.6 80.8: 14.4 19.2
Old : 100.0: 22.1 24.7 19.5 44.2 36.8 85.9 81.0: 14.1 19.0
Other: 100.0: 38.6 24.1 3.6 26.9 40.9 69.0 68.5: 31.0 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 49 63 66 41 39 133 143:
Old : 187: 48 66 66 41 39 133 143:
Other: 35: 8 10 2 9 11 18 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 20.0 34.9 29.9 21.2 17.7 32.6 26.0
Old : 21.5 20.1 35.1 30.0 21.5 17.8 32.6 26.0
Other: 48.6 29.8 60.1 50.1 47.7 29.8 58.0 49.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 24, 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 : 204,978: 51,070 48,240 39,079 97,858 78,523 188,007 165,842: 16,971 39,136
Old : 204,978: 51,070 48,240 39,079 97,858 78,523 188,007 165,842: 16,971 39,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 4,216: 1,138 2,742 4,304 418 -5,216 5,860 1,830: -1,644 2,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 23.5 19.1 47.7 38.3 91.7 80.9: 8.3 19.1
Old : 100.0: 24.9 23.5 19.1 47.7 38.3 91.7 80.9: 8.3 19.1
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 : 296: 61 73 76 60 123 165 244:
Old : 296: 61 73 76 60 123 165 244:
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 : 20.4 10.4 34.7 17.9 19.2 10.0 33.5 17.1
Old : 20.4 10.4 34.7 17.9 19.2 10.0 33.5 17.1
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 - Futures Only, February 24, 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 : 8,137: 2,717 3,712 980 2,932 1,370 6,629 6,062: 1,508 2,075
Old : 8,137: 2,717 3,712 980 2,932 1,370 6,629 6,062: 1,508 2,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 412: -39 59 110 209 -141 280 28: 132 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 45.6 12.0 36.0 16.8 81.5 74.5: 18.5 25.5
Old : 100.0: 33.4 45.6 12.0 36.0 16.8 81.5 74.5: 18.5 25.5
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 : 71: 21 27 11 17 14 44 47:
Old : 71: 21 27 11 17 14 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 29.9 52.3 45.1 32.8 29.9 50.7 38.7
Old : 33.1 29.9 52.3 45.1 32.8 29.9 50.7 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 24, 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 : 21,786: 6,033 3,985 3,286 6,759 4,073 16,078 11,344: 5,708 10,442
Old : 21,786: 6,033 3,985 3,286 6,759 4,073 16,078 11,344: 5,708 10,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -68: -53 379 210 -472 -1,083 -315 -494: 247 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 18.3 15.1 31.0 18.7 73.8 52.1: 26.2 47.9
Old : 100.0: 27.7 18.3 15.1 31.0 18.7 73.8 52.1: 26.2 47.9
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 : 97: 20 28 24 28 23 65 64:
Old : 97: 20 28 24 28 23 65 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 : 14.2 12.4 26.1 19.6 14.2 10.1 25.7 15.3
Old : 14.2 12.4 26.1 19.6 14.2 10.1 25.7 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 16,871: 530 834 0 15,956 14,500 16,486 15,334: 385 1,537
Old : 16,871: 530 834 0 15,956 14,500 16,486 15,334: 385 1,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 360: 0 0 0 368 317 368 317: -8 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.9 0.0 94.6 85.9 97.7 90.9: 2.3 9.1
Old : 100.0: 3.1 4.9 0.0 94.6 85.9 97.7 90.9: 2.3 9.1
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 : 21: 3 3 0 11 6 14 9:
Old : 21: 3 3 0 11 6 14 9:
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 : 76.7 82.9 92.4 90.0 74.8 82.9 90.4 89.0
Old : 76.7 82.9 92.4 90.0 74.8 82.9 90.4 89.0
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 - Futures Only, February 24, 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 : 74,438: 9,042 22,007 1,180 36,406 29,602 46,628 52,789: 27,810 21,649
Old : 74,438: 9,042 22,007 1,180 36,406 29,602 46,628 52,789: 27,810 21,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,253: -589 -533 0 1,879 3,598 1,290 3,065: 963 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 29.6 1.6 48.9 39.8 62.6 70.9: 37.4 29.1
Old : 100.0: 12.1 29.6 1.6 48.9 39.8 62.6 70.9: 37.4 29.1
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 : 48: 11 16 5 11 17 23 37:
Old : 48: 11 16 5 11 17 23 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 40.0 51.8 50.0 40.8 40.0 49.7 49.9
Old : 42.9 40.0 51.8 50.0 40.8 40.0 49.7 49.9
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 - Futures Only, February 24, 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 : 33,873: 5,137 16,325 285 17,943 3,609 23,365 20,219: 10,508 13,654
