BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 6, 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 : 3,199: 42 10 100 2,605 2,803 2,747 2,913: 452 286
Old : 3,199: 42 10 100 2,605 2,803 2,747 2,913: 452 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -722: 5 -202 65 -791 -580 -721 -717: -1 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.3 3.1 81.4 87.6 85.9 91.1: 14.1 8.9
Old : 100.0: 1.3 0.3 3.1 81.4 87.6 85.9 91.1: 14.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 15 10 18 12:
Old : 22: 1 1 2 15 10 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 73.6 72.6 87.7 55.5 72.1 72.6 85.3
Old : 55.5 73.6 72.6 87.7 55.5 72.1 72.6 85.3
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, October 6, 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 : 22,222: 1,476 4,245 1,364 14,223 11,813 17,063 17,422: 5,159 4,800
Old : 22,222: 1,476 4,245 1,364 14,223 11,813 17,063 17,422: 5,159 4,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -2,508: 648 -1,390 -296 -2,915 -860 -2,563 -2,546: 55 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 19.1 6.1 64.0 53.2 76.8 78.4: 23.2 21.6
Old : 100.0: 6.6 19.1 6.1 64.0 53.2 76.8 78.4: 23.2 21.6
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 : 58: 12 12 11 26 18 42 37:
Old : 58: 12 12 11 26 18 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 39.8 46.4 58.2 32.0 38.0 45.8 55.7
Old : 32.6 39.8 46.4 58.2 32.0 38.0 45.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 6, 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 : 148,758: 30,789 55,093 22,399 78,241 45,095 131,429 122,587: 17,329 26,171
Old : 148,335: 30,836 55,094 22,351 77,914 44,910 131,101 122,355: 17,234 25,980
Other: 423: 1 47 0 327 185 328 232: 95 191
: : :
: : Changes in Commitments from: September 29, 2009 :
: 5,140: -135 3,267 -204 5,084 703 4,745 3,766: 395 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 37.0 15.1 52.6 30.3 88.4 82.4: 11.6 17.6
Old : 100.0: 20.8 37.1 15.1 52.5 30.3 88.4 82.5: 11.6 17.5
Other: 100.0: 0.2 11.1 0.0 77.3 43.7 77.5 54.8: 22.5 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 61 74 55 33 44 136 145:
Old : 209: 61 74 55 33 44 136 145:
Other: 11: 1 1 0 3 6 4 7:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 16.1 38.2 26.0 21.3 14.3 36.0 22.3
Old : 22.4 16.1 38.1 26.0 21.2 14.4 35.9 22.4
Other: 77.5 49.4 77.5 54.8 77.5 49.4 77.5 54.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 6, 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 : 255,493: 68,729 67,648 39,182 125,978 102,322 233,889 209,152: 21,604 46,341
Old : 255,493: 68,729 67,648 39,182 125,978 102,322 233,889 209,152: 21,604 46,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 420: -2,300 489 -651 2,898 -1,920 -53 -2,082: 473 2,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 26.5 15.3 49.3 40.0 91.5 81.9: 8.5 18.1
Old : 100.0: 26.9 26.5 15.3 49.3 40.0 91.5 81.9: 8.5 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 91 96 75 83 124 210 273:
Old : 359: 91 96 75 83 124 210 273:
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 : 21.2 12.0 34.6 19.6 20.7 10.8 32.5 17.1
Old : 21.2 12.0 34.6 19.6 20.7 10.8 32.5 17.1
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, October 6, 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 : 10,125: 3,896 3,907 1,257 2,753 3,006 7,906 8,170: 2,219 1,955
Old : 10,125: 3,896 3,907 1,257 2,753 3,006 7,906 8,170: 2,219 1,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -118: -45 -34 25 -134 7 -154 -2: 36 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 38.6 12.4 27.2 29.7 78.1 80.7: 21.9 19.3
Old : 100.0: 38.5 38.6 12.4 27.2 29.7 78.1 80.7: 21.9 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 : 81: 28 24 12 15 22 47 56:
Old : 81: 28 24 12 15 22 47 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 : 30.0 30.8 47.3 43.5 30.0 30.8 45.9 42.2
Old : 30.0 30.8 47.3 43.5 30.0 30.8 45.9 42.2
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, October 6, 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 : 27,347: 9,236 10,137 2,470 8,590 5,205 20,296 17,812: 7,051 9,535
Old : 27,347: 9,236 10,137 2,470 8,590 5,205 20,296 17,812: 7,051 9,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 675: -102 966 569 183 -754 650 781: 25 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 37.1 9.0 31.4 19.0 74.2 65.1: 25.8 34.9
Old : 100.0: 33.8 37.1 9.0 31.4 19.0 74.2 65.1: 25.8 34.9
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 : 120: 28 36 24 36 28 80 77:
Old : 120: 28 36 24 36 28 80 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 23.3 33.1 31.9 20.8 22.6 30.4 28.3
Old : 22.0 23.3 33.1 31.9 20.8 22.6 30.4 28.3
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, October 6, 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 : 17,171: 5,575 370 164 9,643 16,223 15,382 16,757: 1,789 414
Old : 17,171: 5,575 370 164 9,643 16,223 15,382 16,757: 1,789 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 1,397: -9 -45 0 427 1,443 418 1,398: 979 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 2.2 1.0 56.2 94.5 89.6 97.6: 10.4 2.4
Old : 100.0: 32.5 2.2 1.0 56.2 94.5 89.6 97.6: 10.4 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 : 20: 6 1 1 8 10 15 11:
Old : 20: 6 1 1 8 10 15 11:
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 : 70.2 77.7 84.2 93.6 59.9 74.8 73.6 83.8
Old : 70.2 77.7 84.2 93.6 59.9 74.8 73.6 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 6, 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 : 88,135: 41,391 5,616 765 10,339 66,013 52,495 72,394: 35,640 15,741
Old : 88,135: 41,391 5,616 765 10,339 66,013 52,495 72,394: 35,640 15,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 17,120: 17,548 -18 40 -3,353 16,166 14,235 16,188: 2,885 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 6.4 0.9 11.7 74.9 59.6 82.1: 40.4 17.9
Old : 100.0: 47.0 6.4 0.9 11.7 74.9 59.6 82.1: 40.4 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 34 10 5 13 20 49 33:
Old : 72: 34 10 5 13 20 49 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 : 25.4 53.3 34.3 66.9 25.4 52.7 34.3 66.2
Old : 25.4 53.3 34.3 66.9 25.4 52.7 34.3 66.2
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, October 6, 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 : 49,587: 28,261 4,791 51 2,200 37,603 30,512 42,445: 19,075 7,142
Old : 49,587: 28,261 4,791 51 2,200 37,603 30,512 42,445: 19,075 7,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 4,045: 5,404 -473 18 -557 3,931 4,865 3,476: -820 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 9.7 0.1 4.4 75.8 61.5 85.6: 38.5 14.4
Old : 100.0: 57.0 9.7 0.1 4.4 75.8 61.5 85.6: 38.5 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: 20 8 2 2 13 23 22:
Old : 41: 20 8 2 2 13 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 61.8 44.5 74.1 34.0 61.8 44.1 74.1
Old : 34.0 61.8 44.5 74.1 34.0 61.8 44.1 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 6, 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 : 66,272: 25,032 45,585 126 37,713 17,910 62,871 63,621: 3,401 2,651
Old : 66,272: 25,032 45,585 126 37,713 17,910 62,871 63,621: 3,401 2,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 7,764: -896 8,798 119 8,274 -1,503 7,497 7,414: 267 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 68.8 0.2 56.9 27.0 94.9 96.0: 5.1 4.0
Old : 100.0: 37.8 68.8 0.2 56.9 27.0 94.9 96.0: 5.1 4.0
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 : 71: 23 27 1 14 10 38 37:
Old : 71: 23 27 1 14 10 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 61.4 74.3 78.4 60.8 61.4 74.2 78.1
Old : 60.8 61.4 74.3 78.4 60.8 61.4 74.2 78.1
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, October 6, 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 : 111,463: 12,636 74,742 18 81,278 10,406 93,932 85,166: 17,531 26,297
Old : 111,463: 12,636 74,742 18 81,278 10,406 93,932 85,166: 17,531 26,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 13,258: -3,493 10,787 -10 15,221 203 11,718 10,980: 1,540 2,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 67.1 0.0 72.9 9.3 84.3 76.4: 15.7 23.6
Old : 100.0: 11.3 67.1 0.0 72.9 9.3 84.3 76.4: 15.7 23.6
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 : 79: 15 38 2 18 14 35 52:
Old : 79: 15 38 2 18 14 35 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 38.4 65.8 47.4 51.4 38.4 65.3 47.4
Old : 51.8 38.4 65.8 47.4 51.4 38.4 65.3 47.4
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, October 6, 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 : 120,340: 62,127 17,484 131 25,847 85,016 88,105 102,631: 32,235 17,709
Old : 120,340: 62,127 17,484 131 25,847 85,016 88,105 102,631: 32,235 17,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 1,064: -1,322 -1,109 99 -751 2,501 -1,974 1,491: 3,038 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 14.5 0.1 21.5 70.6 73.2 85.3: 26.8 14.7
Old : 100.0: 51.6 14.5 0.1 21.5 70.6 73.2 85.3: 26.8 14.7
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 : 77: 36 18 4 10 17 49 36:
Old : 77: 36 18 4 10 17 49 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 61.0 43.3 71.7 29.2 61.0 43.3 71.7
Old : 29.2 61.0 43.3 71.7 29.2 61.0 43.3 71.7
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, October 6, 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 : 170,878: 86,229 35,184 356 30,059 105,599 116,644 141,139: 54,234 29,739
Old : 170,878: 86,229 35,184 356 30,059 105,599 116,644 141,139: 54,234 29,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 5,965: 8,377 -2,902 -74 -2,063 11,353 6,240 8,377: -275 -2,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 20.6 0.2 17.6 61.8 68.3 82.6: 31.7 17.4
Old : 100.0: 50.5 20.6 0.2 17.6 61.8 68.3 82.6: 31.7 17.4
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 : 127: 52 32 7 24 29 79 65:
Old : 127: 52 32 7 24 29 79 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 45.7 31.6 57.3 20.2 44.4 31.5 56.1
Old : 20.2 45.7 31.6 57.3 20.2 44.4 31.5 56.1
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, October 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,851: 19,606 1,513 0 2,190 22,212 21,796 23,725: 3,055 1,126
Old : 24,851: 19,606 1,513 0 2,190 22,212 21,796 23,725: 3,055 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 1,075: 561 -29 0 848 1,025 1,409 996: -334 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 6.1 0.0 8.8 89.4 87.7 95.5: 12.3 4.5
Old : 100.0: 78.9 6.1 0.0 8.8 89.4 87.7 95.5: 12.3 4.5
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 : 41: 18 6 0 5 13 23 19:
Old : 41: 18 6 0 5 13 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 69.2 72.5 85.7 58.5 67.7 72.5 84.0
Old : 58.5 69.2 72.5 85.7 58.5 67.7 72.5 84.0
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, October 6, 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 : 6,862,458: 1,208,220 377,653 884,078 3,897,297 4,826,462 5,989,595 6,088,193: 872,863 774,265
Old : 6,862,458: 1,208,220 377,653 884,078 3,897,297 4,826,462 5,989,595 6,088,193: 872,863 774,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 319,933: 195,190 53,735 -71,791 149,060 326,836 272,459 308,780: 47,474 11,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.5 12.9 56.8 70.3 87.3 88.7: 12.7 11.3
