BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 22, 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 : 3,911: 37 214 25 3,424 3,416 3,486 3,655: 425 256
Old : 3,911: 37 214 25 3,424 3,416 3,486 3,655: 425 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 35: 11 152 0 25 -146 36 6: -1 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.5 0.6 87.5 87.3 89.1 93.5: 10.9 6.5
Old : 100.0: 0.9 5.5 0.6 87.5 87.3 89.1 93.5: 10.9 6.5
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 : 25: 1 2 1 20 13 22 15:
Old : 25: 1 2 1 20 13 22 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 : 57.9 72.9 74.4 88.3 56.7 71.8 73.3 86.2
Old : 57.9 72.9 74.4 88.3 56.7 71.8 73.3 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 22, 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 : 24,264: 938 4,962 1,673 16,843 12,837 19,454 19,472: 4,810 4,792
Old : 24,264: 938 4,962 1,673 16,843 12,837 19,454 19,472: 4,810 4,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 455: -27 201 155 262 -318 390 38: 65 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 20.5 6.9 69.4 52.9 80.2 80.3: 19.8 19.7
Old : 100.0: 3.9 20.5 6.9 69.4 52.9 80.2 80.3: 19.8 19.7
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 : 66: 11 17 15 29 19 48 43:
Old : 66: 11 17 15 29 19 48 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 : 36.6 37.0 51.7 55.3 35.9 36.3 51.1 52.8
Old : 36.6 37.0 51.7 55.3 35.9 36.3 51.1 52.8
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 22, 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 : 142,958: 31,940 53,547 20,972 72,528 42,365 125,440 116,884: 17,518 26,074
Old : 18,824: 9,713 8,389 5 5,851 5,693 15,569 14,087: 3,255 4,737
Other: 124,134: 27,262 50,193 15,932 66,677 36,672 109,871 102,797: 14,263 21,337
: : :
: : Changes in Commitments from: September 15, 2009 :
: -2,085: 938 -520 -1,055 -158 840 -275 -735: -1,810 -1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 37.5 14.7 50.7 29.6 87.7 81.8: 12.3 18.2
Old : 100.0: 51.6 44.6 0.0 31.1 30.2 82.7 74.8: 17.3 25.2
Other: 100.0: 22.0 40.4 12.8 53.7 29.5 88.5 82.8: 11.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 62 78 64 32 45 142 153:
Old : 119: 35 36 1 15 34 51 70:
Other: 206: 56 83 51 31 41 127 143:
:----------------------------------------------------------------------------------------------------
: 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 16.9 38.3 27.0 21.4 14.9 36.6 24.1
Old : 32.2 24.4 52.6 36.1 32.2 24.4 52.6 36.1
Other: 25.3 16.8 41.6 27.3 23.7 14.7 39.7 23.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 22, 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 : 257,090: 69,348 70,639 41,990 121,229 97,644 232,567 210,273: 24,523 46,817
Old : 257,090: 69,348 70,639 41,990 121,229 97,644 232,567 210,273: 24,523 46,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 3,574: -3,682 10,135 170 6,269 -4,543 2,757 5,762: 817 -2,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 27.5 16.3 47.2 38.0 90.5 81.8: 9.5 18.2
Old : 100.0: 27.0 27.5 16.3 47.2 38.0 90.5 81.8: 9.5 18.2
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 : 348: 92 94 79 77 118 204 268:
Old : 348: 92 94 79 77 118 204 268:
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 : 20.6 11.3 33.9 18.6 19.9 10.5 30.3 16.9
Old : 20.6 11.3 33.9 18.6 19.9 10.5 30.3 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,333: 3,930 3,897 774 2,728 2,978 7,432 7,649: 1,901 1,684
Old : 9,333: 3,930 3,897 774 2,728 2,978 7,432 7,649: 1,901 1,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 491: 164 19 164 71 296 399 479: 92 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 41.8 8.3 29.2 31.9 79.6 82.0: 20.4 18.0
