MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 26, 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 : 29,965: 1,815 5,713 1,400 23,252 16,382 26,467 23,495: 3,498 6,470
Old : 29,965: 1,815 5,713 1,400 23,252 16,382 26,467 23,495: 3,498 6,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 1,058: -436 312 212 834 170 610 694: 448 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 19.1 4.7 77.6 54.7 88.3 78.4: 11.7 21.6
Old : 100.0: 6.1 19.1 4.7 77.6 54.7 88.3 78.4: 11.7 21.6
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 : 76: 9 29 14 26 24 43 59:
Old : 76: 9 29 14 26 24 43 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 33.9 62.9 46.0 47.9 28.8 61.7 40.1
Old : 47.9 33.9 62.9 46.0 47.9 28.8 61.7 40.1
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 26, 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 : 147,758: 30,047 48,228 33,905 63,379 43,371 127,331 125,504: 20,427 22,254
Old : 137,314: 27,874 47,792 31,377 61,408 38,308 120,659 117,477: 16,655 19,837
Other: 10,444: 3,975 2,238 726 1,971 5,063 6,672 8,027: 3,772 2,417
: : :
: : Changes in Commitments from: May 19, 2009 :
: 2,959: 4,521 5,998 -2,861 1,637 305 3,297 3,442: -338 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 32.6 22.9 42.9 29.4 86.2 84.9: 13.8 15.1
Old : 100.0: 20.3 34.8 22.9 44.7 27.9 87.9 85.6: 12.1 14.4
Other: 100.0: 38.1 21.4 7.0 18.9 48.5 63.9 76.9: 36.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 54 75 64 38 40 131 153:
Old : 195: 55 76 58 36 38 127 147:
Other: 65: 13 21 9 17 20 36 44:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 17.1 37.3 27.0 18.9 14.6 29.1 22.5
Old : 23.4 18.0 39.9 28.1 20.2 15.3 30.2 23.2
Other: 33.3 27.5 46.4 42.0 32.7 27.5 43.3 41.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 26, 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 : 200,186: 51,720 52,915 27,079 98,389 84,527 177,188 164,521: 22,998 35,665
Old : 200,186: 51,720 52,915 27,079 98,389 84,527 177,188 164,521: 22,998 35,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -4,926: 510 -2,738 -1,626 -1,556 166 -2,672 -4,198: -2,254 -728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 26.4 13.5 49.1 42.2 88.5 82.2: 11.5 17.8
Old : 100.0: 25.8 26.4 13.5 49.1 42.2 88.5 82.2: 11.5 17.8
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 : 291: 57 79 71 63 118 173 229:
Old : 291: 57 79 71 63 118 173 229:
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 : 21.6 12.9 34.7 19.9 21.5 12.9 34.6 19.7
Old : 21.6 12.9 34.7 19.9 21.5 12.9 34.6 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 26, 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 : 7,863: 3,255 3,712 526 2,565 1,698 6,346 5,936: 1,517 1,927
Old : 7,863: 3,255 3,712 526 2,565 1,698 6,346 5,936: 1,517 1,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 280: 62 213 19 209 -205 290 27: -10 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 47.2 6.7 32.6 21.6 80.7 75.5: 19.3 24.5
Old : 100.0: 41.4 47.2 6.7 32.6 21.6 80.7 75.5: 19.3 24.5
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 : 72: 24 24 8 15 20 41 50:
Old : 72: 24 24 8 15 20 41 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 : 35.1 31.2 52.7 41.3 35.1 30.2 52.0 39.9
Old : 35.1 31.2 52.7 41.3 35.1 30.2 52.0 39.9
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 26, 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 : 21,935: 7,197 2,034 3,480 6,467 7,813 17,144 13,327: 4,791 8,608
Old : 21,935: 7,197 2,034 3,480 6,467 7,813 17,144 13,327: 4,791 8,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 32: 835 -524 88 -637 243 286 -193: -254 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 9.3 15.9 29.5 35.6 78.2 60.8: 21.8 39.2
