BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 29, 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 : 3,921: 37 212 35 3,396 3,383 3,468 3,630: 453 291
Old : 3,921: 37 212 35 3,396 3,383 3,468 3,630: 453 291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 10: 0 -2 10 -28 -33 -18 -25: 28 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.4 0.9 86.6 86.3 88.4 92.6: 11.6 7.4
Old : 100.0: 0.9 5.4 0.9 86.6 86.3 88.4 92.6: 11.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 1 19 13 21 15:
Old : 25: 1 2 1 19 13 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 : 57.3 71.8 72.8 87.5 56.2 70.7 71.6 85.0
Old : 57.3 71.8 72.8 87.5 56.2 70.7 71.6 85.0
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 29, 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 : 24,730: 828 5,635 1,660 17,138 12,673 19,626 19,968: 5,104 4,762
Old : 24,730: 828 5,635 1,660 17,138 12,673 19,626 19,968: 5,104 4,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 466: -110 673 -13 295 -164 172 496: 294 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 22.8 6.7 69.3 51.2 79.4 80.7: 20.6 19.3
Old : 100.0: 3.3 22.8 6.7 69.3 51.2 79.4 80.7: 20.6 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 : 64: 9 17 13 30 20 47 42:
Old : 64: 9 17 13 30 20 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 36.9 51.3 56.8 35.6 36.3 50.6 54.3
Old : 36.3 36.9 51.3 56.8 35.6 36.3 50.6 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 29, 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 : 143,618: 30,924 51,826 22,603 73,157 44,392 126,684 118,821: 16,934 24,797
Old : 13,222: 6,840 5,443 8 4,257 4,590 11,105 10,041: 2,117 3,181
Other: 130,396: 27,922 50,221 18,757 68,900 39,802 115,579 108,780: 14,817 21,616
: : :
: : Changes in Commitments from: September 22, 2009 :
: 660: -1,016 -1,721 1,631 629 2,027 1,244 1,937: -584 -1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 36.1 15.7 50.9 30.9 88.2 82.7: 11.8 17.3
Old : 100.0: 51.7 41.2 0.1 32.2 34.7 84.0 75.9: 16.0 24.1
Other: 100.0: 21.4 38.5 14.4 52.8 30.5 88.6 83.4: 11.4 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 63 74 56 35 47 139 146:
Old : 92: 27 26 1 11 28 39 54:
Other: 205: 61 76 47 33 45 128 141:
:----------------------------------------------------------------------------------------------------
: 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 16.7 38.9 26.6 21.9 14.9 37.1 23.2
Old : 43.8 28.3 62.2 40.2 43.8 28.3 62.2 40.2
Other: 25.0 16.8 41.7 27.1 23.3 14.3 39.7 23.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 29, 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 : 255,073: 71,029 67,159 39,833 123,080 104,242 233,942 211,234: 21,131 43,839
Old : 255,073: 71,029 67,159 39,833 123,080 104,242 233,942 211,234: 21,131 43,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -2,017: 1,681 -3,480 -2,157 1,851 6,598 1,375 961: -3,392 -2,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 26.3 15.6 48.3 40.9 91.7 82.8: 8.3 17.2
Old : 100.0: 27.8 26.3 15.6 48.3 40.9 91.7 82.8: 8.3 17.2
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 : 346: 88 90 77 76 129 200 274:
Old : 346: 88 90 77 76 129 200 274:
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 : 21.3 12.5 34.7 20.2 20.3 11.0 31.0 17.6
Old : 21.3 12.5 34.7 20.2 20.3 11.0 31.0 17.6
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 29, 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 : 10,243: 3,941 3,941 1,232 2,887 2,999 8,060 8,172: 2,183 2,071
Old : 10,243: 3,941 3,941 1,232 2,887 2,999 8,060 8,172: 2,183 2,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 910: 11 44 458 159 21 628 523: 282 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 38.5 12.0 28.2 29.3 78.7 79.8: 21.3 20.2
Old : 100.0: 38.5 38.5 12.0 28.2 29.3 78.7 79.8: 21.3 20.2