Old : 100.0: 42.1 41.8 8.3 29.2 31.9 79.6 82.0: 20.4 18.0
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 : 83: 25 31 12 11 19 45 56:
Old : 83: 25 31 12 11 19 45 56:
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 : 34.9 30.3 52.9 43.2 34.9 30.3 52.9 42.5
Old : 34.9 30.3 52.9 43.2 34.9 30.3 52.9 42.5
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 22, 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 : 27,320: 9,875 9,279 2,179 8,223 5,819 20,277 17,277: 7,043 10,043
Old : 27,320: 9,875 9,279 2,179 8,223 5,819 20,277 17,277: 7,043 10,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 1,016: 580 1,778 -546 557 -69 591 1,163: 425 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 34.0 8.0 30.1 21.3 74.2 63.2: 25.8 36.8
Old : 100.0: 36.1 34.0 8.0 30.1 21.3 74.2 63.2: 25.8 36.8
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 : 126: 31 35 25 37 37 83 85:
Old : 126: 31 35 25 37 37 83 85:
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 19.0 31.6 26.3 21.4 19.0 30.7 25.1
Old : 21.4 19.0 31.6 26.3 21.4 19.0 30.7 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 89,054: 44,156 9,604 735 8,490 64,525 53,381 74,864: 35,673 14,190
Old : 89,054: 44,156 9,604 735 8,490 64,525 53,381 74,864: 35,673 14,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -35,435: -738 2,742 -5,626 -28,403 -31,194 -34,767 -34,078: -668 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 10.8 0.8 9.5 72.5 59.9 84.1: 40.1 15.9
Old : 100.0: 49.6 10.8 0.8 9.5 72.5 59.9 84.1: 40.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 28 7 4 15 17 45 26:
Old : 62: 28 7 4 15 17 45 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 59.2 37.9 73.0 29.0 59.2 37.9 72.9
Old : 29.0 59.2 37.9 73.0 29.0 59.2 37.9 72.9
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 22, 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 : 52,087: 28,968 5,177 76 1,588 39,465 30,632 44,718: 21,455 7,369
Old : 52,087: 28,968 5,177 76 1,588 39,465 30,632 44,718: 21,455 7,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 7,071: 4,942 -658 43 1,008 7,125 5,993 6,510: 1,078 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 9.9 0.1 3.0 75.8 58.8 85.9: 41.2 14.1
Old : 100.0: 55.6 9.9 0.1 3.0 75.8 58.8 85.9: 41.2 14.1
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 : 40: 22 6 2 2 12 25 19:
Old : 40: 22 6 2 2 12 25 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 : 30.8 58.9 42.2 74.6 30.8 58.9 42.0 74.6
Old : 30.8 58.9 42.2 74.6 30.8 58.9 42.0 74.6
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 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 50,435: 29,213 24,912 0 17,865 22,989 47,078 47,901: 3,357 2,534
Old : 50,435: 29,213 24,912 0 17,865 22,989 47,078 47,901: 3,357 2,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -662: 2,624 -2,969 0 -5,668 1,051 -3,044 -1,918: 2,382 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 49.4 0.0 35.4 45.6 93.3 95.0: 6.7 5.0
Old : 100.0: 57.9 49.4 0.0 35.4 45.6 93.3 95.0: 6.7 5.0
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 : 63: 24 17 0 13 12 37 29:
Old : 63: 24 17 0 13 12 37 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 : 52.4 54.6 67.5 72.6 52.4 54.6 67.3 71.9
Old : 52.4 54.6 67.5 72.6 52.4 54.6 67.3 71.9
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 22, 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 : 78,452: 17,821 49,416 12 41,763 9,981 59,596 59,409: 18,856 19,043
Old : 78,452: 17,821 49,416 12 41,763 9,981 59,596 59,409: 18,856 19,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 11,274: -6,670 12,438 5 18,231 -2,636 11,566 9,807: -292 1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 63.0 0.0 53.2 12.7 76.0 75.7: 24.0 24.3