Old : 100.0: 32.8 9.3 15.9 29.5 35.6 78.2 60.8: 21.8 39.2
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 : 116: 34 19 16 25 43 68 70:
Old : 116: 34 19 16 25 43 68 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 27.9 38.0 34.5 19.7 19.4 28.8 24.0
Old : 27.3 27.9 38.0 34.5 19.7 19.4 28.8 24.0
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 26, 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 : 12,733: 3,349 1,260 0 9,105 11,065 12,454 12,325: 279 408
Old : 12,733: 3,349 1,260 0 9,105 11,065 12,454 12,325: 279 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 977: 0 -433 0 954 1,295 954 862: 23 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.9 0.0 71.5 86.9 97.8 96.8: 2.2 3.2
Old : 100.0: 26.3 9.9 0.0 71.5 86.9 97.8 96.8: 2.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 4 0 13 10 17 14:
Old : 24: 4 4 0 13 10 17 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 : 49.6 66.1 78.4 84.5 44.5 52.6 63.4 65.9
Old : 49.6 66.1 78.4 84.5 44.5 52.6 63.4 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 26, 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 : 89,446: 32,429 20,897 1,229 21,859 53,480 55,517 75,606: 33,929 13,840
Old : 89,446: 32,429 20,897 1,229 21,859 53,480 55,517 75,606: 33,929 13,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 2,919: 3,613 -2,494 382 -1,339 4,970 2,656 2,858: 263 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 23.4 1.4 24.4 59.8 62.1 84.5: 37.9 15.5
Old : 100.0: 36.3 23.4 1.4 24.4 59.8 62.1 84.5: 37.9 15.5
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 : 61: 23 12 4 13 22 37 37:
Old : 61: 23 12 4 13 22 37 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 : 31.4 49.4 41.3 64.0 31.1 49.1 40.3 63.5
Old : 31.4 49.4 41.3 64.0 31.1 49.1 40.3 63.5
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 26, 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 : 39,627: 13,929 7,255 212 11,102 23,051 25,243 30,518: 14,384 9,109
Old : 39,627: 13,929 7,255 212 11,102 23,051 25,243 30,518: 14,384 9,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 3,676: 2,432 367 39 164 3,562 2,635 3,968: 1,041 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 18.3 0.5 28.0 58.2 63.7 77.0: 36.3 23.0
Old : 100.0: 35.2 18.3 0.5 28.0 58.2 63.7 77.0: 36.3 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 9 2 9 9 22 19:
Old : 33: 12 9 2 9 9 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 : 34.2 56.4 49.0 66.5 32.7 56.1 47.3 65.3
Old : 34.2 56.4 49.0 66.5 32.7 56.1 47.3 65.3
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 26, 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 : 50,269: 31,352 7,548 395 15,264 40,627 47,011 48,570: 3,258 1,699
Old : 50,269: 31,352 7,548 395 15,264 40,627 47,011 48,570: 3,258 1,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 2,919: 2,812 137 -2 266 2,859 3,076 2,994: -157 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 15.0 0.8 30.4 80.8 93.5 96.6: 6.5 3.4
Old : 100.0: 62.4 15.0 0.8 30.4 80.8 93.5 96.6: 6.5 3.4
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 : 62: 25 16 2 11 14 36 32:
Old : 62: 25 16 2 11 14 36 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 : 56.4 64.7 72.4 77.4 56.4 64.7 71.7 77.1
Old : 56.4 64.7 72.4 77.4 56.4 64.7 71.7 77.1
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 26, 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 : 93,484: 17,724 42,529 492 56,887 27,615 75,103 70,636: 18,381 22,848
Old : 93,484: 17,724 42,529 492 56,887 27,615 75,103 70,636: 18,381 22,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 614: 1,128 5 -106 -297 436 725 335: -111 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 45.5 0.5 60.9 29.5 80.3 75.6: 19.7 24.4
