BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 18, 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 : 4,424: 0 0 0 3,946 3,954 3,946 3,954: 478 470
Old : 4,424: 0 0 0 3,946 3,954 3,946 3,954: 478 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 53: 0 0 0 52 4 52 4: 1 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.2 89.4 89.2 89.4: 10.8 10.6
Old : 100.0: 0.0 0.0 0.0 89.2 89.4 89.2 89.4: 10.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 12 16 12:
Old : 21: 0 0 0 16 12 16 12:
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 : 64.8 72.6 79.1 86.6 63.0 72.2 77.3 83.9
Old : 64.8 72.6 79.1 86.6 63.0 72.2 77.3 83.9
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, August 18, 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 : 25,414: 715 5,232 1,447 18,519 14,292 20,681 20,971: 4,733 4,443
Old : 25,414: 715 5,232 1,447 18,519 14,292 20,681 20,971: 4,733 4,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 276: -74 225 -129 490 -67 287 29: -11 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 20.6 5.7 72.9 56.2 81.4 82.5: 18.6 17.5
Old : 100.0: 2.8 20.6 5.7 72.9 56.2 81.4 82.5: 18.6 17.5
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 : 63: 8 16 13 30 21 45 44:
Old : 63: 8 16 13 30 21 45 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 : 39.4 35.3 54.2 52.7 37.8 33.5 52.7 49.7
Old : 39.4 35.3 54.2 52.7 37.8 33.5 52.7 49.7
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, August 18, 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 : 130,381: 30,591 52,124 17,439 62,602 36,879 110,632 106,442: 19,749 23,939
Old : 55,689: 16,759 32,168 362 33,011 10,939 50,132 43,469: 5,557 12,220
Other: 74,692: 21,591 27,715 9,318 29,591 25,940 60,500 62,973: 14,192 11,719
: : :
: : Changes in Commitments from: August 11, 2009 :
: 1,454: 2,581 4,546 203 -589 -2,012 2,195 2,737: -741 -1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 40.0 13.4 48.0 28.3 84.9 81.6: 15.1 18.4
Old : 100.0: 30.1 57.8 0.7 59.3 19.6 90.0 78.1: 10.0 21.9
Other: 100.0: 28.9 37.1 12.5 39.6 34.7 81.0 84.3: 19.0 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 72 69 57 37 40 143 145:
Old : 178: 41 86 5 21 32 65 120:
Other: 159: 73 36 33 30 36 115 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 20.1 39.7 29.6 23.7 17.7 38.5 27.1
Old : 43.7 17.6 58.1 26.8 43.7 17.6 58.1 26.5
Other: 26.6 27.9 36.2 39.9 26.2 27.0 33.5 36.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 18, 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 : 231,480: 73,063 54,046 33,226 104,388 99,483 210,677 186,755: 20,803 44,725
Old : 231,480: 73,063 54,046 33,226 104,388 99,483 210,677 186,755: 20,803 44,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 5,404: 3,360 6,115 61 1,208 -945 4,629 5,231: 775 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 23.3 14.4 45.1 43.0 91.0 80.7: 9.0 19.3
Old : 100.0: 31.6 23.3 14.4 45.1 43.0 91.0 80.7: 9.0 19.3
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 : 320: 80 77 78 71 128 196 250:
Old : 320: 80 77 78 71 128 196 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 13.6 38.0 21.6 24.0 12.1 36.2 19.0
Old : 24.2 13.6 38.0 21.6 24.0 12.1 36.2 19.0
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, August 18, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,855: 3,440 2,519 709 2,839 4,023 6,988 7,251: 1,867 1,604
Old : 8,855: 3,440 2,519 709 2,839 4,023 6,988 7,251: 1,867 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 17: 227 -43 -29 -250 -178 -52 -250: 69 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 28.4 8.0 32.1 45.4 78.9 81.9: 21.1 18.1
Old : 100.0: 38.8 28.4 8.0 32.1 45.4 78.9 81.9: 21.1 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 26 17 10 14 22 46 47:
Old : 73: 26 17 10 14 22 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 29.7 49.6 44.7 33.0 29.7 48.7 44.7
Old : 33.0 29.7 49.6 44.7 33.0 29.7 48.7 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 18, 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 : 23,479: 7,796 4,397 3,429 6,411 5,764 17,636 13,590: 5,843 9,889
Old : 23,479: 7,796 4,397 3,429 6,411 5,764 17,636 13,590: 5,843 9,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 646: -905 1,216 230 746 -824 71 622: 575 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 18.7 14.6 27.3 24.5 75.1 57.9: 24.9 42.1
Old : 100.0: 33.2 18.7 14.6 27.3 24.5 75.1 57.9: 24.9 42.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 27 25 25 28 43 68 83:
Old : 108: 27 25 25 28 43 68 83:
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 : 22.8 19.6 33.7 26.3 18.0 14.2 27.5 20.3
Old : 22.8 19.6 33.7 26.3 18.0 14.2 27.5 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 18, 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 : 93,429: 48,058 10,600 755 10,401 66,638 59,214 77,993: 34,215 15,436
Old : 93,429: 48,058 10,600 755 10,401 66,638 59,214 77,993: 34,215 15,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -2,494: 111 -3,458 121 -1,397 2,141 -1,165 -1,196: -1,329 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 11.3 0.8 11.1 71.3 63.4 83.5: 36.6 16.5
Old : 100.0: 51.4 11.3 0.8 11.1 71.3 63.4 83.5: 36.6 16.5
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: 26 9 5 13 17 41 29:
Old : 61: 26 9 5 13 17 41 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 48.8 42.5 68.3 33.5 48.8 42.5 67.1
Old : 33.5 48.8 42.5 68.3 33.5 48.8 42.5 67.1
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, August 18, 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 : 30,291: 12,121 5,366 85 4,778 17,351 16,984 22,802: 13,307 7,489
Old : 30,291: 12,121 5,366 85 4,778 17,351 16,984 22,802: 13,307 7,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -2,510: 1,159 -5,633 0 -3,386 2,500 -2,227 -3,133: -283 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 17.7 0.3 15.8 57.3 56.1 75.3: 43.9 24.7
Old : 100.0: 40.0 17.7 0.3 15.8 57.3 56.1 75.3: 43.9 24.7
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 : 30: 10 8 1 5 10 16 18:
Old : 30: 10 8 1 5 10 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 47.1 43.1 62.1 26.6 47.1 40.4 62.1
Old : 26.6 47.1 43.1 62.1 26.6 47.1 40.4 62.1
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, August 18, 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 : 89,816: 72,367 7,954 100 12,168 78,587 84,635 86,641: 5,181 3,175
Old : 89,816: 72,367 7,954 100 12,168 78,587 84,635 86,641: 5,181 3,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 12,043: 15,101 -850 -156 -171 15,296 14,774 14,290: -2,731 -2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 8.9 0.1 13.5 87.5 94.2 96.5: 5.8 3.5
Old : 100.0: 80.6 8.9 0.1 13.5 87.5 94.2 96.5: 5.8 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 : 80: 39 13 2 13 19 52 34:
Old : 80: 39 13 2 13 19 52 34:
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 : 64.3 59.5 76.4 79.2 64.3 59.3 76.4 78.2
Old : 64.3 59.5 76.4 79.2 64.3 59.3 76.4 78.2
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, August 18, 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 : 94,626: 26,849 28,507 9 51,667 44,044 78,525 72,560: 16,101 22,066
Old : 94,626: 26,849 28,507 9 51,667 44,044 78,525 72,560: 16,101 22,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 213: 2,281 -317 -103 1,495 -2,533 3,673 -2,953: -3,460 3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 30.1 0.0 54.6 46.5 83.0 76.7: 17.0 23.3