Old : 100.0: 22.7 63.0 0.0 53.2 12.7 76.0 75.7: 24.0 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 21 23 3 12 10 36 33:
Old : 64: 21 23 3 12 10 36 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 : 36.5 42.9 51.1 51.9 36.1 42.9 49.7 51.9
Old : 36.5 42.9 51.1 51.9 36.1 42.9 49.7 51.9
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 22, 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 : 119,425: 63,269 17,654 89 26,167 86,301 89,525 104,044: 29,900 15,381
Old : 119,425: 63,269 17,654 89 26,167 86,301 89,525 104,044: 29,900 15,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 11,095: 9,225 717 65 2,084 11,420 11,374 12,202: -279 -1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 14.8 0.1 21.9 72.3 75.0 87.1: 25.0 12.9
Old : 100.0: 53.0 14.8 0.1 21.9 72.3 75.0 87.1: 25.0 12.9
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 : 71: 26 22 6 12 15 43 38:
Old : 71: 26 22 6 12 15 43 38:
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 : 33.1 58.5 48.1 73.1 33.1 58.5 48.1 73.1
Old : 33.1 58.5 48.1 73.1 33.1 58.5 48.1 73.1
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 22, 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 : 162,551: 76,545 38,545 373 30,609 91,187 107,527 130,105: 55,024 32,446
Old : 162,551: 76,545 38,545 373 30,609 91,187 107,527 130,105: 55,024 32,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 6,202: 1,983 1,755 34 7,936 4,975 9,953 6,764: -3,751 -562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 23.7 0.2 18.8 56.1 66.1 80.0: 33.9 20.0
Old : 100.0: 47.1 23.7 0.2 18.8 56.1 66.1 80.0: 33.9 20.0
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 : 131: 54 33 5 23 28 79 64:
Old : 131: 54 33 5 23 28 79 64:
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 : 18.3 39.9 28.6 52.5 18.2 39.1 28.3 51.5
Old : 18.3 39.9 28.6 52.5 18.2 39.1 28.3 51.5
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 22, 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 : 23,603: 19,874 1,229 0 442 21,007 20,316 22,236: 3,287 1,367
Old : 23,603: 19,874 1,229 0 442 21,007 20,316 22,236: 3,287 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 232: -332 18 0 311 -185 -21 -167: 253 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 5.2 0.0 1.9 89.0 86.1 94.2: 13.9 5.8
Old : 100.0: 84.2 5.2 0.0 1.9 89.0 86.1 94.2: 13.9 5.8
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 : 36: 15 5 0 3 14 18 19:
Old : 36: 15 5 0 3 14 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 : 60.6 71.1 74.6 84.5 60.6 71.1 74.6 84.5
Old : 60.6 71.1 74.6 84.5 60.6 71.1 74.6 84.5
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 22, 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 : 6,437,951: 1,050,350 283,021 914,005 3,632,336 4,461,457 5,596,691 5,658,483: 841,260 779,468
Old : 6,437,951: 1,050,350 283,021 914,005 3,632,336 4,461,457 5,596,691 5,658,483: 841,260 779,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 66,890: -50,766 -31,148 121,495 -16,558 -39,450 54,171 50,897: 12,719 15,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 4.4 14.2 56.4 69.3 86.9 87.9: 13.1 12.1
Old : 100.0: 16.3 4.4 14.2 56.4 69.3 86.9 87.9: 13.1 12.1
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 : 242: 62 45 78 111 118 212 210:
Old : 242: 62 45 78 111 118 212 210:
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 : 26.9 33.8 37.2 44.7 24.5 27.7 31.4 33.1
Old : 26.9 33.8 37.2 44.7 24.5 27.7 31.4 33.1
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 22, 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 : 364,400: 28,222 33,222 1,028 258,014 291,128 287,264 325,378: 77,136 39,022
