MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 19, 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 : 28,907: 2,251 5,401 1,188 22,418 16,212 25,857 22,801: 3,050 6,106
Old : 28,907: 2,251 5,401 1,188 22,418 16,212 25,857 22,801: 3,050 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 833: -115 361 182 640 210 707 753: 126 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 18.7 4.1 77.6 56.1 89.4 78.9: 10.6 21.1
Old : 100.0: 7.8 18.7 4.1 77.6 56.1 89.4 78.9: 10.6 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 : 75: 11 25 13 27 25 44 57:
Old : 75: 11 25 13 27 25 44 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 34.4 62.5 46.7 47.9 29.2 61.6 41.1
Old : 47.9 34.4 62.5 46.7 47.9 29.2 61.6 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 19, 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 : 144,799: 25,526 42,230 36,766 61,742 43,066 124,034 122,062: 20,765 22,737
Old : 134,737: 23,609 42,463 33,831 59,950 38,226 117,390 114,520: 17,347 20,217
Other: 10,062: 4,001 1,851 851 1,792 4,840 6,644 7,542: 3,418 2,520
: : :
: : Changes in Commitments from: May 12, 2009 :
: -918: -987 -3,175 568 1,062 749 643 -1,858: -1,561 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 29.2 25.4 42.6 29.7 85.7 84.3: 14.3 15.7
Old : 100.0: 17.5 31.5 25.1 44.5 28.4 87.1 85.0: 12.9 15.0
Other: 100.0: 39.8 18.4 8.5 17.8 48.1 66.0 75.0: 34.0 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 57 79 69 37 37 134 157:
Old : 200: 55 84 66 35 35 132 152:
Other: 68: 18 18 9 17 21 39 45:
:----------------------------------------------------------------------------------------------------
: 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 17.6 36.0 27.7 19.0 14.8 28.7 21.7
Old : 22.6 18.6 38.4 28.3 20.3 15.0 29.8 21.9
Other: 29.3 28.0 42.5 41.8 27.8 28.0 39.4 40.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 19, 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 : 205,112: 51,210 55,653 28,705 99,945 84,361 179,860 168,719: 25,252 36,393
Old : 205,112: 51,210 55,653 28,705 99,945 84,361 179,860 168,719: 25,252 36,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -327: 2,317 3,446 -860 -602 -2,035 855 551: -1,182 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 27.1 14.0 48.7 41.1 87.7 82.3: 12.3 17.7
Old : 100.0: 25.0 27.1 14.0 48.7 41.1 87.7 82.3: 12.3 17.7
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 : 298: 62 80 73 65 118 177 237:
Old : 298: 62 80 73 65 118 177 237:
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 : 20.7 12.7 34.0 19.6 20.6 12.7 33.9 19.2
Old : 20.7 12.7 34.0 19.6 20.6 12.7 33.9 19.2
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, May 19, 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 : 7,583: 3,193 3,499 507 2,356 1,903 6,056 5,909: 1,527 1,674
Old : 7,583: 3,193 3,499 507 2,356 1,903 6,056 5,909: 1,527 1,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 27: -175 -47 -78 176 -44 -77 -169: 104 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 46.1 6.7 31.1 25.1 79.9 77.9: 20.1 22.1
Old : 100.0: 42.1 46.1 6.7 31.1 25.1 79.9 77.9: 20.1 22.1
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 : 73: 23 23 10 16 21 44 51:
Old : 73: 23 23 10 16 21 44 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 : 35.6 30.1 53.6 40.9 35.6 30.1 52.8 40.2
Old : 35.6 30.1 53.6 40.9 35.6 30.1 52.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 19, 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 : 21,903: 6,362 2,558 3,392 7,104 7,570 16,858 13,520: 5,045 8,383
Old : 21,903: 6,362 2,558 3,392 7,104 7,570 16,858 13,520: 5,045 8,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 270: 711 -519 48 -525 442 234 -29: 36 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 11.7 15.5 32.4 34.6 77.0 61.7: 23.0 38.3
