BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 16, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,825: 0 82 0 4,311 4,192 4,311 4,274: 514 551
Old : 4,825: 0 82 0 4,311 4,192 4,311 4,274: 514 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 89.3 86.9 89.3 88.6: 10.7 11.4
Old : 100.0: 0.0 1.7 0.0 89.3 86.9 89.3 88.6: 10.7 11.4
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 : 20: 0 1 0 16 9 16 10:
Old : 20: 0 1 0 16 9 16 10:
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 : 66.4 71.4 79.7 86.6 66.4 70.7 79.3 85.2
Old : 66.4 71.4 79.7 86.6 66.4 70.7 79.3 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 16, 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 : 27,553: 2,749 5,039 1,436 20,610 15,795 24,795 22,270: 2,758 5,283
Old : 27,553: 2,749 5,039 1,436 20,610 15,795 24,795 22,270: 2,758 5,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 531: 428 242 14 555 532 997 788: -466 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.3 5.2 74.8 57.3 90.0 80.8: 10.0 19.2
Old : 100.0: 10.0 18.3 5.2 74.8 57.3 90.0 80.8: 10.0 19.2
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 : 76: 13 24 15 27 25 49 55:
Old : 76: 13 24 15 27 25 49 55:
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 : 45.1 35.4 59.8 48.3 45.1 31.7 59.8 43.6
Old : 45.1 35.4 59.8 48.3 45.1 31.7 59.8 43.6
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, June 16, 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 : 129,583: 21,722 46,949 29,226 59,409 30,593 110,357 106,768: 19,226 22,815
Old : 105,640: 21,823 43,530 22,158 48,253 22,222 92,234 87,910: 13,406 17,730
Other: 23,943: 5,653 9,173 1,314 11,156 8,371 18,123 18,858: 5,820 5,085
: : :
: : Changes in Commitments from: June 9, 2009 :
: -9,469: -3,530 -674 -4,257 -621 -5,476 -8,408 -10,407: -1,061 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 36.2 22.6 45.8 23.6 85.2 82.4: 14.8 17.6
Old : 100.0: 20.7 41.2 21.0 45.7 21.0 87.3 83.2: 12.7 16.8
Other: 100.0: 23.6 38.3 5.5 46.6 35.0 75.7 78.8: 24.3 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 46 76 60 36 34 127 141:
Old : 186: 49 80 52 33 29 121 129:
Other: 96: 21 35 15 20 24 52 65:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 14.7 37.3 24.7 22.8 14.1 33.7 22.1
Old : 25.8 14.1 39.0 26.4 25.8 14.1 37.0 23.7
Other: 37.9 23.4 50.0 34.5 37.9 23.0 49.4 33.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 16, 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 : 210,684: 53,109 65,309 28,445 107,071 79,153 188,625 172,907: 22,059 37,777
Old : 210,684: 53,109 65,309 28,445 107,071 79,153 188,625 172,907: 22,059 37,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 78: -980 559 1,258 756 -1,129 1,034 688: -956 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 31.0 13.5 50.8 37.6 89.5 82.1: 10.5 17.9
Old : 100.0: 25.2 31.0 13.5 50.8 37.6 89.5 82.1: 10.5 17.9
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 : 294: 63 84 58 67 117 166 232:
Old : 294: 63 84 58 67 117 166 232:
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 : 22.2 12.0 34.9 19.0 22.2 11.4 34.3 17.9
Old : 22.2 12.0 34.9 19.0 22.2 11.4 34.3 17.9
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, June 16, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,077: 3,604 1,929 798 2,636 4,877 7,038 7,604: 2,039 1,473
Old : 9,077: 3,604 1,929 798 2,636 4,877 7,038 7,604: 2,039 1,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -19: -49 -213 -112 104 496 -57 171: 38 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 21.3 8.8 29.0 53.7 77.5 83.8: 22.5 16.2
Old : 100.0: 39.7 21.3 8.8 29.0 53.7 77.5 83.8: 22.5 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 : 82: 26 17 7 18 32 51 51:
Old : 82: 26 17 7 18 32 51 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 : 30.3 25.2 47.1 41.7 30.3 25.2 47.1 40.3
Old : 30.3 25.2 47.1 41.7 30.3 25.2 47.1 40.3