Old : 33,873: 5,137 16,325 285 17,943 3,609 23,365 20,219: 10,508 13,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -597: 289 339 20 448 -164 757 195: -1,354 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 48.2 0.8 53.0 10.7 69.0 59.7: 31.0 40.3
Old : 100.0: 15.2 48.2 0.8 53.0 10.7 69.0 59.7: 31.0 40.3
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 : 38: 11 15 2 7 8 19 24:
Old : 38: 11 15 2 7 8 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 27.9 56.5 42.5 46.5 27.9 56.4 42.5
Old : 46.6 27.9 56.5 42.5 46.5 27.9 56.4 42.5
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 - Futures Only, February 24, 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 : 46,055: 5,290 19,570 125 38,958 20,873 44,373 40,568: 1,682 5,487
Old : 46,055: 5,290 19,570 125 38,958 20,873 44,373 40,568: 1,682 5,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,083: -771 1,877 55 1,564 -278 848 1,654: 235 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 42.5 0.3 84.6 45.3 96.3 88.1: 3.7 11.9
Old : 100.0: 11.5 42.5 0.3 84.6 45.3 96.3 88.1: 3.7 11.9
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 : 64: 7 39 3 9 10 18 50:
Old : 64: 7 39 3 9 10 18 50:
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 : 86.3 37.7 92.4 54.8 86.3 37.7 92.4 54.8
Old : 86.3 37.7 92.4 54.8 86.3 37.7 92.4 54.8
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 - Futures Only, February 24, 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 : 86,102: 10,599 38,881 75 47,507 22,372 58,181 61,328: 27,921 24,774
Old : 86,102: 10,599 38,881 75 47,507 22,372 58,181 61,328: 27,921 24,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,796: 8 -2,280 40 3,575 3,569 3,623 1,329: -827 1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 45.2 0.1 55.2 26.0 67.6 71.2: 32.4 28.8
Old : 100.0: 12.3 45.2 0.1 55.2 26.0 67.6 71.2: 32.4 28.8
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 : 55: 11 23 2 15 14 27 38:
Old : 55: 11 23 2 15 14 27 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 39.8 52.7 51.2 42.7 39.3 52.0 50.4
Old : 42.7 39.8 52.7 51.2 42.7 39.3 52.0 50.4
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 - Futures Only, February 24, 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 : 108,705: 47,262 18,627 401 43,617 62,725 91,280 81,753: 17,425 26,952
Old : 108,705: 47,262 18,627 401 43,617 62,725 91,280 81,753: 17,425 26,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 20: -7,391 162 -51 10,489 -598 3,047 -487: -3,027 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 17.1 0.4 40.1 57.7 84.0 75.2: 16.0 24.8
Old : 100.0: 43.5 17.1 0.4 40.1 57.7 84.0 75.2: 16.0 24.8
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 : 77: 25 22 6 25 18 53 43:
Old : 77: 25 22 6 25 18 53 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 : 31.3 46.9 47.9 57.5 31.3 45.2 47.9 55.8
Old : 31.3 46.9 47.9 57.5 31.3 45.2 47.9 55.8
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 - Futures Only, February 24, 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 : 166,903: 33,201 43,282 867 94,813 87,296 128,881 131,445: 38,022 35,458
Old : 166,903: 33,201 43,282 867 94,813 87,296 128,881 131,445: 38,022 35,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 8,951: 392 -4,964 242 8,905 16,466 9,539 11,744: -588 -2,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 25.9 0.5 56.8 52.3 77.2 78.8: 22.8 21.2
Old : 100.0: 19.9 25.9 0.5 56.8 52.3 77.2 78.8: 22.8 21.2
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 : 111: 38 33 10 22 28 65 66:
Old : 111: 38 33 10 22 28 65 66:
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 : 44.3 46.5 53.9 55.1 44.2 44.8 53.7 53.4
Old : 44.3 46.5 53.9 55.1 44.2 44.8 53.7 53.4
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 - Futures Only, February 24, 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 : 13,690: 2,161 8,091 0 8,832 3,597 10,993 11,688: 2,697 2,002
Old : 13,690: 2,161 8,091 0 8,832 3,597 10,993 11,688: 2,697 2,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 862: -125 1,223 0 1,045 -74 920 1,149: -58 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 59.1 0.0 64.5 26.3 80.3 85.4: 19.7 14.6
Old : 100.0: 15.8 59.1 0.0 64.5 26.3 80.3 85.4: 19.7 14.6
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 : 29: 3 13 0 9 7 12 20:
Old : 29: 3 13 0 9 7 12 20:
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 : 52.4 59.5 72.5 74.2 52.4 59.5 72.0 74.2