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 : 85: 26 28 15 16 23 51 61:
Old : 85: 26 28 15 16 23 51 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 : 31.1 28.3 47.4 40.0 31.1 28.3 47.3 39.3
Old : 31.1 28.3 47.4 40.0 31.1 28.3 47.3 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 29, 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 : 26,672: 9,338 9,171 1,901 8,407 5,959 19,646 17,031: 7,026 9,641
Old : 26,672: 9,338 9,171 1,901 8,407 5,959 19,646 17,031: 7,026 9,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -648: -537 -108 -278 184 140 -631 -246: -17 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 34.4 7.1 31.5 22.3 73.7 63.9: 26.3 36.1
Old : 100.0: 35.0 34.4 7.1 31.5 22.3 73.7 63.9: 26.3 36.1
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 : 116: 27 34 20 34 33 72 78:
Old : 116: 27 34 20 34 33 72 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 21.6 33.1 29.8 21.4 21.2 31.1 26.7
Old : 22.1 21.6 33.1 29.8 21.4 21.2 31.1 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 15,774: 5,584 415 164 9,216 14,780 14,964 15,359: 810 415
Old : 15,774: 5,584 415 164 9,216 14,780 14,964 15,359: 810 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 2.6 1.0 58.4 93.7 94.9 97.4: 5.1 2.6
Old : 100.0: 35.4 2.6 1.0 58.4 93.7 94.9 97.4: 5.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 2 1 7 11 14 13:
Old : 21: 6 2 1 7 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 79.4 89.4 92.6 69.9 78.8 83.1 87.0
Old : 76.2 79.4 89.4 92.6 69.9 78.8 83.1 87.0
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 29, 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 : 71,015: 23,843 5,634 725 13,692 49,847 38,260 56,206: 32,755 14,809
Old : 71,015: 23,843 5,634 725 13,692 49,847 38,260 56,206: 32,755 14,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -18,039: -20,313 -3,970 -10 5,202 -14,678 -15,121 -18,658: -2,918 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 7.9 1.0 19.3 70.2 53.9 79.1: 46.1 20.9
Old : 100.0: 33.6 7.9 1.0 19.3 70.2 53.9 79.1: 46.1 20.9
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 : 65: 23 15 2 17 15 41 31:
Old : 65: 23 15 2 17 15 41 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 : 20.5 59.6 30.4 68.5 20.5 59.2 30.4 68.0
Old : 20.5 59.6 30.4 68.5 20.5 59.2 30.4 68.0
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 29, 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 : 45,542: 22,857 5,264 33 2,757 33,672 25,647 38,969: 19,895 6,573
Old : 45,542: 22,857 5,264 33 2,757 33,672 25,647 38,969: 19,895 6,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -6,545: -6,111 87 -43 1,169 -5,793 -4,985 -5,749: -1,560 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 11.6 0.1 6.1 73.9 56.3 85.6: 43.7 14.4
Old : 100.0: 50.2 11.6 0.1 6.1 73.9 56.3 85.6: 43.7 14.4
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 : 41: 18 8 1 3 14 22 22:
Old : 41: 18 8 1 3 14 22 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 : 28.6 60.6 40.0 73.5 28.6 60.6 39.8 73.4
Old : 28.6 60.6 40.0 73.5 28.6 60.6 39.8 73.4
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 29, 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 : 58,508: 25,928 36,787 7 29,439 19,413 55,374 56,207: 3,134 2,301
Old : 58,508: 25,928 36,787 7 29,439 19,413 55,374 56,207: 3,134 2,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 8,073: -3,285 11,875 7 11,574 -3,576 8,296 8,306: -223 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 62.9 0.0 50.3 33.2 94.6 96.1: 5.4 3.9
Old : 100.0: 44.3 62.9 0.0 50.3 33.2 94.6 96.1: 5.4 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 : 69: 29 18 1 14 11 44 29:
Old : 69: 29 18 1 14 11 44 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 : 55.7 65.7 69.4 82.6 55.7 65.7 69.2 82.3
Old : 55.7 65.7 69.4 82.6 55.7 65.7 69.2 82.3