Old : 100.0: 17.6 5.5 12.9 56.8 70.3 87.3 88.7: 12.7 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 : 250: 68 45 81 122 118 225 214:
Old : 250: 68 45 81 122 118 225 214:
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 : 27.0 33.1 38.3 44.4 25.3 27.2 32.6 33.5
Old : 27.0 33.1 38.3 44.4 25.3 27.2 32.6 33.5
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, October 6, 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 : 382,737: 24,378 38,039 1,021 246,373 297,457 271,772 336,517: 110,965 46,220
Old : 382,737: 24,378 38,039 1,021 246,373 297,457 271,772 336,517: 110,965 46,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 11,191: -2,335 4,564 95 -8,922 2,295 -11,162 6,954: 22,353 4,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.9 0.3 64.4 77.7 71.0 87.9: 29.0 12.1
Old : 100.0: 6.4 9.9 0.3 64.4 77.7 71.0 87.9: 29.0 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 : 134: 16 25 6 63 51 81 80:
Old : 134: 16 25 6 63 51 81 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 : 21.2 35.8 30.3 51.0 19.8 34.9 28.9 50.0
Old : 21.2 35.8 30.3 51.0 19.8 34.9 28.9 50.0
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, October 6, 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 : 2,334,675: 462,070 299,497 31,459 1,673,668 1,689,030 2,167,197 2,019,986: 167,478 314,689
Old : 2,334,675: 462,070 299,497 31,459 1,673,668 1,689,030 2,167,197 2,019,986: 167,478 314,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -4,275: 22,204 9,141 12,250 -29,384 -90,892 5,070 -69,501: -9,345 65,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 12.8 1.3 71.7 72.3 92.8 86.5: 7.2 13.5
Old : 100.0: 19.8 12.8 1.3 71.7 72.3 92.8 86.5: 7.2 13.5
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 : 429: 98 89 31 148 162 261 267:
Old : 429: 98 89 31 148 162 261 267:
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 : 16.4 19.7 28.9 28.1 16.3 16.6 27.7 24.1
Old : 16.4 19.7 28.9 28.1 16.3 16.6 27.7 24.1
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, October 6, 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 : 111,708: 20,463 10,185 204 76,461 97,856 97,128 108,245: 14,580 3,463
Old : 111,708: 20,463 10,185 204 76,461 97,856 97,128 108,245: 14,580 3,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 2,833: -542 -89 -7 2,330 3,205 1,781 3,109: 1,052 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 9.1 0.2 68.4 87.6 86.9 96.9: 13.1 3.1
Old : 100.0: 18.3 9.1 0.2 68.4 87.6 86.9 96.9: 13.1 3.1
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 : 85: 14 7 1 45 31 59 39:
Old : 85: 14 7 1 45 31 59 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 53.7 47.1 75.5 24.0 53.7 37.9 71.0
Old : 32.3 53.7 47.1 75.5 24.0 53.7 37.9 71.0
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, October 6, 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 : 18,502: 6,443 503 0 8,216 12,281 14,659 12,784: 3,843 5,718
Old : 18,502: 6,443 503 0 8,216 12,281 14,659 12,784: 3,843 5,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 896: 1,506 -405 0 -674 1,090 832 685: 64 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 2.7 0.0 44.4 66.4 79.2 69.1: 20.8 30.9
Old : 100.0: 34.8 2.7 0.0 44.4 66.4 79.2 69.1: 20.8 30.9
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 : 35: 6 2 0 14 19 20 21:
Old : 35: 6 2 0 14 19 20 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 : 44.0 41.5 60.4 53.7 39.2 32.2 53.8 44.5
Old : 44.0 41.5 60.4 53.7 39.2 32.2 53.8 44.5
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, October 6, 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 : 332,087: 125,058 101,701 4,411 163,629 210,210 293,098 316,322: 38,989 15,765
