BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 15, 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 : 3,876: 26 62 25 3,399 3,562 3,450 3,649: 426 227
Old : 3,876: 26 62 25 3,399 3,562 3,450 3,649: 426 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 73: -152 62 25 212 -10 85 77: -12 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.6 0.6 87.7 91.9 89.0 94.1: 11.0 5.9
Old : 100.0: 0.7 1.6 0.6 87.7 91.9 89.0 94.1: 11.0 5.9
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 : 25: 1 1 1 19 14 21 15:
Old : 25: 1 1 1 19 14 21 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 : 58.3 75.9 74.9 89.1 57.1 74.9 73.8 86.6
Old : 58.3 75.9 74.9 89.1 57.1 74.9 73.8 86.6
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, September 15, 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 : 23,809: 965 4,761 1,518 16,581 13,155 19,064 19,434: 4,745 4,375
Old : 23,809: 965 4,761 1,518 16,581 13,155 19,064 19,434: 4,745 4,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 702: -90 539 129 996 499 1,035 1,167: -333 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 20.0 6.4 69.6 55.3 80.1 81.6: 19.9 18.4
Old : 100.0: 4.1 20.0 6.4 69.6 55.3 80.1 81.6: 19.9 18.4
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 : 67: 10 19 15 30 20 48 46:
Old : 67: 10 19 15 30 20 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 37.5 52.4 56.6 36.2 36.7 51.3 54.3
Old : 37.3 37.5 52.4 56.6 36.2 36.7 51.3 54.3
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, September 15, 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 : 145,043: 31,002 54,067 22,027 72,686 41,525 125,715 117,619: 19,328 27,424
Old : 27,160: 11,556 12,435 436 10,628 7,194 22,620 20,065: 4,540 7,095
Other: 117,883: 26,947 49,133 14,090 62,058 34,331 103,095 97,554: 14,788 20,329
: : :
: : Changes in Commitments from: September 8, 2009 :
: 236: 1,611 -6,709 -536 270 4,561 1,345 -2,684: -1,109 2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 37.3 15.2 50.1 28.6 86.7 81.1: 13.3 18.9
Old : 100.0: 42.5 45.8 1.6 39.1 26.5 83.3 73.9: 16.7 26.1
Other: 100.0: 22.9 41.7 12.0 52.6 29.1 87.5 82.8: 12.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 70 71 68 34 42 151 154:
Old : 139: 49 43 2 17 30 66 75:
Other: 208: 63 81 55 34 39 137 142:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 16.4 37.1 26.0 21.0 14.5 35.6 23.8
Old : 33.5 22.4 46.8 33.0 33.5 22.4 46.8 33.0
Other: 23.6 16.3 40.2 26.2 22.0 15.1 38.3 23.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 15, 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 : 253,516: 73,030 60,504 41,820 114,960 102,187 229,810 204,511: 23,706 49,005
Old : 253,516: 73,030 60,504 41,820 114,960 102,187 229,810 204,511: 23,706 49,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 11,507: 2,415 -2,135 7,417 527 5,091 10,359 10,373: 1,148 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 23.9 16.5 45.3 40.3 90.6 80.7: 9.4 19.3
Old : 100.0: 28.8 23.9 16.5 45.3 40.3 90.6 80.7: 9.4 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 : 336: 97 79 82 71 123 203 261:
Old : 336: 97 79 82 71 123 203 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 12.4 33.0 19.9 20.1 11.7 30.3 18.3
Old : 20.7 12.4 33.0 19.9 20.1 11.7 30.3 18.3
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, September 15, 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 : 8,842: 3,766 3,878 610 2,657 2,682 7,033 7,170: 1,809 1,672
Old : 8,842: 3,766 3,878 610 2,657 2,682 7,033 7,170: 1,809 1,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -435: -121 138 27 -226 -310 -320 -145: -115 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 43.9 6.9 30.0 30.3 79.5 81.1: 20.5 18.9
Old : 100.0: 42.6 43.9 6.9 30.0 30.3 79.5 81.1: 20.5 18.9