Old : 100.0: 29.0 11.7 15.5 32.4 34.6 77.0 61.7: 23.0 38.3
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 : 120: 32 21 21 32 44 79 74:
Old : 120: 32 21 21 32 44 79 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 27.2 35.3 34.1 17.8 17.8 27.3 22.3
Old : 24.8 27.2 35.3 34.1 17.8 17.8 27.3 22.3
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, May 19, 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 : 11,756: 3,349 1,693 0 8,151 9,770 11,500 11,463: 256 293
Old : 11,756: 3,349 1,693 0 8,151 9,770 11,500 11,463: 256 293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -259: 203 193 0 -369 -146 -166 47: -93 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 14.4 0.0 69.3 83.1 97.8 97.5: 2.2 2.5
Old : 100.0: 28.5 14.4 0.0 69.3 83.1 97.8 97.5: 2.2 2.5
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 : 24: 4 4 0 12 9 16 13:
Old : 24: 4 4 0 12 9 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 67.9 82.6 87.0 51.4 67.7 76.9 83.3
Old : 55.7 67.9 82.6 87.0 51.4 67.7 76.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 19, 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 : 86,527: 28,816 23,391 847 23,198 48,510 52,861 72,748: 33,666 13,779
Old : 86,527: 28,816 23,391 847 23,198 48,510 52,861 72,748: 33,666 13,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 5,125: 3,636 3,660 -167 1,545 3,581 5,014 7,074: 111 -1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 27.0 1.0 26.8 56.1 61.1 84.1: 38.9 15.9
Old : 100.0: 33.3 27.0 1.0 26.8 56.1 61.1 84.1: 38.9 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 15 6 16 20 36 39:
Old : 59: 18 15 6 16 20 36 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 : 30.7 49.9 41.4 63.4 30.5 49.4 40.4 62.8
Old : 30.7 49.9 41.4 63.4 30.5 49.4 40.4 62.8
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, May 19, 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 : 35,951: 11,497 6,888 173 10,938 19,489 22,608 26,550: 13,343 9,401
Old : 35,951: 11,497 6,888 173 10,938 19,489 22,608 26,550: 13,343 9,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 3,611: 2,805 -185 -74 626 4,930 3,357 4,671: 254 -1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 19.2 0.5 30.4 54.2 62.9 73.9: 37.1 26.1
Old : 100.0: 32.0 19.2 0.5 30.4 54.2 62.9 73.9: 37.1 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 10 2 9 8 22 19:
Old : 34: 12 10 2 9 8 22 19:
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 : 35.3 55.8 49.4 64.9 35.0 55.4 48.2 64.5
Old : 35.3 55.8 49.4 64.9 35.0 55.4 48.2 64.5
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, May 19, 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 : 47,350: 28,540 7,411 397 14,998 37,768 43,935 45,576: 3,415 1,774
Old : 47,350: 28,540 7,411 397 14,998 37,768 43,935 45,576: 3,415 1,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -818: -1,938 -1,599 22 1,022 449 -894 -1,128: 76 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 15.7 0.8 31.7 79.8 92.8 96.3: 7.2 3.7
Old : 100.0: 60.3 15.7 0.8 31.7 79.8 92.8 96.3: 7.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 21 16 2 11 14 32 32:
Old : 58: 21 16 2 11 14 32 32:
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 : 55.0 64.0 72.5 77.7 55.0 63.9 72.4 77.4
Old : 55.0 64.0 72.5 77.7 55.0 63.9 72.4 77.4
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, May 19, 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 : 92,870: 16,596 42,524 598 57,184 27,179 74,378 70,301: 18,492 22,569
Old : 92,870: 16,596 42,524 598 57,184 27,179 74,378 70,301: 18,492 22,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,541: -2,609 813 466 1,748 -3,603 -395 -2,324: 1,936 3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 45.8 0.6 61.6 29.3 80.1 75.7: 19.9 24.3