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, June 16, 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 : 22,257: 7,498 5,647 3,159 6,295 5,227 16,952 14,033: 5,305 8,224
Old : 22,257: 7,498 5,647 3,159 6,295 5,227 16,952 14,033: 5,305 8,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 738: 486 1,237 -94 279 -304 671 839: 67 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 25.4 14.2 28.3 23.5 76.2 63.0: 23.8 37.0
Old : 100.0: 33.7 25.4 14.2 28.3 23.5 76.2 63.0: 23.8 37.0
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 : 113: 27 24 20 33 35 70 72:
Old : 113: 27 24 20 33 35 70 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 25.6 41.6 34.0 21.2 18.5 32.2 25.0
Old : 29.2 25.6 41.6 34.0 21.2 18.5 32.2 25.0
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, June 16, 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 : 12,638: 3,513 1,896 0 8,862 10,584 12,375 12,480: 263 158
Old : 12,638: 3,513 1,896 0 8,862 10,584 12,375 12,480: 263 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -4,044: 152 207 -490 -3,533 -3,444 -3,871 -3,727: -173 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 15.0 0.0 70.1 83.7 97.9 98.7: 2.1 1.3
Old : 100.0: 27.8 15.0 0.0 70.1 83.7 97.9 98.7: 2.1 1.3
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 : 21: 4 5 0 9 8 13 13:
Old : 21: 4 5 0 9 8 13 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 : 64.1 71.9 88.3 89.7 58.9 66.3 78.5 79.1
Old : 64.1 71.9 88.3 89.7 58.9 66.3 78.5 79.1
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, June 16, 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 : 118,604: 31,433 15,973 3,550 50,377 86,141 85,360 105,664: 33,244 12,940
Old : 118,604: 31,433 15,973 3,550 50,377 86,141 85,360 105,664: 33,244 12,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 20,689: -1,972 -4,466 1,994 23,013 20,784 23,035 18,312: -2,346 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 13.5 3.0 42.5 72.6 72.0 89.1: 28.0 10.9
Old : 100.0: 26.5 13.5 3.0 42.5 72.6 72.0 89.1: 28.0 10.9
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 : 70: 28 10 6 20 23 50 37:
Old : 70: 28 10 6 20 23 50 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 : 38.9 45.0 50.0 66.0 21.5 39.1 29.2 49.1
Old : 38.9 45.0 50.0 66.0 21.5 39.1 29.2 49.1
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, June 16, 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 : 30,453: 16,146 8,244 0 1,234 15,084 17,380 23,328: 13,073 7,125
Old : 30,453: 16,146 8,244 0 1,234 15,084 17,380 23,328: 13,073 7,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -18,262: 1,267 1,839 -1,944 -15,373 -16,612 -16,050 -16,717: -2,212 -1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 27.1 0.0 4.1 49.5 57.1 76.6: 42.9 23.4
Old : 100.0: 53.0 27.1 0.0 4.1 49.5 57.1 76.6: 42.9 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 : 26: 10 9 0 2 6 12 15:
Old : 26: 10 9 0 2 6 12 15:
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 : 39.4 51.0 52.1 66.7 39.4 51.0 51.6 66.7
Old : 39.4 51.0 52.1 66.7 39.4 51.0 51.6 66.7
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, June 16, 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 : 38,677: 23,611 10,870 148 11,426 23,952 35,185 34,970: 3,492 3,707
Old : 38,677: 23,611 10,870 148 11,426 23,952 35,185 34,970: 3,492 3,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -19,610: -2,026 -959 -2,042 -16,356 -17,529 -20,424 -20,530: 814 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 28.1 0.4 29.5 61.9 91.0 90.4: 9.0 9.6
Old : 100.0: 61.0 28.1 0.4 29.5 61.9 91.0 90.4: 9.0 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 : 59: 22 16 2 10 12 32 30:
Old : 59: 22 16 2 10 12 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 57.9 74.7 71.6 57.8 57.9 74.0 71.6
Old : 57.8 57.9 74.7 71.6 57.8 57.9 74.0 71.6
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, June 16, 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 : 81,438: 23,982 32,456 188 37,527 29,481 61,697 62,125: 19,741 19,313