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 : 76: 26 26 8 9 16 40 48:
Old : 76: 26 26 8 9 16 40 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 31.0 55.6 45.0 36.7 31.0 55.6 44.4
Old : 36.7 31.0 55.6 45.0 36.7 31.0 55.6 44.4
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, September 15, 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 : 26,304: 9,295 7,501 2,725 7,666 5,888 19,686 16,114: 6,618 10,190
Old : 26,304: 9,295 7,501 2,725 7,666 5,888 19,686 16,114: 6,618 10,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -352: 670 -830 -243 -189 274 238 -799: -590 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 28.5 10.4 29.1 22.4 74.8 61.3: 25.2 38.7
Old : 100.0: 35.3 28.5 10.4 29.1 22.4 74.8 61.3: 25.2 38.7
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 : 122: 32 30 25 32 38 79 83:
Old : 122: 32 30 25 32 38 79 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 : 21.4 17.5 31.8 25.6 19.9 16.9 28.2 23.8
Old : 21.4 17.5 31.8 25.6 19.9 16.9 28.2 23.8
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, September 15, 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 : 124,489: 44,894 6,862 6,361 36,893 95,719 88,148 108,942: 36,341 15,547
Old : 124,489: 44,894 6,862 6,361 36,893 95,719 88,148 108,942: 36,341 15,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 19,405: 2,050 836 2,542 14,189 15,863 18,781 19,241: 624 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 5.5 5.1 29.6 76.9 70.8 87.5: 29.2 12.5
Old : 100.0: 36.1 5.5 5.1 29.6 76.9 70.8 87.5: 29.2 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 : 64: 28 9 6 13 18 44 31:
Old : 64: 28 9 6 13 18 44 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 55.8 46.9 74.7 21.1 36.1 27.1 49.8
Old : 34.1 55.8 46.9 74.7 21.1 36.1 27.1 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 15, 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 : 45,016: 24,026 5,835 33 580 32,340 24,639 38,208: 20,377 6,808
Old : 45,016: 24,026 5,835 33 580 32,340 24,639 38,208: 20,377 6,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -7,277: 655 601 -721 -7,566 -6,415 -7,632 -6,535: 355 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 13.0 0.1 1.3 71.8 54.7 84.9: 45.3 15.1
Old : 100.0: 53.4 13.0 0.1 1.3 71.8 54.7 84.9: 45.3 15.1
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 : 35: 16 8 1 1 11 18 19:
Old : 35: 16 8 1 1 11 18 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 : 31.5 60.0 43.9 74.2 31.5 60.0 43.9 74.1
Old : 31.5 60.0 43.9 74.2 31.5 60.0 43.9 74.1
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, September 15, 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 : 51,097: 26,589 27,881 0 23,533 21,938 50,122 49,819: 975 1,278
Old : 51,097: 26,589 27,881 0 23,533 21,938 50,122 49,819: 975 1,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -24,431: -552 4,804 -503 -21,440 -27,048 -22,495 -22,747: -1,936 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 54.6 0.0 46.1 42.9 98.1 97.5: 1.9 2.5
Old : 100.0: 52.0 54.6 0.0 46.1 42.9 98.1 97.5: 1.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 24 18 0 15 11 39 29:
Old : 64: 24 18 0 15 11 39 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 : 56.6 57.7 70.2 77.7 56.6 57.7 70.1 77.3
Old : 56.6 57.7 70.2 77.7 56.6 57.7 70.1 77.3
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, September 15, 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 : 67,178: 24,491 36,978 7 23,532 12,617 48,030 49,602: 19,148 17,576
Old : 67,178: 24,491 36,978 7 23,532 12,617 48,030 49,602: 19,148 17,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -38,516: -4,845 1,682 -1,735 -34,228 -37,643 -40,808 -37,696: 2,292 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 55.0 0.0 35.0 18.8 71.5 73.8: 28.5 26.2