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 29, 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 : 98,205: 16,129 63,955 28 66,057 10,203 82,214 74,186: 15,991 24,019
Old : 98,205: 16,129 63,955 28 66,057 10,203 82,214 74,186: 15,991 24,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 19,753: -1,692 14,539 16 24,294 222 22,618 14,777: -2,865 4,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 65.1 0.0 67.3 10.4 83.7 75.5: 16.3 24.5
Old : 100.0: 16.4 65.1 0.0 67.3 10.4 83.7 75.5: 16.3 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 16 32 2 18 12 36 44:
Old : 75: 16 32 2 18 12 36 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 41.4 62.0 49.8 44.2 41.4 61.1 49.8
Old : 44.8 41.4 62.0 49.8 44.2 41.4 61.1 49.8
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 29, 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 : 119,276: 63,449 18,593 32 26,598 82,515 90,079 101,140: 29,197 18,136
Old : 119,276: 63,449 18,593 32 26,598 82,515 90,079 101,140: 29,197 18,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -149: 180 939 -57 431 -3,786 554 -2,904: -703 2,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 15.6 0.0 22.3 69.2 75.5 84.8: 24.5 15.2
Old : 100.0: 53.2 15.6 0.0 22.3 69.2 75.5 84.8: 24.5 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 : 73: 31 19 3 11 15 45 34:
Old : 73: 31 19 3 11 15 45 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 : 30.7 59.6 45.7 71.9 30.7 59.6 45.7 71.9
Old : 30.7 59.6 45.7 71.9 30.7 59.6 45.7 71.9
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 29, 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 : 164,913: 77,852 38,086 430 32,122 94,246 110,404 132,762: 54,509 32,151
Old : 164,913: 77,852 38,086 430 32,122 94,246 110,404 132,762: 54,509 32,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 2,362: 1,307 -459 57 1,513 3,059 2,877 2,657: -515 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 23.1 0.3 19.5 57.1 66.9 80.5: 33.1 19.5
Old : 100.0: 47.2 23.1 0.3 19.5 57.1 66.9 80.5: 33.1 19.5
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 : 132: 53 37 9 20 28 76 71:
Old : 132: 53 37 9 20 28 76 71:
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 : 24.5 41.3 34.3 52.0 24.5 40.2 34.0 50.7
Old : 24.5 41.3 34.3 52.0 24.5 40.2 34.0 50.7
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 29, 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 : 23,776: 19,045 1,542 0 1,342 21,187 20,387 22,729: 3,389 1,047
Old : 23,776: 19,045 1,542 0 1,342 21,187 20,387 22,729: 3,389 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 173: -829 313 0 900 180 71 493: 102 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 6.5 0.0 5.6 89.1 85.7 95.6: 14.3 4.4
Old : 100.0: 80.1 6.5 0.0 5.6 89.1 85.7 95.6: 14.3 4.4
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 : 35: 15 5 0 4 12 19 17:
Old : 35: 15 5 0 4 12 19 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 : 59.5 70.5 73.2 85.5 59.5 70.5 73.2 84.5
Old : 59.5 70.5 73.2 85.5 59.5 70.5 73.2 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 29, 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 : 6,542,525: 1,013,030 323,918 955,869 3,748,237 4,499,626 5,717,136 5,779,413: 825,389 763,112
Old : 6,542,525: 1,013,030 323,918 955,869 3,748,237 4,499,626 5,717,136 5,779,413: 825,389 763,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 104,574: -37,320 40,897 41,864 115,901 38,169 120,445 120,930: -15,871 -16,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.0 14.6 57.3 68.8 87.4 88.3: 12.6 11.7
Old : 100.0: 15.5 5.0 14.6 57.3 68.8 87.4 88.3: 12.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 60 48 80 116 117 217 210:
Old : 242: 60 48 80 116 117 217 210:
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 : 25.6 32.1 36.5 43.3 23.5 25.9 30.3 31.7
Old : 25.6 32.1 36.5 43.3 23.5 25.9 30.3 31.7