Old : 364,400: 28,222 33,222 1,028 258,014 291,128 287,264 325,378: 77,136 39,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -106,894: 755 -5,601 -10,176 -61,777 -58,401 -71,198 -74,178: -35,696 -32,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.1 0.3 70.8 79.9 78.8 89.3: 21.2 10.7
Old : 100.0: 7.7 9.1 0.3 70.8 79.9 78.8 89.3: 21.2 10.7
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 : 137: 17 21 7 65 56 86 80:
Old : 137: 17 21 7 65 56 86 80:
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 34.8 34.2 50.0 23.6 34.8 32.8 49.1
Old : 24.9 34.8 34.2 50.0 23.6 34.8 32.8 49.1
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 22, 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 : 2,284,722: 420,038 306,277 27,125 1,670,317 1,732,646 2,117,480 2,066,048: 167,242 218,674
Old : 2,284,722: 420,038 306,277 27,125 1,670,317 1,732,646 2,117,480 2,066,048: 167,242 218,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -799,334: -74,518 -81,637 -28,352 -628,587 -606,039 -731,457 -716,028: -67,877 -83,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 13.4 1.2 73.1 75.8 92.7 90.4: 7.3 9.6
Old : 100.0: 18.4 13.4 1.2 73.1 75.8 92.7 90.4: 7.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 102 87 32 138 153 256 256:
Old : 423: 102 87 32 138 153 256 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 21.8 30.7 31.0 17.3 19.1 29.2 27.7
Old : 17.7 21.8 30.7 31.0 17.3 19.1 29.2 27.7
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 22, 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 : 102,450: 18,190 9,639 0 74,593 91,117 92,783 100,756: 9,667 1,694
Old : 102,450: 18,190 9,639 0 74,593 91,117 92,783 100,756: 9,667 1,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -10,224: 2,510 -1,712 -214 -13,223 -5,248 -10,927 -7,174: 703 -3,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.4 0.0 72.8 88.9 90.6 98.3: 9.4 1.7
Old : 100.0: 17.8 9.4 0.0 72.8 88.9 90.6 98.3: 9.4 1.7
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 : 80: 15 6 0 43 26 58 32:
Old : 80: 15 6 0 43 26 58 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 53.8 50.6 76.8 26.1 52.4 40.6 71.8
Old : 35.4 53.8 50.6 76.8 26.1 52.4 40.6 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 22, 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 : 17,797: 4,661 1,633 0 9,885 10,388 14,546 12,021: 3,251 5,776
Old : 17,797: 4,661 1,633 0 9,885 10,388 14,546 12,021: 3,251 5,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -15,834: 596 -4,267 -134 -14,101 -9,190 -13,639 -13,591: -2,195 -2,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 9.2 0.0 55.5 58.4 81.7 67.5: 18.3 32.5
Old : 100.0: 26.2 9.2 0.0 55.5 58.4 81.7 67.5: 18.3 32.5
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 : 30: 4 4 0 13 14 17 18:
Old : 30: 4 4 0 13 14 17 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 : 49.4 43.9 68.5 56.0 47.6 34.3 61.7 46.4
Old : 49.4 43.9 68.5 56.0 47.6 34.3 61.7 46.4
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, September 22, 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 : 288,165: 86,996 93,486 887 161,376 176,453 249,259 270,826: 38,906 17,339
Old : 288,165: 86,996 93,486 887 161,376 176,453 249,259 270,826: 38,906 17,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -125,935: -14,060 9,725 -10,360 -98,087 -123,207 -122,507 -123,842: -3,428 -2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 32.4 0.3 56.0 61.2 86.5 94.0: 13.5 6.0
Old : 100.0: 30.2 32.4 0.3 56.0 61.2 86.5 94.0: 13.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 62 52 9 55 65 121 122:
Old : 224: 62 52 9 55 65 121 122:
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 : 29.7 28.2 41.1 40.4 29.2 28.2 39.9 40.4
Old : 29.7 28.2 41.1 40.4 29.2 28.2 39.9 40.4