Old : 52.4 59.5 72.5 74.2 52.4 59.5 72.0 74.2
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 - Futures Only, February 24, 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 : 6,934,216: 901,105 516,130 433,873 4,718,033 5,177,759 6,053,011 6,127,762: 881,205 806,454
Old : 6,934,216: 901,105 516,130 433,873 4,718,033 5,177,759 6,053,011 6,127,762: 881,205 806,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 19,449: 1,155 -5,422 -15,693 23,182 -27,693 8,644 -48,808: 10,805 68,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.4 6.3 68.0 74.7 87.3 88.4: 12.7 11.6
Old : 100.0: 13.0 7.4 6.3 68.0 74.7 87.3 88.4: 12.7 11.6
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 : 218: 63 35 66 106 102 203 175:
Old : 218: 63 35 66 106 102 203 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 39.9 42.2 52.6 32.1 33.6 39.2 42.8
Old : 33.2 39.9 42.2 52.6 32.1 33.6 39.2 42.8
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 - Futures Only, February 24, 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 : 607,052: 47,206 77,432 3,780 406,362 473,224 457,348 554,436: 149,704 52,616
Old : 607,052: 47,206 77,432 3,780 406,362 473,224 457,348 554,436: 149,704 52,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 16,903: 3,591 3,402 -2,375 14,187 9,292 15,403 10,319: 1,500 6,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.8 0.6 66.9 78.0 75.3 91.3: 24.7 8.7
Old : 100.0: 7.8 12.8 0.6 66.9 78.0 75.3 91.3: 24.7 8.7
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 : 161: 29 26 14 80 59 117 91:
Old : 161: 29 26 14 80 59 117 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 29.3 32.5 46.7 21.0 28.7 31.7 46.1
Old : 21.5 29.3 32.5 46.7 21.0 28.7 31.7 46.1
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 - Futures Only, February 24, 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 : 3,099,079: 669,949 309,366 45,740 2,128,212 2,292,435 2,843,901 2,647,541: 255,178 451,538
Old : 3,099,079: 669,949 309,366 45,740 2,128,212 2,292,435 2,843,901 2,647,541: 255,178 451,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 51,576: 4,368 -38,417 10,567 24,244 91,955 39,179 64,105: 12,397 -12,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 10.0 1.5 68.7 74.0 91.8 85.4: 8.2 14.6
Old : 100.0: 21.6 10.0 1.5 68.7 74.0 91.8 85.4: 8.2 14.6
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 : 417: 94 97 39 151 153 265 269:
Old : 417: 94 97 39 151 153 265 269:
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 : 21.7 22.5 33.5 32.9 19.3 20.7 31.1 30.7
Old : 21.7 22.5 33.5 32.9 19.3 20.7 31.1 30.7
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 - Futures Only, February 24, 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 : 118,820: 16,146 10,889 0 94,595 103,607 110,741 114,496: 8,079 4,324
Old : 118,820: 16,146 10,889 0 94,595 103,607 110,741 114,496: 8,079 4,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 7,295: 1,372 -2,077 0 5,068 8,317 6,440 6,240: 855 1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 9.2 0.0 79.6 87.2 93.2 96.4: 6.8 3.6
Old : 100.0: 13.6 9.2 0.0 79.6 87.2 93.2 96.4: 6.8 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 : 85: 10 7 0 43 35 53 42:
Old : 85: 10 7 0 43 35 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 58.1 56.3 72.4 29.7 58.1 52.6 71.2
Old : 33.2 58.1 56.3 72.4 29.7 58.1 52.6 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, February 24, 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 : 32,605: 2,385 6,801 100 21,983 22,586 24,468 29,487: 8,137 3,118
Old : 32,605: 2,385 6,801 100 21,983 22,586 24,468 29,487: 8,137 3,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,636: 2 29 100 2,228 917 2,330 1,046: -694 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 20.9 0.3 67.4 69.3 75.0 90.4: 25.0 9.6
Old : 100.0: 7.3 20.9 0.3 67.4 69.3 75.0 90.4: 25.0 9.6
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 : 46: 6 6 1 17 24 23 31:
Old : 46: 6 6 1 17 24 23 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 : 43.7 48.1 60.4 62.9 43.7 48.1 59.1 62.9
Old : 43.7 48.1 60.4 62.9 43.7 48.1 59.1 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 - Futures Only, February 24, 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 : 299,235: 55,738 62,790 3,308 217,005 187,616 276,051 253,714: 23,184 45,521