Old : 100.0: 19.0 45.5 0.5 60.9 29.5 80.3 75.6: 19.7 24.4
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 : 59: 16 20 3 14 17 31 39:
Old : 59: 16 20 3 14 17 31 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 : 51.5 40.1 63.6 52.3 51.5 40.1 61.5 52.3
Old : 51.5 40.1 63.6 52.3 51.5 40.1 61.5 52.3
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 26, 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 : 96,706: 34,860 26,851 355 37,916 49,511 73,131 76,717: 23,575 19,989
Old : 96,706: 34,860 26,851 355 37,916 49,511 73,131 76,717: 23,575 19,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 6,502: 5,334 3,325 -40 345 2,871 5,639 6,156: 863 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 27.8 0.4 39.2 51.2 75.6 79.3: 24.4 20.7
Old : 100.0: 36.0 27.8 0.4 39.2 51.2 75.6 79.3: 24.4 20.7
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 : 76: 24 25 5 20 19 49 44:
Old : 76: 24 25 5 20 19 49 44:
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 : 31.6 45.0 44.9 55.8 31.4 44.5 44.4 55.2
Old : 31.6 45.0 44.9 55.8 31.4 44.5 44.4 55.2
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 26, 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 : 139,357: 47,203 31,619 660 44,732 75,899 92,595 108,178: 46,762 31,179
Old : 139,357: 47,203 31,619 660 44,732 75,899 92,595 108,178: 46,762 31,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 13,885: 5,449 2,115 99 1,704 10,359 7,252 12,573: 6,633 1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 22.7 0.5 32.1 54.5 66.4 77.6: 33.6 22.4
Old : 100.0: 33.9 22.7 0.5 32.1 54.5 66.4 77.6: 33.6 22.4
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 : 115: 44 29 11 26 26 73 63:
Old : 115: 44 29 11 26 26 73 63:
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 : 21.4 34.3 32.6 44.3 20.6 32.3 31.8 41.3
Old : 21.4 34.3 32.6 44.3 20.6 32.3 31.8 41.3
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 26, 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 : 24,755: 13,351 819 0 8,991 23,076 22,342 23,895: 2,413 860
Old : 24,755: 13,351 819 0 8,991 23,076 22,342 23,895: 2,413 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 5,516: 5,510 -203 0 -181 5,722 5,329 5,519: 187 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 3.3 0.0 36.3 93.2 90.3 96.5: 9.7 3.5
Old : 100.0: 53.9 3.3 0.0 36.3 93.2 90.3 96.5: 9.7 3.5
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 : 28: 8 4 0 8 10 16 14:
Old : 28: 8 4 0 8 10 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 : 56.4 82.8 74.4 93.0 56.4 80.8 74.4 91.0
Old : 56.4 82.8 74.4 93.0 56.4 80.8 74.4 91.0
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 26, 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 : 6,726,025: 1,107,547 345,707 646,579 4,032,239 4,945,448 5,786,365 5,937,734: 939,660 788,291
Old : 6,726,025: 1,107,547 345,707 646,579 4,032,239 4,945,448 5,786,365 5,937,734: 939,660 788,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 249,036: 129,980 -10,704 2,546 71,171 287,892 203,697 279,734: 45,339 -30,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.1 9.6 59.9 73.5 86.0 88.3: 14.0 11.7
Old : 100.0: 16.5 5.1 9.6 59.9 73.5 86.0 88.3: 14.0 11.7
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 : 224: 62 40 72 107 107 202 192:
Old : 224: 62 40 72 107 107 202 192:
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 : 22.7 38.7 34.3 48.4 21.2 32.6 28.5 39.3
Old : 22.7 38.7 34.3 48.4 21.2 32.6 28.5 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 26, 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 : 477,442: 47,217 28,998 5,286 309,853 387,398 362,356 421,682: 115,086 55,760