Old : 100.0: 36.5 55.0 0.0 35.0 18.8 71.5 73.8: 28.5 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 : 65: 23 21 2 12 12 36 34:
Old : 65: 23 21 2 12 12 36 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 : 28.2 35.7 41.1 45.2 27.8 35.7 40.8 45.2
Old : 28.2 35.7 41.1 45.2 27.8 35.7 40.8 45.2
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, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 108,330: 54,044 16,937 24 24,083 74,881 78,151 91,842: 30,179 16,488
Old : 108,330: 54,044 16,937 24 24,083 74,881 78,151 91,842: 30,179 16,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -6,919: -2,681 1,011 -412 -6,557 -7,067 -9,650 -6,468: 2,731 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 15.6 0.0 22.2 69.1 72.1 84.8: 27.9 15.2
Old : 100.0: 49.9 15.6 0.0 22.2 69.1 72.1 84.8: 27.9 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 : 68: 27 18 3 12 15 42 33:
Old : 68: 27 18 3 12 15 42 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 56.6 44.1 68.7 30.3 56.6 43.9 68.6
Old : 30.3 56.6 44.1 68.7 30.3 56.6 43.9 68.6
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, September 15, 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 : 156,349: 74,562 36,790 339 22,673 86,212 97,574 123,341: 58,775 33,008
Old : 156,349: 74,562 36,790 339 22,673 86,212 97,574 123,341: 58,775 33,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 6,458: 18,019 -1,720 -2,449 -16,234 6,598 -664 2,429: 7,122 4,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 23.5 0.2 14.5 55.1 62.4 78.9: 37.6 21.1
Old : 100.0: 47.7 23.5 0.2 14.5 55.1 62.4 78.9: 37.6 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 51 29 4 21 29 73 61:
Old : 123: 51 29 4 21 29 73 61:
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 : 19.9 39.4 28.8 50.3 19.9 39.4 28.4 49.8
Old : 19.9 39.4 28.8 50.3 19.9 39.4 28.4 49.8
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, September 15, 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 : 23,371: 20,206 1,211 0 131 21,192 20,337 22,403: 3,034 968
Old : 23,371: 20,206 1,211 0 131 21,192 20,337 22,403: 3,034 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -6,488: 1,218 346 0 -7,819 -7,166 -6,601 -6,820: 113 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 5.2 0.0 0.6 90.7 87.0 95.9: 13.0 4.1
Old : 100.0: 86.5 5.2 0.0 0.6 90.7 87.0 95.9: 13.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 16 4 0 2 13 18 17:
Old : 34: 16 4 0 2 13 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 72.5 76.8 87.1 63.2 72.5 76.8 87.1
Old : 63.2 72.5 76.8 87.1 63.2 72.5 76.8 87.1
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, September 15, 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 : 6,371,061: 1,101,116 314,169 792,510 3,648,894 4,500,907 5,542,520 5,607,586: 828,541 763,475
Old : 6,371,061: 1,101,116 314,169 792,510 3,648,894 4,500,907 5,542,520 5,607,586: 828,541 763,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -665,063: -193,016 -73,110 8,208 -390,239 -509,336 -575,047 -574,238: -90,016 -90,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 4.9 12.4 57.3 70.6 87.0 88.0: 13.0 12.0
Old : 100.0: 17.3 4.9 12.4 57.3 70.6 87.0 88.0: 13.0 12.0
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 : 239: 63 43 74 111 113 210 203:
Old : 239: 63 43 74 111 113 210 203:
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 : 26.0 34.8 37.1 45.9 24.7 28.2 32.2 34.2
Old : 26.0 34.8 37.1 45.9 24.7 28.2 32.2 34.2
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, September 15, 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 : 471,294: 27,467 38,823 11,204 319,791 349,529 358,462 399,556: 112,832 71,738