Old : 100.0: 28.4 30.1 0.0 54.6 46.5 83.0 76.7: 17.0 23.3
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 : 65: 18 21 2 13 17 32 39:
Old : 65: 18 21 2 13 17 32 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 : 48.3 44.1 62.6 56.0 48.0 44.1 60.7 55.6
Old : 48.3 44.1 62.6 56.0 48.0 44.1 60.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 18, 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 : 72,642: 25,121 22,768 97 29,416 30,746 54,634 53,611: 18,008 19,031
Old : 72,642: 25,121 22,768 97 29,416 30,746 54,634 53,611: 18,008 19,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 1,988: 1,102 -427 66 -453 5,750 715 5,389: 1,273 -3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 31.3 0.1 40.5 42.3 75.2 73.8: 24.8 26.2
Old : 100.0: 34.6 31.3 0.1 40.5 42.3 75.2 73.8: 24.8 26.2
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 : 70: 17 22 5 16 20 36 44:
Old : 70: 17 22 5 16 20 36 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 : 29.8 31.0 47.5 44.4 29.8 29.0 47.0 41.6
Old : 29.8 31.0 47.5 44.4 29.8 29.0 47.0 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 18, 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 : 127,640: 38,823 33,091 774 36,807 58,205 76,404 92,070: 51,236 35,570
Old : 127,640: 38,823 33,091 774 36,807 58,205 76,404 92,070: 51,236 35,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -2,582: -7,573 3,506 210 9,443 -4,934 2,080 -1,218: -4,662 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 25.9 0.6 28.8 45.6 59.9 72.1: 40.1 27.9
Old : 100.0: 30.4 25.9 0.6 28.8 45.6 59.9 72.1: 40.1 27.9
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 : 114: 41 32 9 26 26 69 65:
Old : 114: 41 32 9 26 26 69 65:
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 : 19.7 26.4 28.1 39.3 19.2 25.2 26.2 36.4
Old : 19.7 26.4 28.1 39.3 19.2 25.2 26.2 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 18, 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 : 24,783: 18,515 1,079 0 3,647 22,957 22,162 24,036: 2,621 747
Old : 24,783: 18,515 1,079 0 3,647 22,957 22,162 24,036: 2,621 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -251: -1,381 -6 0 1,296 -43 -85 -49: -166 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 4.4 0.0 14.7 92.6 89.4 97.0: 10.6 3.0
Old : 100.0: 74.7 4.4 0.0 14.7 92.6 89.4 97.0: 10.6 3.0
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 : 34: 13 5 0 5 13 18 18:
Old : 34: 13 5 0 5 13 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 69.6 74.5 87.1 57.3 69.6 74.5 86.6
Old : 57.3 69.6 74.5 87.1 57.3 69.6 74.5 86.6
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, August 18, 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 : 6,714,564: 1,120,396 273,490 701,789 4,033,606 4,900,696 5,855,791 5,875,975: 858,773 838,589
Old : 6,714,564: 1,120,396 273,490 701,789 4,033,606 4,900,696 5,855,791 5,875,975: 858,773 838,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 35,490: 168,076 -36,023 -29,853 -108,229 137,623 29,994 71,747: 5,496 -36,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.1 10.5 60.1 73.0 87.2 87.5: 12.8 12.5
Old : 100.0: 16.7 4.1 10.5 60.1 73.0 87.2 87.5: 12.8 12.5
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 : 238: 67 43 77 109 111 215 200:
Old : 238: 67 43 77 109 111 215 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 40.3 33.5 49.7 23.3 33.8 29.4 40.2
Old : 24.9 40.3 33.5 49.7 23.3 33.8 29.4 40.2
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, August 18, 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 : 390,903: 25,990 39,096 2,396 271,132 296,034 299,518 337,526: 91,385 53,377