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 29, 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 : 371,546: 26,713 33,475 926 255,295 295,162 282,934 329,563: 88,612 41,983
Old : 371,546: 26,713 33,475 926 255,295 295,162 282,934 329,563: 88,612 41,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 7,146: -1,509 253 -102 -2,719 4,034 -4,330 4,185: 11,476 2,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 9.0 0.2 68.7 79.4 76.2 88.7: 23.8 11.3
Old : 100.0: 7.2 9.0 0.2 68.7 79.4 76.2 88.7: 23.8 11.3
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 : 133: 15 22 6 63 54 82 78:
Old : 133: 15 22 6 63 54 82 78:
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 : 24.0 34.6 33.2 50.0 22.7 33.7 31.7 49.1
Old : 24.0 34.6 33.2 50.0 22.7 33.7 31.7 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 29, 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 : 2,338,950: 439,866 290,356 19,209 1,703,052 1,779,922 2,162,127 2,089,487: 176,823 249,463
Old : 2,338,950: 439,866 290,356 19,209 1,703,052 1,779,922 2,162,127 2,089,487: 176,823 249,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 54,228: 19,828 -15,921 -7,916 32,735 47,276 44,647 23,439: 9,581 30,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 12.4 0.8 72.8 76.1 92.4 89.3: 7.6 10.7
Old : 100.0: 18.8 12.4 0.8 72.8 76.1 92.4 89.3: 7.6 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 : 419: 104 81 25 141 151 256 246:
Old : 419: 104 81 25 141 151 256 246:
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 21.7 30.3 31.4 17.3 19.0 29.2 28.3
Old : 17.7 21.7 30.3 31.4 17.3 19.0 29.2 28.3
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 29, 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 : 108,875: 21,005 10,274 211 74,131 94,651 95,347 105,136: 13,528 3,739
Old : 108,875: 21,005 10,274 211 74,131 94,651 95,347 105,136: 13,528 3,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 6,425: 2,815 635 211 -462 3,534 2,564 4,380: 3,861 2,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 9.4 0.2 68.1 86.9 87.6 96.6: 12.4 3.4
Old : 100.0: 19.3 9.4 0.2 68.1 86.9 87.6 96.6: 12.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 17 8 1 45 30 63 38:
Old : 89: 17 8 1 45 30 63 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 : 33.9 52.8 47.9 74.7 25.3 51.6 38.3 69.9
Old : 33.9 52.8 47.9 74.7 25.3 51.6 38.3 69.9
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 29, 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 : 17,606: 4,937 908 0 8,890 11,191 13,827 12,099: 3,779 5,507
Old : 17,606: 4,937 908 0 8,890 11,191 13,827 12,099: 3,779 5,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -191: 276 -725 0 -995 803 -719 78: 528 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.2 0.0 50.5 63.6 78.5 68.7: 21.5 31.3
Old : 100.0: 28.0 5.2 0.0 50.5 63.6 78.5 68.7: 21.5 31.3
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 : 32: 5 3 0 13 17 18 20:
Old : 32: 5 3 0 13 17 18 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 : 45.1 43.7 64.3 55.1 43.8 34.0 56.8 45.4
Old : 45.1 43.7 64.3 55.1 43.8 34.0 56.8 45.4
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 29, 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 : 314,232: 110,375 88,082 2,989 158,737 203,375 272,101 294,446: 42,131 19,786
Old : 314,232: 110,375 88,082 2,989 158,737 203,375 272,101 294,446: 42,131 19,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 26,067: 23,379 -5,404 2,102 -2,639 26,922 22,842 23,620: 3,225 2,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 28.0 1.0 50.5 64.7 86.6 93.7: 13.4 6.3
Old : 100.0: 35.1 28.0 1.0 50.5 64.7 86.6 93.7: 13.4 6.3
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 : 224: 65 47 10 57 68 126 121:
Old : 224: 65 47 10 57 68 126 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 30.7 41.2 44.6 28.8 30.5 40.6 44.4