Old : 100.0: 17.9 45.8 0.6 61.6 29.3 80.1 75.7: 19.9 24.3
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 : 57: 14 18 3 15 18 31 37:
Old : 57: 14 18 3 15 18 31 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 : 52.5 41.0 65.0 53.9 52.5 41.0 63.3 53.6
Old : 52.5 41.0 65.0 53.9 52.5 41.0 63.3 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 19, 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 : 90,204: 29,526 23,526 395 37,571 46,640 67,492 70,561: 22,712 19,643
Old : 90,204: 29,526 23,526 395 37,571 46,640 67,492 70,561: 22,712 19,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 4,495: 1,013 -2,599 14 692 7,549 1,719 4,964: 2,776 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 26.1 0.4 41.7 51.7 74.8 78.2: 25.2 21.8
Old : 100.0: 32.7 26.1 0.4 41.7 51.7 74.8 78.2: 25.2 21.8
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 : 68: 20 22 7 17 19 43 42:
Old : 68: 20 22 7 17 19 43 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 : 33.3 47.5 47.1 58.9 33.3 47.5 46.8 58.6
Old : 33.3 47.5 47.1 58.9 33.3 47.5 46.8 58.6
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, May 19, 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 : 125,472: 41,754 29,504 561 43,028 65,540 85,343 95,605: 40,129 29,867
Old : 125,472: 41,754 29,504 561 43,028 65,540 85,343 95,605: 40,129 29,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 973: 399 -1,436 -327 2,885 5,535 2,957 3,772: -1,984 -2,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 23.5 0.4 34.3 52.2 68.0 76.2: 32.0 23.8
Old : 100.0: 33.3 23.5 0.4 34.3 52.2 68.0 76.2: 32.0 23.8
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 : 108: 39 29 11 25 26 68 62:
Old : 108: 39 29 11 25 26 68 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 33.5 35.6 45.0 23.6 31.5 35.1 42.4
Old : 23.9 33.5 35.6 45.0 23.6 31.5 35.1 42.4
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, May 19, 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 : 19,239: 7,841 1,022 0 9,172 17,354 17,013 18,376: 2,226 863
Old : 19,239: 7,841 1,022 0 9,172 17,354 17,013 18,376: 2,226 863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,325: 810 249 0 1,274 2,160 2,084 2,409: 241 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 5.3 0.0 47.7 90.2 88.4 95.5: 11.6 4.5
Old : 100.0: 40.8 5.3 0.0 47.7 90.2 88.4 95.5: 11.6 4.5
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 : 29: 9 5 0 7 9 16 14:
Old : 29: 9 5 0 7 9 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 81.8 70.7 91.2 50.0 79.3 70.7 88.8
Old : 50.0 81.8 70.7 91.2 50.0 79.3 70.7 88.8
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, May 19, 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 : 6,476,989: 977,567 356,411 644,033 3,961,068 4,657,556 5,582,668 5,658,000: 894,321 818,989
Old : 6,476,989: 977,567 356,411 644,033 3,961,068 4,657,556 5,582,668 5,658,000: 894,321 818,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 56,544: 68,039 -18,415 24,329 -8,138 6,804 84,230 12,718: -27,686 43,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 5.5 9.9 61.2 71.9 86.2 87.4: 13.8 12.6
Old : 100.0: 15.1 5.5 9.9 61.2 71.9 86.2 87.4: 13.8 12.6
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 : 222: 52 42 68 109 112 196 195:
Old : 222: 52 42 68 109 112 196 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 36.6 35.2 46.1 21.9 30.3 29.0 36.8
Old : 23.6 36.6 35.2 46.1 21.9 30.3 29.0 36.8
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, May 19, 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 : 474,997: 49,333 31,238 5,201 308,326 383,451 362,860 419,890: 112,137 55,107