Old : 81,438: 23,982 32,456 188 37,527 29,481 61,697 62,125: 19,741 19,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -19,758: 3,095 -3,764 -151 -20,643 -15,038 -17,699 -18,953: -2,059 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 39.9 0.2 46.1 36.2 75.8 76.3: 24.2 23.7
Old : 100.0: 29.4 39.9 0.2 46.1 36.2 75.8 76.3: 24.2 23.7
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: 19 17 4 11 17 32 36:
Old : 58: 19 17 4 11 17 32 36:
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 : 44.0 44.3 56.5 55.0 43.9 44.3 56.1 55.0
Old : 44.0 44.3 56.5 55.0 43.9 44.3 56.1 55.0
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, June 16, 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 : 62,998: 18,287 26,850 316 29,475 18,002 48,078 45,168: 14,920 17,830
Old : 62,998: 18,287 26,850 316 29,475 18,002 48,078 45,168: 14,920 17,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -30,529: -6,935 -671 -185 -24,069 -28,446 -31,189 -29,302: 660 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 42.6 0.5 46.8 28.6 76.3 71.7: 23.7 28.3
Old : 100.0: 29.0 42.6 0.5 46.8 28.6 76.3 71.7: 23.7 28.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 13 22 3 14 17 30 39:
Old : 61: 13 22 3 14 17 30 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 : 31.7 24.3 49.9 37.9 31.4 24.3 49.4 37.8
Old : 31.7 24.3 49.9 37.9 31.4 24.3 49.4 37.8
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, June 16, 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 : 106,532: 39,854 27,369 330 24,479 48,713 64,663 76,412: 41,869 30,120
Old : 106,532: 39,854 27,369 330 24,479 48,713 64,663 76,412: 41,869 30,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -44,151: -9,331 -6,792 -1,813 -32,151 -40,537 -43,295 -49,142: -856 4,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 25.7 0.3 23.0 45.7 60.7 71.7: 39.3 28.3
Old : 100.0: 37.4 25.7 0.3 23.0 45.7 60.7 71.7: 39.3 28.3
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 : 102: 40 25 4 17 24 58 52:
Old : 102: 40 25 4 17 24 58 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 : 17.8 29.5 28.3 43.5 17.3 28.0 27.3 41.9
Old : 17.8 29.5 28.3 43.5 17.3 28.0 27.3 41.9
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, June 16, 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 : 20,666: 16,325 865 0 2,081 19,131 18,406 19,996: 2,260 670
Old : 20,666: 16,325 865 0 2,081 19,131 18,406 19,996: 2,260 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -14,094: 613 -74 0 -14,586 -13,867 -13,973 -13,941: -121 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 4.2 0.0 10.1 92.6 89.1 96.8: 10.9 3.2
Old : 100.0: 79.0 4.2 0.0 10.1 92.6 89.1 96.8: 10.9 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 : 27: 12 4 0 1 10 13 14:
Old : 27: 12 4 0 1 10 13 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 : 68.8 82.0 84.1 92.3 68.8 82.0 84.1 92.3
Old : 68.8 82.0 84.1 92.3 68.8 82.0 84.1 92.3
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, June 16, 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 : 5,971,329: 748,600 241,296 666,503 3,773,683 4,252,827 5,188,786 5,160,626: 782,543 810,703
Old : 5,971,329: 748,600 241,296 666,503 3,773,683 4,252,827 5,188,786 5,160,626: 782,543 810,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -766,979: -126,148 -140,105 -22,009 -539,897 -550,257 -688,054 -712,371: -78,925 -54,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 4.0 11.2 63.2 71.2 86.9 86.4: 13.1 13.6
Old : 100.0: 12.5 4.0 11.2 63.2 71.2 86.9 86.4: 13.1 13.6
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 : 223: 70 24 76 110 110 203 195:
Old : 223: 70 24 76 110 110 203 195:
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 : 22.0 41.6 33.3 51.5 19.8 34.6 26.7 40.9
Old : 22.0 41.6 33.3 51.5 19.8 34.6 26.7 40.9