Old : 390,903: 25,990 39,096 2,396 271,132 296,034 299,518 337,526: 91,385 53,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 2,294: -1,174 -1,835 -104 2,629 -2,388 1,351 -4,327: 943 6,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.0 0.6 69.4 75.7 76.6 86.3: 23.4 13.7
Old : 100.0: 6.6 10.0 0.6 69.4 75.7 76.6 86.3: 23.4 13.7
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 : 141: 20 21 8 67 63 92 87:
Old : 141: 20 21 8 67 63 92 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 29.9 33.6 44.1 22.1 29.9 31.5 42.2
Old : 23.2 29.9 33.6 44.1 22.1 29.9 31.5 42.2
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, August 18, 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 : 2,622,199: 513,300 395,931 32,464 1,879,169 1,990,944 2,424,933 2,419,339: 197,266 202,860
Old : 2,622,199: 513,300 395,931 32,464 1,879,169 1,990,944 2,424,933 2,419,339: 197,266 202,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 26,381: 26,357 11,755 -4,952 19,610 48,967 41,015 55,770: -14,634 -29,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.1 1.2 71.7 75.9 92.5 92.3: 7.5 7.7
Old : 100.0: 19.6 15.1 1.2 71.7 75.9 92.5 92.3: 7.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 104 102 34 155 156 273 278:
Old : 449: 104 102 34 155 156 273 278:
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 : 18.1 22.1 30.9 30.8 16.3 17.9 27.9 25.5
Old : 18.1 22.1 30.9 30.8 16.3 17.9 27.9 25.5
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, August 18, 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 : 103,796: 19,184 11,818 0 75,814 87,557 94,998 99,375: 8,798 4,421
Old : 103,796: 19,184 11,818 0 75,814 87,557 94,998 99,375: 8,798 4,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 2,405: 3,143 1,399 -250 -198 757 2,695 1,906: -290 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.4 0.0 73.0 84.4 91.5 95.7: 8.5 4.3
Old : 100.0: 18.5 11.4 0.0 73.0 84.4 91.5 95.7: 8.5 4.3
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 : 91: 11 12 0 50 30 61 42:
Old : 91: 11 12 0 50 30 61 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 52.8 47.6 69.6 26.4 50.4 38.5 64.5
Old : 32.7 52.8 47.6 69.6 26.4 50.4 38.5 64.5
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, August 18, 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 : 20,188: 3,663 4,345 0 12,883 12,512 16,546 16,857: 3,642 3,331
Old : 20,188: 3,663 4,345 0 12,883 12,512 16,546 16,857: 3,642 3,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -71: 697 53 0 867 1,871 1,564 1,924: -1,635 -1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.5 0.0 63.8 62.0 82.0 83.5: 18.0 16.5
Old : 100.0: 18.1 21.5 0.0 63.8 62.0 82.0 83.5: 18.0 16.5
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 : 38: 5 5 0 14 18 19 23:
Old : 38: 5 5 0 14 18 19 23:
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 : 42.0 37.3 68.5 58.4 42.0 37.3 68.5 58.4
Old : 42.0 37.3 68.5 58.4 42.0 37.3 68.5 58.4
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, August 18, 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 : 325,375: 121,723 89,419 2,625 175,029 216,436 299,377 308,480: 25,998 16,895
Old : 325,375: 121,723 89,419 2,625 175,029 216,436 299,377 308,480: 25,998 16,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -10,833: -13,170 3,859 -1,733 14,671 -2,546 -232 -420: -10,601 -10,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 27.5 0.8 53.8 66.5 92.0 94.8: 8.0 5.2
Old : 100.0: 37.4 27.5 0.8 53.8 66.5 92.0 94.8: 8.0 5.2
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 : 222: 56 55 15 54 68 117 131:
Old : 222: 56 55 15 54 68 117 131:
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 : 31.2 30.0 44.4 43.0 31.2 26.9 43.7 39.7
Old : 31.2 30.0 44.4 43.0 31.2 26.9 43.7 39.7