Old : 471,294: 27,467 38,823 11,204 319,791 349,529 358,462 399,556: 112,832 71,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 49,085: 2,326 215 9,113 27,786 26,961 39,225 36,289: 9,860 12,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 8.2 2.4 67.9 74.2 76.1 84.8: 23.9 15.2
Old : 100.0: 5.8 8.2 2.4 67.9 74.2 76.1 84.8: 23.9 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 : 140: 17 24 18 75 68 105 97:
Old : 140: 17 24 18 75 68 105 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 27.0 31.0 40.6 18.4 24.9 25.6 34.7
Old : 20.8 27.0 31.0 40.6 18.4 24.9 25.6 34.7
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, September 15, 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 : 3,084,056: 494,556 387,914 55,477 2,298,904 2,338,685 2,848,937 2,782,076: 235,119 301,980
Old : 3,084,056: 494,556 387,914 55,477 2,298,904 2,338,685 2,848,937 2,782,076: 235,119 301,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 395,586: 38,264 11,653 17,272 299,719 301,858 355,255 330,783: 40,331 64,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.6 1.8 74.5 75.8 92.4 90.2: 7.6 9.8
Old : 100.0: 16.0 12.6 1.8 74.5 75.8 92.4 90.2: 7.6 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 102 106 60 178 175 314 308:
Old : 456: 102 106 60 178 175 314 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 25.2 31.3 32.5 13.5 14.0 22.8 21.0
Old : 20.7 25.2 31.3 32.5 13.5 14.0 22.8 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 15, 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 : 112,674: 15,680 11,351 214 87,816 96,365 103,710 107,930: 8,964 4,744
Old : 112,674: 15,680 11,351 214 87,816 96,365 103,710 107,930: 8,964 4,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 13,345: -1,416 -186 214 12,513 12,397 11,311 12,425: 2,034 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.1 0.2 77.9 85.5 92.0 95.8: 8.0 4.2
Old : 100.0: 13.9 10.1 0.2 77.9 85.5 92.0 95.8: 8.0 4.2
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 : 83: 10 9 2 50 33 61 43:
Old : 83: 10 9 2 50 33 61 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 49.7 49.9 69.1 24.6 42.2 35.8 54.9
Old : 35.2 49.7 49.9 69.1 24.6 42.2 35.8 54.9
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, September 15, 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 : 33,631: 4,065 5,900 134 23,986 19,578 28,185 25,612: 5,446 8,019
Old : 33,631: 4,065 5,900 134 23,986 19,578 28,185 25,612: 5,446 8,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 10,483: 556 -705 134 8,371 7,134 9,061 6,563: 1,422 3,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 17.5 0.4 71.3 58.2 83.8 76.2: 16.2 23.8
Old : 100.0: 12.1 17.5 0.4 71.3 58.2 83.8 76.2: 16.2 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 6 1 18 23 21 30:
Old : 39: 3 6 1 18 23 21 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 : 47.3 33.1 68.3 51.5 36.6 25.9 54.1 40.8
Old : 47.3 33.1 68.3 51.5 36.6 25.9 54.1 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 15, 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 : 414,100: 101,056 83,761 11,247 259,463 299,660 371,766 394,668: 42,334 19,432
Old : 414,100: 101,056 83,761 11,247 259,463 299,660 371,766 394,668: 42,334 19,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 49,460: -14,847 -35,313 7,666 42,695 77,077 35,514 49,430: 13,946 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 20.2 2.7 62.7 72.4 89.8 95.3: 10.2 4.7
Old : 100.0: 24.4 20.2 2.7 62.7 72.4 89.8 95.3: 10.2 4.7
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 : 235: 62 58 21 71 77 148 141:
Old : 235: 62 58 21 71 77 148 141:
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 : 30.0 30.1 44.1 40.8 24.9 25.5 35.8 34.4
Old : 30.0 30.1 44.1 40.8 24.9 25.5 35.8 34.4
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, September 15, 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 : 104,312: 58,173 9,572 0 17,506 88,301 75,679 97,873: 28,633 6,439