Old : 474,997: 49,333 31,238 5,201 308,326 383,451 362,860 419,890: 112,137 55,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 17,148: -4,142 2,855 672 12,941 13,183 9,471 16,710: 7,677 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.6 1.1 64.9 80.7 76.4 88.4: 23.6 11.6
Old : 100.0: 10.4 6.6 1.1 64.9 80.7 76.4 88.4: 23.6 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 : 146: 22 22 13 76 58 102 89:
Old : 146: 22 22 13 76 58 102 89:
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 : 20.8 31.6 30.3 47.3 19.9 30.6 29.3 45.3
Old : 20.8 31.6 30.3 47.3 19.9 30.6 29.3 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 19, 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 : 2,700,135: 547,574 457,218 26,594 1,943,126 1,936,037 2,517,294 2,419,849: 182,841 280,286
Old : 2,700,135: 547,574 457,218 26,594 1,943,126 1,936,037 2,517,294 2,419,849: 182,841 280,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 54,415: 29,686 -21,599 3,081 32,057 71,888 64,824 53,370: -10,409 1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.9 1.0 72.0 71.7 93.2 89.6: 6.8 10.4
Old : 100.0: 20.3 16.9 1.0 72.0 71.7 93.2 89.6: 6.8 10.4
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 : 436: 100 108 29 139 152 252 276:
Old : 436: 100 108 29 139 152 252 276:
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 : 19.6 20.4 33.2 30.4 17.0 14.3 29.6 23.8
Old : 19.6 20.4 33.2 30.4 17.0 14.3 29.6 23.8
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, May 19, 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 : 110,044: 16,455 11,986 0 84,771 94,083 101,226 106,069: 8,818 3,975
Old : 110,044: 16,455 11,986 0 84,771 94,083 101,226 106,069: 8,818 3,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,337: 2,280 -1,174 -437 1,173 2,900 3,016 1,289: -679 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.9 0.0 77.0 85.5 92.0 96.4: 8.0 3.6
Old : 100.0: 15.0 10.9 0.0 77.0 85.5 92.0 96.4: 8.0 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 : 86: 11 8 0 48 31 59 39:
Old : 86: 11 8 0 48 31 59 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 : 33.5 56.2 50.5 70.8 31.3 56.2 48.2 70.8
Old : 33.5 56.2 50.5 70.8 31.3 56.2 48.2 70.8
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, May 19, 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 : 24,156: 2,464 5,199 0 14,539 16,682 17,003 21,881: 7,153 2,275
Old : 24,156: 2,464 5,199 0 14,539 16,682 17,003 21,881: 7,153 2,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,197: 364 671 0 1,913 1,060 2,277 1,731: -1,080 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 21.5 0.0 60.2 69.1 70.4 90.6: 29.6 9.4
Old : 100.0: 10.2 21.5 0.0 60.2 69.1 70.4 90.6: 29.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 6 0 13 18 17 24:
Old : 37: 4 6 0 13 18 17 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 : 47.3 44.7 61.3 60.8 37.7 29.7 47.6 45.8
Old : 47.3 44.7 61.3 60.8 37.7 29.7 47.6 45.8
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, May 19, 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 : 291,426: 116,274 49,642 4,326 151,362 204,745 271,962 258,713: 19,464 32,713
Old : 291,426: 116,274 49,642 4,326 151,362 204,745 271,962 258,713: 19,464 32,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 4,727: 32,628 -14,837 -2,936 -21,898 30,366 7,794 12,593: -3,067 -7,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 17.0 1.5 51.9 70.3 93.3 88.8: 6.7 11.2
Old : 100.0: 39.9 17.0 1.5 51.9 70.3 93.3 88.8: 6.7 11.2
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 : 195: 60 40 14 51 59 114 110:
Old : 195: 60 40 14 51 59 114 110:
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 : 38.6 34.4 51.4 46.5 28.2 22.3 37.2 32.2
Old : 38.6 34.4 51.4 46.5 28.2 22.3 37.2 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, May 19, 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 : 85,069: 38,275 8,980 448 23,956 67,102 62,679 76,530: 22,390 8,539