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, August 18, 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 : 101,123: 51,792 7,672 50 22,789 83,833 74,631 91,555: 26,492 9,568
Old : 101,123: 51,792 7,672 50 22,789 83,833 74,631 91,555: 26,492 9,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -5,773: -5,484 -758 -113 655 -3,614 -4,942 -4,485: -831 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 7.6 0.0 22.5 82.9 73.8 90.5: 26.2 9.5
Old : 100.0: 51.2 7.6 0.0 22.5 82.9 73.8 90.5: 26.2 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: 23 8 1 15 12 39 20:
Old : 52: 23 8 1 15 12 39 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 70.9 53.5 82.4 44.4 70.9 53.4 81.5
Old : 44.4 70.9 53.5 82.4 44.4 70.9 53.4 81.5
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, August 18, 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 : 35,353: 10,557 13,386 0 12,238 15,338 22,795 28,724: 12,558 6,629
Old : 35,353: 10,557 13,386 0 12,238 15,338 22,795 28,724: 12,558 6,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -1,252: -1,357 -300 0 305 -396 -1,052 -696: -200 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 37.9 0.0 34.6 43.4 64.5 81.2: 35.5 18.8
Old : 100.0: 29.9 37.9 0.0 34.6 43.4 64.5 81.2: 35.5 18.8
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 : 60: 13 17 0 17 17 30 34:
Old : 60: 13 17 0 17 17 30 34:
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 : 21.1 35.1 33.6 49.4 21.1 34.0 32.9 47.9
Old : 21.1 35.1 33.6 49.4 21.1 34.0 32.9 47.9
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, August 18, 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 : 48,693: 15,201 13,274 248 28,440 21,527 43,889 35,049: 4,804 13,644
Old : 48,693: 15,201 13,274 248 28,440 21,527 43,889 35,049: 4,804 13,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 140: 437 -254 57 1,444 621 1,938 424: -1,798 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 27.3 0.5 58.4 44.2 90.1 72.0: 9.9 28.0
Old : 100.0: 31.2 27.3 0.5 58.4 44.2 90.1 72.0: 9.9 28.0
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 : 66: 16 10 2 24 22 40 34:
Old : 66: 16 10 2 24 22 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 33.7 51.6 46.8 36.8 33.7 49.8 46.8
Old : 38.6 33.7 51.6 46.8 36.8 33.7 49.8 46.8
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, August 18, 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 : 24,233: 3,008 6,841 129 18,028 15,403 21,165 22,373: 3,068 1,860
Old : 24,233: 3,008 6,841 129 18,028 15,403 21,165 22,373: 3,068 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 241: -340 -81 0 168 299 -172 218: 413 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 28.2 0.5 74.4 63.6 87.3 92.3: 12.7 7.7
Old : 100.0: 12.4 28.2 0.5 74.4 63.6 87.3 92.3: 12.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 4 2 14 13 23 18:
Old : 37: 8 4 2 14 13 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 64.6 70.3 81.5 52.8 64.6 65.5 78.7
Old : 57.4 64.6 70.3 81.5 52.8 64.6 65.5 78.7
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, August 18, 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 : 17,218: 4,296 114 0 11,262 16,879 15,558 16,993: 1,660 225
Old : 17,218: 4,296 114 0 11,262 16,879 15,558 16,993: 1,660 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -525: -325 -624 -2 -80 473 -407 -153: -118 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 0.7 0.0 65.4 98.0 90.4 98.7: 9.6 1.3
Old : 100.0: 25.0 0.7 0.0 65.4 98.0 90.4 98.7: 9.6 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: 11 1 0 7 2 18 3:
Old : 21: 11 1 0 7 2 18 3:
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 : 57.5 98.7 71.3 98.7 57.5 98.7 71.3 98.7
Old : 57.5 98.7 71.3 98.7 57.5 98.7 71.3 98.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2008