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, June 16, 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 : 530,674: 49,854 32,576 14,243 334,949 416,602 399,046 463,421: 131,628 67,253
Old : 530,674: 49,854 32,576 14,243 334,949 416,602 399,046 463,421: 131,628 67,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 31,815: 356 1,799 3,129 24,415 23,753 27,900 28,681: 3,915 3,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 6.1 2.7 63.1 78.5 75.2 87.3: 24.8 12.7
Old : 100.0: 9.4 6.1 2.7 63.1 78.5 75.2 87.3: 24.8 12.7
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 : 147: 23 20 23 82 69 117 101:
Old : 147: 23 20 23 82 69 117 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 29.1 28.7 42.8 17.9 27.1 26.2 39.7
Old : 18.6 29.1 28.7 42.8 17.9 27.1 26.2 39.7
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, June 16, 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 : 3,243,222: 567,457 388,350 60,963 2,405,142 2,472,334 3,033,562 2,921,647: 209,660 321,575
Old : 3,243,222: 567,457 388,350 60,963 2,405,142 2,472,334 3,033,562 2,921,647: 209,660 321,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 427,880: 18,800 -34,578 2,977 379,204 452,605 400,981 421,004: 26,899 6,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 12.0 1.9 74.2 76.2 93.5 90.1: 6.5 9.9
Old : 100.0: 17.5 12.0 1.9 74.2 76.2 93.5 90.1: 6.5 9.9
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 : 437: 96 99 60 169 179 299 305:
Old : 437: 96 99 60 169 179 299 305:
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 21.5 33.8 31.1 13.6 12.3 24.0 19.6
Old : 21.5 21.5 33.8 31.1 13.6 12.3 24.0 19.6
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, June 16, 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 : 120,858: 12,740 13,899 1,620 94,662 98,106 109,022 113,625: 11,836 7,233
Old : 120,858: 12,740 13,899 1,620 94,662 98,106 109,022 113,625: 11,836 7,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 15,779: 178 -282 1,187 10,667 12,132 12,032 13,037: 3,747 2,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.5 1.3 78.3 81.2 90.2 94.0: 9.8 6.0
Old : 100.0: 10.5 11.5 1.3 78.3 81.2 90.2 94.0: 9.8 6.0
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 : 88: 9 10 5 54 32 67 44:
Old : 88: 9 10 5 54 32 67 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 : 28.4 48.1 47.2 63.3 26.9 42.3 41.8 57.5
Old : 28.4 48.1 47.2 63.3 26.9 42.3 41.8 57.5
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, June 16, 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 : 30,908: 2,073 8,824 0 18,454 17,379 20,527 26,203: 10,381 4,705
Old : 30,908: 2,073 8,824 0 18,454 17,379 20,527 26,203: 10,381 4,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 4,211: -1,351 1,712 0 3,647 1,463 2,296 3,175: 1,915 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 28.5 0.0 59.7 56.2 66.4 84.8: 33.6 15.2
Old : 100.0: 6.7 28.5 0.0 59.7 56.2 66.4 84.8: 33.6 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 : 39: 5 6 0 18 20 23 26:
Old : 39: 5 6 0 18 20 23 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 : 35.8 42.7 49.2 56.7 31.4 32.6 41.0 45.9
Old : 35.8 42.7 49.2 56.7 31.4 32.6 41.0 45.9
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, June 16, 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 : 389,999: 118,978 60,854 12,950 236,867 277,170 368,795 350,974: 21,204 39,025
Old : 389,999: 118,978 60,854 12,950 236,867 277,170 368,795 350,974: 21,204 39,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 108,013: 27,137 2,222 9,833 67,709 92,051 104,679 104,106: 3,334 3,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 15.6 3.3 60.7 71.1 94.6 90.0: 5.4 10.0
Old : 100.0: 30.5 15.6 3.3 60.7 71.1 94.6 90.0: 5.4 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 : 211: 55 42 27 71 82 136 141:
Old : 211: 55 42 27 71 82 136 141:
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 : 39.6 30.0 53.9 39.9 24.0 15.0 32.9 23.2