Old : 85,069: 38,275 8,980 448 23,956 67,102 62,679 76,530: 22,390 8,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 722: -1,209 -2,273 225 1,251 2,342 267 294: 455 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 10.6 0.5 28.2 78.9 73.7 90.0: 26.3 10.0
Old : 100.0: 45.0 10.6 0.5 28.2 78.9 73.7 90.0: 26.3 10.0
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 : 55: 24 8 6 13 16 40 27:
Old : 55: 24 8 6 13 16 40 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 72.9 47.9 82.0 37.2 72.7 47.9 81.8
Old : 37.2 72.9 47.9 82.0 37.2 72.7 47.9 81.8
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, May 19, 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 : 27,387: 7,064 5,029 1 12,321 14,830 19,386 19,860: 8,001 7,527
Old : 27,387: 7,064 5,029 1 12,321 14,830 19,386 19,860: 8,001 7,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -3,238: -477 -6,087 0 -4,766 887 -5,243 -5,200: 2,005 1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 18.4 0.0 45.0 54.1 70.8 72.5: 29.2 27.5
Old : 100.0: 25.8 18.4 0.0 45.0 54.1 70.8 72.5: 29.2 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 : 49: 13 10 1 13 16 26 27:
Old : 49: 13 10 1 13 16 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 35.4 40.7 48.3 26.4 34.7 40.5 47.7
Old : 26.4 35.4 40.7 48.3 26.4 34.7 40.5 47.7
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 - Futures Only, May 19, 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 : 57,091: 13,104 19,404 1,457 21,720 31,902 36,281 52,763: 20,810 4,328
Old : 57,091: 13,104 19,404 1,457 21,720 31,902 36,281 52,763: 20,810 4,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 123: -5,022 1,483 -324 599 154 -4,747 1,313: 4,870 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 34.0 2.6 38.0 55.9 63.5 92.4: 36.5 7.6
Old : 100.0: 23.0 34.0 2.6 38.0 55.9 63.5 92.4: 36.5 7.6
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 : 70: 16 18 4 20 22 38 42:
Old : 70: 16 18 4 20 22 38 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 : 20.7 54.6 32.6 67.2 16.5 54.2 27.3 63.7
Old : 20.7 54.6 32.6 67.2 16.5 54.2 27.3 63.7
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, May 19, 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 : 25,838: 3,076 9,052 40 20,340 14,766 23,456 23,858: 2,382 1,980
Old : 25,838: 3,076 9,052 40 20,340 14,766 23,456 23,858: 2,382 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 309: -271 708 -85 18 114 -338 737: 647 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 35.0 0.2 78.7 57.1 90.8 92.3: 9.2 7.7
Old : 100.0: 11.9 35.0 0.2 78.7 57.1 90.8 92.3: 9.2 7.7
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 : 32: 6 5 2 11 13 19 18:
Old : 32: 6 5 2 11 13 19 18:
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 : 64.9 63.3 77.8 79.4 61.2 63.3 74.1 78.1
Old : 64.9 63.3 77.8 79.4 61.2 63.3 74.1 78.1
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, May 19, 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 : 15,936: 4,079 452 203 10,295 14,912 14,577 15,567: 1,359 369
Old : 15,936: 4,079 452 203 10,295 14,912 14,577 15,567: 1,359 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -693: -125 -204 203 -479 -350 -401 -351: -292 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 2.8 1.3 64.6 93.6 91.5 97.7: 8.5 2.3
Old : 100.0: 25.6 2.8 1.3 64.6 93.6 91.5 97.7: 8.5 2.3
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 : 24: 13 2 1 7 3 20 6:
Old : 24: 13 2 1 7 3 20 6:
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 : 59.2 96.3 72.0 97.7 58.5 95.7 71.3 95.7
Old : 59.2 96.3 72.0 97.7 58.5 95.7 71.3 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2009