Old : 29.2 30.7 41.2 44.6 28.8 30.5 40.6 44.4
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 29, 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 : 104,250: 55,700 8,002 83 20,795 87,859 76,578 95,944: 27,672 8,306
Old : 104,250: 55,700 8,002 83 20,795 87,859 76,578 95,944: 27,672 8,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -5,650: -5,301 -1,475 -20 1,354 -4,664 -3,967 -6,159: -1,683 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 7.7 0.1 19.9 84.3 73.5 92.0: 26.5 8.0
Old : 100.0: 53.4 7.7 0.1 19.9 84.3 73.5 92.0: 26.5 8.0
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 : 48: 24 8 2 8 11 34 19:
Old : 48: 24 8 2 8 11 34 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 : 40.6 69.5 54.7 86.1 40.6 69.5 54.7 85.5
Old : 40.6 69.5 54.7 86.1 40.6 69.5 54.7 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 29, 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 : 31,497: 12,795 4,396 0 11,394 18,714 24,189 23,110: 7,308 8,387
Old : 31,497: 12,795 4,396 0 11,394 18,714 24,189 23,110: 7,308 8,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -1,964: 1,921 -5,002 0 3,146 3,070 5,067 -1,932: -7,031 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 14.0 0.0 36.2 59.4 76.8 73.4: 23.2 26.6
Old : 100.0: 40.6 14.0 0.0 36.2 59.4 76.8 73.4: 23.2 26.6
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 : 49: 16 7 0 16 14 32 21:
Old : 49: 16 7 0 16 14 32 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 43.9 49.1 58.3 33.9 43.3 48.6 57.3
Old : 33.9 43.9 49.1 58.3 33.9 43.3 48.6 57.3
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 29, 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 : 43,466: 9,492 8,380 649 27,672 13,774 37,813 22,803: 5,653 20,663
Old : 43,466: 9,492 8,380 649 27,672 13,774 37,813 22,803: 5,653 20,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 2,457: -1,634 2,991 519 3,398 554 2,283 4,064: 174 -1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 19.3 1.5 63.7 31.7 87.0 52.5: 13.0 47.5
Old : 100.0: 21.8 19.3 1.5 63.7 31.7 87.0 52.5: 13.0 47.5
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 : 56: 9 9 1 24 19 33 29:
Old : 56: 9 9 1 24 19 33 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 : 38.0 21.2 54.7 33.5 34.1 21.2 50.1 32.3
Old : 38.0 21.2 54.7 33.5 34.1 21.2 50.1 32.3
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 29, 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 : 24,604: 4,618 587 207 15,758 21,983 20,583 22,777: 4,021 1,827
Old : 24,604: 4,618 587 207 15,758 21,983 20,583 22,777: 4,021 1,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 272: 314 0 16 -640 451 -310 467: 582 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 2.4 0.8 64.0 89.3 83.7 92.6: 16.3 7.4
Old : 100.0: 18.8 2.4 0.8 64.0 89.3 83.7 92.6: 16.3 7.4
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 : 34: 9 2 3 11 14 21 18:
Old : 34: 9 2 3 11 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 : 51.4 63.3 66.1 81.6 46.8 63.3 61.3 80.4
Old : 51.4 63.3 66.1 81.6 46.8 63.3 61.3 80.4
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 29, 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 : 17,498: 3,604 1,127 0 12,799 15,731 16,403 16,858: 1,095 640
Old : 17,498: 3,604 1,127 0 12,799 15,731 16,403 16,858: 1,095 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 948: -363 476 0 1,513 234 1,150 710: -202 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.4 0.0 73.1 89.9 93.7 96.3: 6.3 3.7
Old : 100.0: 20.6 6.4 0.0 73.1 89.9 93.7 96.3: 6.3 3.7
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 : 21: 8 4 0 8 2 16 6:
Old : 21: 8 4 0 8 2 16 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 : 62.9 95.1 78.4 96.3 62.9 95.0 78.4 96.3
Old : 62.9 95.1 78.4 96.3 62.9 95.0 78.4 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009