Old : 299,235: 55,738 62,790 3,308 217,005 187,616 276,051 253,714: 23,184 45,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 3,458: 5,694 -4,341 1,716 -3,347 10,848 4,063 8,223: -605 -4,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 21.0 1.1 72.5 62.7 92.3 84.8: 7.7 15.2
Old : 100.0: 18.6 21.0 1.1 72.5 62.7 92.3 84.8: 7.7 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 35 53 15 53 75 96 135:
Old : 194: 35 53 15 53 75 96 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 21.2 54.7 33.3 40.2 20.2 52.8 32.2
Old : 41.4 21.2 54.7 33.3 40.2 20.2 52.8 32.2
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 - Futures Only, February 24, 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 : 45,886: 9,908 15,491 93 22,636 17,696 32,637 33,280: 13,249 12,606
Old : 45,886: 9,908 15,491 93 22,636 17,696 32,637 33,280: 13,249 12,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -2,566: -275 -1,982 -72 -1,589 -61 -1,936 -2,115: -630 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 33.8 0.2 49.3 38.6 71.1 72.5: 28.9 27.5
Old : 100.0: 21.6 33.8 0.2 49.3 38.6 71.1 72.5: 28.9 27.5
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 : 47: 13 16 4 11 15 26 33:
Old : 47: 13 16 4 11 15 26 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 : 35.5 33.5 47.8 48.1 26.0 27.3 37.0 40.2
Old : 35.5 33.5 47.8 48.1 26.0 27.3 37.0 40.2
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 - Futures Only, February 24, 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 : 37,199: 6,237 6,802 0 23,847 24,374 30,084 31,176: 7,115 6,023
Old : 37,199: 6,237 6,802 0 23,847 24,374 30,084 31,176: 7,115 6,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -1,578: -250 -2,538 0 -1,318 1,383 -1,568 -1,155: -10 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.3 0.0 64.1 65.5 80.9 83.8: 19.1 16.2
Old : 100.0: 16.8 18.3 0.0 64.1 65.5 80.9 83.8: 19.1 16.2
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 : 57: 8 15 0 16 22 24 37:
Old : 57: 8 15 0 16 22 24 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 32.6 59.9 47.0 45.8 32.6 59.9 47.0
Old : 45.8 32.6 59.9 47.0 45.8 32.6 59.9 47.0
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 - Futures Only, February 24, 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 : 60,549: 17,144 19,724 1,133 27,450 33,766 45,727 54,623: 14,822 5,926
Old : 60,549: 17,144 19,724 1,133 27,450 33,766 45,727 54,623: 14,822 5,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 7,867: 746 2,751 33 337 6,021 1,116 8,805: 6,751 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 32.6 1.9 45.3 55.8 75.5 90.2: 24.5 9.8
Old : 100.0: 28.3 32.6 1.9 45.3 55.8 75.5 90.2: 24.5 9.8
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: 15 15 3 20 23 36 40:
Old : 70: 15 15 3 20 23 36 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 : 24.9 38.6 41.0 55.0 24.9 36.9 40.3 51.5
Old : 24.9 38.6 41.0 55.0 24.9 36.9 40.3 51.5
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 - Futures Only, February 24, 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 : 32,924: 4,859 9,036 183 26,151 21,516 31,193 30,735: 1,731 2,189
Old : 32,924: 4,859 9,036 183 26,151 21,516 31,193 30,735: 1,731 2,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,244: 522 -751 -12 1,603 3,007 2,113 2,244: 131 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 27.4 0.6 79.4 65.4 94.7 93.4: 5.3 6.6
Old : 100.0: 14.8 27.4 0.6 79.4 65.4 94.7 93.4: 5.3 6.6
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 : 38: 7 7 1 13 13 21 20:
Old : 38: 7 7 1 13 13 21 20:
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 : 72.1 60.5 81.7 79.8 70.9 60.5 80.4 79.8
Old : 72.1 60.5 81.7 79.8 70.9 60.5 80.4 79.8
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 - Futures Only, February 24, 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 : 14,068: 3,724 1,130 0 9,529 12,147 13,253 13,277: 815 791
Old : 14,068: 3,724 1,130 0 9,529 12,147 13,253 13,277: 815 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -1,516: -26 -168 -99 196 210 71 -57: -1,587 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.0 0.0 67.7 86.3 94.2 94.4: 5.8 5.6
Old : 100.0: 26.5 8.0 0.0 67.7 86.3 94.2 94.4: 5.8 5.6
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 : 21: 8 6 0 6 3 14 9:
Old : 21: 8 6 0 6 3 14 9:
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 : 67.6 90.7 83.2 94.0 67.1 90.7 82.7 93.5
Old : 67.6 90.7 83.2 94.0 67.1 90.7 82.7 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2009