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 22, 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 : 109,900: 61,001 9,477 103 19,441 92,523 80,545 102,103: 29,355 7,797
Old : 109,900: 61,001 9,477 103 19,441 92,523 80,545 102,103: 29,355 7,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 5,588: 2,828 -95 103 1,935 4,222 4,866 4,230: 722 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 8.6 0.1 17.7 84.2 73.3 92.9: 26.7 7.1
Old : 100.0: 55.5 8.6 0.1 17.7 84.2 73.3 92.9: 26.7 7.1
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 : 53: 27 8 4 7 14 37 23:
Old : 53: 27 8 4 7 14 37 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 : 39.6 65.0 53.6 84.3 39.6 65.0 53.6 84.1
Old : 39.6 65.0 53.6 84.3 39.6 65.0 53.6 84.1
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 22, 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 : 33,461: 10,874 9,398 0 8,248 15,644 19,122 25,042: 14,339 8,419
Old : 33,461: 10,874 9,398 0 8,248 15,644 19,122 25,042: 14,339 8,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 1,324: 302 46 0 176 1,484 478 1,530: 846 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 28.1 0.0 24.6 46.8 57.1 74.8: 42.9 25.2
Old : 100.0: 32.5 28.1 0.0 24.6 46.8 57.1 74.8: 42.9 25.2
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 : 44: 14 8 0 14 11 28 19:
Old : 44: 14 8 0 14 11 28 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 : 19.9 47.4 31.2 61.7 19.9 47.1 31.2 61.1
Old : 19.9 47.4 31.2 61.7 19.9 47.1 31.2 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 22, 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 : 41,009: 11,126 5,389 130 24,274 13,220 35,530 18,739: 5,479 22,270
Old : 41,009: 11,126 5,389 130 24,274 13,220 35,530 18,739: 5,479 22,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 3,080: 1,894 1,113 -1,685 3,269 980 3,478 408: -398 2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 13.1 0.3 59.2 32.2 86.6 45.7: 13.4 54.3
Old : 100.0: 27.1 13.1 0.3 59.2 32.2 86.6 45.7: 13.4 54.3
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 : 50: 9 6 1 21 18 30 25:
Old : 50: 9 6 1 21 18 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 22.1 55.0 31.3 35.9 22.1 53.3 31.3
Old : 37.6 22.1 55.0 31.3 35.9 22.1 53.3 31.3
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 22, 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 : 24,332: 4,304 587 191 16,398 21,532 20,893 22,310: 3,439 2,022
Old : 24,332: 4,304 587 191 16,398 21,532 20,893 22,310: 3,439 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -390: 1,336 0 46 -300 576 1,082 622: -1,472 -1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.4 0.8 67.4 88.5 85.9 91.7: 14.1 8.3
Old : 100.0: 17.7 2.4 0.8 67.4 88.5 85.9 91.7: 14.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 2 3 12 14 21 18:
Old : 33: 8 2 3 12 14 21 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 : 53.1 64.1 69.2 80.7 48.4 64.1 64.3 79.4
Old : 53.1 64.1 69.2 80.7 48.4 64.1 64.3 79.4
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 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,550: 3,967 651 0 11,286 15,497 15,253 16,148: 1,297 402
Old : 16,550: 3,967 651 0 11,286 15,497 15,253 16,148: 1,297 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -625: 283 105 -2 -758 -461 -477 -358: -148 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.9 0.0 68.2 93.6 92.2 97.6: 7.8 2.4
Old : 100.0: 24.0 3.9 0.0 68.2 93.6 92.2 97.6: 7.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 3 0 8 3 18 6:
Old : 23: 10 3 0 8 3 18 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 : 58.4 96.2 73.6 97.6 58.4 96.2 73.6 97.5
Old : 58.4 96.2 73.6 97.6 58.4 96.2 73.6 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2008