Old : 477,442: 47,217 28,998 5,286 309,853 387,398 362,356 421,682: 115,086 55,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 2,445: -2,116 -2,240 85 1,527 3,947 -504 1,792: 2,949 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.1 1.1 64.9 81.1 75.9 88.3: 24.1 11.7
Old : 100.0: 9.9 6.1 1.1 64.9 81.1 75.9 88.3: 24.1 11.7
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 : 145: 21 19 13 78 62 103 90:
Old : 145: 21 19 13 78 62 103 90:
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 : 21.0 31.5 30.2 48.0 20.1 30.5 29.2 45.6
Old : 21.0 31.5 30.2 48.0 20.1 30.5 29.2 45.6
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 26, 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 : 2,736,726: 568,611 426,621 41,147 1,933,791 1,963,114 2,543,549 2,430,882: 193,177 305,844
Old : 2,736,726: 568,611 426,621 41,147 1,933,791 1,963,114 2,543,549 2,430,882: 193,177 305,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 36,591: 21,037 -30,597 14,553 -9,335 27,077 26,255 11,033: 10,336 25,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 15.6 1.5 70.7 71.7 92.9 88.8: 7.1 11.2
Old : 100.0: 20.8 15.6 1.5 70.7 71.7 92.9 88.8: 7.1 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 : 441: 104 109 38 140 157 263 285:
Old : 441: 104 109 38 140 157 263 285:
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 : 19.3 20.2 32.8 29.4 16.7 14.1 29.1 23.0
Old : 19.3 20.2 32.8 29.4 16.7 14.1 29.1 23.0
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 26, 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 : 107,343: 15,932 12,264 321 82,709 91,699 98,962 104,284: 8,381 3,059
Old : 107,343: 15,932 12,264 321 82,709 91,699 98,962 104,284: 8,381 3,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -2,701: -523 278 321 -2,062 -2,384 -2,264 -1,785: -437 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.4 0.3 77.1 85.4 92.2 97.2: 7.8 2.8
Old : 100.0: 14.8 11.4 0.3 77.1 85.4 92.2 97.2: 7.8 2.8
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 : 85: 10 9 1 47 31 57 41:
Old : 85: 10 9 1 47 31 57 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 52.5 52.1 69.7 32.2 52.4 49.4 69.6
Old : 34.8 52.5 52.1 69.7 32.2 52.4 49.4 69.6
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 26, 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 : 27,977: 2,514 7,312 0 16,996 16,816 19,510 24,128: 8,467 3,849
Old : 27,977: 2,514 7,312 0 16,996 16,816 19,510 24,128: 8,467 3,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 3,821: 50 2,113 0 2,457 134 2,507 2,247: 1,314 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 26.1 0.0 60.7 60.1 69.7 86.2: 30.3 13.8
Old : 100.0: 9.0 26.1 0.0 60.7 60.1 69.7 86.2: 30.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 6 0 13 19 18 25:
Old : 38: 5 6 0 13 19 18 25:
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 : 47.2 43.0 59.5 58.8 41.1 32.7 51.2 48.5
Old : 47.2 43.0 59.5 58.8 41.1 32.7 51.2 48.5
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 26, 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 : 302,106: 117,570 58,164 2,677 163,516 199,131 283,763 259,972: 18,343 42,134
Old : 302,106: 117,570 58,164 2,677 163,516 199,131 283,763 259,972: 18,343 42,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 10,680: 1,296 8,522 -1,649 12,154 -5,614 11,801 1,259: -1,121 9,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 19.3 0.9 54.1 65.9 93.9 86.1: 6.1 13.9
Old : 100.0: 38.9 19.3 0.9 54.1 65.9 93.9 86.1: 6.1 13.9
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 : 208: 67 41 8 54 62 124 108:
Old : 208: 67 41 8 54 62 124 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 31.8 48.3 44.5 24.1 21.6 33.8 32.5
Old : 35.9 31.8 48.3 44.5 24.1 21.6 33.8 32.5