Old : 104,312: 58,173 9,572 0 17,506 88,301 75,679 97,873: 28,633 6,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -9,716: 3,344 3,127 -708 -10,717 -7,196 -8,081 -4,777: -1,635 -4,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 9.2 0.0 16.8 84.7 72.6 93.8: 27.4 6.2
Old : 100.0: 55.8 9.2 0.0 16.8 84.7 72.6 93.8: 27.4 6.2
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 : 47: 24 7 0 5 13 29 20:
Old : 47: 24 7 0 5 13 29 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 : 42.0 67.8 54.9 85.1 42.0 67.8 54.9 85.0
Old : 42.0 67.8 54.9 85.1 42.0 67.8 54.9 85.0
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, September 15, 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 : 32,137: 10,572 9,352 0 8,072 14,160 18,644 23,512: 13,493 8,625
Old : 32,137: 10,572 9,352 0 8,072 14,160 18,644 23,512: 13,493 8,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -14,302: -894 -4,258 -1,111 -7,274 -4,985 -9,279 -10,354: -5,023 -3,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 29.1 0.0 25.1 44.1 58.0 73.2: 42.0 26.8
Old : 100.0: 32.9 29.1 0.0 25.1 44.1 58.0 73.2: 42.0 26.8
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 : 45: 14 10 0 14 10 28 20:
Old : 45: 14 10 0 14 10 28 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 : 20.4 43.7 32.3 58.2 20.1 43.5 32.0 57.6
Old : 20.4 43.7 32.3 58.2 20.1 43.5 32.0 57.6
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, September 15, 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 : 37,929: 9,232 4,276 1,815 21,005 12,240 32,052 18,331: 5,877 19,598
Old : 37,929: 9,232 4,276 1,815 21,005 12,240 32,052 18,331: 5,877 19,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -32,782: -7,826 -9,486 990 -19,523 -16,193 -26,359 -24,689: -6,423 -8,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.3 4.8 55.4 32.3 84.5 48.3: 15.5 51.7
Old : 100.0: 24.3 11.3 4.8 55.4 32.3 84.5 48.3: 15.5 51.7
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 : 48: 11 5 1 20 16 31 22:
Old : 48: 11 5 1 20 16 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 23.2 52.1 34.2 33.8 21.4 49.5 31.6
Old : 34.8 23.2 52.1 34.2 33.8 21.4 49.5 31.6
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, September 15, 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 : 24,722: 2,968 587 145 16,698 20,956 19,811 21,688: 4,911 3,034
Old : 24,722: 2,968 587 145 16,698 20,956 19,811 21,688: 4,911 3,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 580: -618 -6,253 16 -402 5,699 -1,004 -538: 1,584 1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.4 0.6 67.5 84.8 80.1 87.7: 19.9 12.3
Old : 100.0: 12.0 2.4 0.6 67.5 84.8 80.1 87.7: 19.9 12.3
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 : 31: 6 2 2 13 14 20 17:
Old : 31: 6 2 2 13 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 64.2 66.6 80.4 48.1 64.2 62.1 77.6
Old : 52.4 64.2 66.6 80.4 48.1 64.2 62.1 77.6
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, September 15, 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 : 17,175: 3,684 546 2 12,044 15,958 15,730 16,506: 1,445 669
Old : 17,175: 3,684 546 2 12,044 15,958 15,730 16,506: 1,445 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 584: 272 325 2 428 245 702 572: -118 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 3.2 0.0 70.1 92.9 91.6 96.1: 8.4 3.9
Old : 100.0: 21.4 3.2 0.0 70.1 92.9 91.6 96.1: 8.4 3.9
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 : 22: 9 3 1 10 2 19 6:
Old : 22: 9 3 1 10 2 19 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 : 56.5 95.5 70.8 96.1 56.5 92.4 70.8 93.0
Old : 56.5 95.5 70.8 96.1 56.5 92.4 70.8 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009