Old : 39.6 30.0 53.9 39.9 24.0 15.0 32.9 23.2
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, June 16, 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 : 73,219: 41,233 9,030 175 11,003 55,571 52,411 64,776: 20,808 8,443
Old : 73,219: 41,233 9,030 175 11,003 55,571 52,411 64,776: 20,808 8,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -34,408: 267 -53 -589 -32,344 -34,507 -32,666 -35,149: -1,742 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 12.3 0.2 15.0 75.9 71.6 88.5: 28.4 11.5
Old : 100.0: 56.3 12.3 0.2 15.0 75.9 71.6 88.5: 28.4 11.5
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 : 50: 22 9 1 9 12 32 21:
Old : 50: 22 9 1 9 12 32 21:
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 65.0 51.7 78.2 42.9 65.0 51.5 77.4
Old : 42.9 65.0 51.7 78.2 42.9 65.0 51.5 77.4
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, June 16, 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 : 22,782: 5,602 6,255 0 11,495 11,551 17,097 17,806: 5,685 4,976
Old : 22,782: 5,602 6,255 0 11,495 11,551 17,097 17,806: 5,685 4,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -11,365: -1,931 259 -1,702 -6,114 -7,551 -9,747 -8,994: -1,618 -2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 27.5 0.0 50.5 50.7 75.0 78.2: 25.0 21.8
Old : 100.0: 24.6 27.5 0.0 50.5 50.7 75.0 78.2: 25.0 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 : 44: 9 11 0 9 17 18 28:
Old : 44: 9 11 0 9 17 18 28:
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 25.8 53.1 42.1 35.2 25.8 52.6 42.1
Old : 35.6 25.8 53.1 42.1 35.2 25.8 52.6 42.1
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, June 16, 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 : 24,800: 10,087 5,211 567 9,156 16,656 19,810 22,434: 4,990 2,366
Old : 24,800: 10,087 5,211 567 9,156 16,656 19,810 22,434: 4,990 2,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -42,868: -2,143 -8,497 -2,080 -22,939 -25,708 -27,162 -36,285: -15,706 -6,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 21.0 2.3 36.9 67.2 79.9 90.5: 20.1 9.5
Old : 100.0: 40.7 21.0 2.3 36.9 67.2 79.9 90.5: 20.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 17 10 1 12 17 29 28:
Old : 52: 17 10 1 12 17 29 28:
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 : 28.7 41.4 47.9 57.8 26.7 41.4 43.7 57.8
Old : 28.7 41.4 47.9 57.8 26.7 41.4 43.7 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, June 16, 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 : 25,801: 2,857 8,078 128 19,440 15,744 22,425 23,950: 3,376 1,851
Old : 25,801: 2,857 8,078 128 19,440 15,744 22,425 23,950: 3,376 1,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 846: -66 -705 -163 -199 1,471 -428 603: 1,274 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 31.3 0.5 75.3 61.0 86.9 92.8: 13.1 7.2
Old : 100.0: 11.1 31.3 0.5 75.3 61.0 86.9 92.8: 13.1 7.2
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 : 32: 6 5 3 12 13 20 19:
Old : 32: 6 5 3 12 13 20 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 : 58.9 68.8 71.1 84.5 54.5 68.8 66.7 81.8
Old : 58.9 68.8 71.1 84.5 54.5 68.8 66.7 81.8
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, June 16, 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 : 17,545: 4,567 877 0 11,268 16,254 15,835 17,131: 1,710 414
Old : 17,545: 4,567 877 0 11,268 16,254 15,835 17,131: 1,710 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -24: -73 22 0 1,325 1,500 1,252 1,522: -1,276 -1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.0 0.0 64.2 92.6 90.3 97.6: 9.7 2.4
Old : 100.0: 26.0 5.0 0.0 64.2 92.6 90.3 97.6: 9.7 2.4
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: 13 2 0 8 4 21 6:
Old : 25: 13 2 0 8 4 21 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 : 56.8 96.4 70.7 97.6 52.5 88.8 65.6 89.4
Old : 56.8 96.4 70.7 97.6 52.5 88.8 65.6 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2009