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 26, 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 : 90,037: 41,658 9,189 370 23,793 73,030 65,821 82,589: 24,216 7,448
Old : 90,037: 41,658 9,189 370 23,793 73,030 65,821 82,589: 24,216 7,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 4,968: 3,383 209 -78 -163 5,928 3,142 6,059: 1,826 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 10.2 0.4 26.4 81.1 73.1 91.7: 26.9 8.3
Old : 100.0: 46.3 10.2 0.4 26.4 81.1 73.1 91.7: 26.9 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 28 7 4 13 17 43 26:
Old : 58: 28 7 4 13 17 43 26:
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 : 36.1 74.9 47.7 83.5 36.1 74.8 47.7 83.4
Old : 36.1 74.9 47.7 83.5 36.1 74.8 47.7 83.4
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 26, 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 : 25,476: 8,418 4,797 1 11,003 15,175 19,422 19,973: 6,054 5,503
Old : 25,476: 8,418 4,797 1 11,003 15,175 19,422 19,973: 6,054 5,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -1,911: 1,354 -232 0 -1,318 345 36 113: -1,947 -2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 18.8 0.0 43.2 59.6 76.2 78.4: 23.8 21.6
Old : 100.0: 33.0 18.8 0.0 43.2 59.6 76.2 78.4: 23.8 21.6
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 : 52: 17 9 1 13 16 30 26:
Old : 52: 17 9 1 13 16 30 26:
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 : 22.7 39.5 38.0 54.2 22.7 38.8 38.0 53.5
Old : 22.7 39.5 38.0 54.2 22.7 38.8 38.0 53.5
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 26, 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 : 59,114: 10,461 17,273 2,203 22,853 31,074 35,517 50,550: 23,597 8,564
Old : 59,114: 10,461 17,273 2,203 22,853 31,074 35,517 50,550: 23,597 8,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 2,023: -2,643 -2,131 746 1,133 -828 -764 -2,213: 2,787 4,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.2 3.7 38.7 52.6 60.1 85.5: 39.9 14.5
Old : 100.0: 17.7 29.2 3.7 38.7 52.6 60.1 85.5: 39.9 14.5
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 : 70: 16 20 2 20 20 38 40:
Old : 70: 16 20 2 20 20 38 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 : 17.5 47.8 30.1 61.5 14.9 46.5 25.9 56.5
Old : 17.5 47.8 30.1 61.5 14.9 46.5 25.9 56.5
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, May 26, 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 : 24,918: 2,856 8,992 108 19,799 13,960 22,763 23,060: 2,155 1,858
Old : 24,918: 2,856 8,992 108 19,799 13,960 22,763 23,060: 2,155 1,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -920: -220 -60 68 -541 -806 -693 -798: -227 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 36.1 0.4 79.5 56.0 91.4 92.5: 8.6 7.5
Old : 100.0: 11.5 36.1 0.4 79.5 56.0 91.4 92.5: 8.6 7.5
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 : 32: 8 5 3 11 11 21 17:
Old : 32: 8 5 3 11 11 21 17:
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 67.3 77.1 84.1 61.1 67.3 73.3 82.2
Old : 64.9 67.3 77.1 84.1 61.1 67.3 73.3 82.2
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 26, 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 : 16,672: 4,484 719 0 10,590 15,387 15,074 16,106: 1,598 566
Old : 16,672: 4,484 719 0 10,590 15,387 15,074 16,106: 1,598 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 736: 405 267 -203 295 475 497 539: 239 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.3 0.0 63.5 92.3 90.4 96.6: 9.6 3.4
Old : 100.0: 26.9 4.3 0.0 63.5 92.3 90.4 96.6: 9.6 3.4
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 : 25: 14 2 0 7 3 21 5:
Old : 25: 14 2 0 7 3 21 5:
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 : 56.8 96.0 69.9 96.6 56.1 96.0 69.2 96.0
Old : 56.8 96.0 69.9 96.6 56.1 96.0 69.2 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2009