Old : 332,087: 125,058 101,701 4,411 163,629 210,210 293,098 316,322: 38,989 15,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 17,855: 14,683 13,619 1,422 4,892 6,835 20,997 21,876: -3,142 -4,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 30.6 1.3 49.3 63.3 88.3 95.3: 11.7 4.7
Old : 100.0: 37.7 30.6 1.3 49.3 63.3 88.3 95.3: 11.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 67 45 9 62 70 133 120:
Old : 230: 67 45 9 62 70 133 120:
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 : 30.4 28.2 43.2 42.5 30.0 28.2 42.4 42.5
Old : 30.4 28.2 43.2 42.5 30.0 28.2 42.4 42.5
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, October 6, 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 : 110,359: 58,029 7,864 89 23,247 91,476 81,365 99,429: 28,994 10,930
Old : 110,359: 58,029 7,864 89 23,247 91,476 81,365 99,429: 28,994 10,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 6,109: 2,329 -138 6 2,452 3,617 4,787 3,485: 1,322 2,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 7.1 0.1 21.1 82.9 73.7 90.1: 26.3 9.9
Old : 100.0: 52.6 7.1 0.1 21.1 82.9 73.7 90.1: 26.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 29 6 3 8 12 39 19:
Old : 51: 29 6 3 8 12 39 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 : 38.5 69.6 53.6 85.0 38.5 69.1 52.0 81.6
Old : 38.5 69.6 53.6 85.0 38.5 69.1 52.0 81.6
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, October 6, 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 : 29,266: 10,364 2,283 0 11,764 18,355 22,128 20,638: 7,138 8,628
Old : 29,266: 10,364 2,283 0 11,764 18,355 22,128 20,638: 7,138 8,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -2,231: -2,431 -2,113 0 370 -359 -2,061 -2,472: -170 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.8 0.0 40.2 62.7 75.6 70.5: 24.4 29.5
Old : 100.0: 35.4 7.8 0.0 40.2 62.7 75.6 70.5: 24.4 29.5
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 : 49: 18 5 0 16 14 34 19:
Old : 49: 18 5 0 16 14 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 : 27.0 46.0 40.8 58.6 26.8 45.2 39.4 57.3
Old : 27.0 46.0 40.8 58.6 26.8 45.2 39.4 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, October 6, 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 : 42,264: 9,017 10,697 1,133 26,142 14,111 36,292 25,941: 5,972 16,323
Old : 42,264: 9,017 10,697 1,133 26,142 14,111 36,292 25,941: 5,972 16,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -1,202: -475 2,317 484 -1,530 337 -1,521 3,138: 319 -4,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 25.3 2.7 61.9 33.4 85.9 61.4: 14.1 38.6
Old : 100.0: 21.3 25.3 2.7 61.9 33.4 85.9 61.4: 14.1 38.6
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 : 60: 7 15 1 25 18 33 33:
Old : 60: 7 15 1 25 18 33 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 : 39.5 22.9 54.7 36.8 36.9 22.9 52.0 34.9
Old : 39.5 22.9 54.7 36.8 36.9 22.9 52.0 34.9
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, October 6, 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 : 24,918: 5,615 587 215 15,954 22,521 21,784 23,323: 3,134 1,595
Old : 24,918: 5,615 587 215 15,954 22,521 21,784 23,323: 3,134 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 314: 997 0 8 196 538 1,201 546: -887 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 2.4 0.9 64.0 90.4 87.4 93.6: 12.6 6.4
Old : 100.0: 22.5 2.4 0.9 64.0 90.4 87.4 93.6: 12.6 6.4
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 : 38: 9 2 3 14 15 24 19:
Old : 38: 9 2 3 14 15 24 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 : 49.7 61.7 67.0 80.8 45.2 61.7 62.3 80.5
Old : 49.7 61.7 67.0 80.8 45.2 61.7 62.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, October 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 17,017: 2,920 480 0 10,188 15,419 13,108 15,899: 3,909 1,118
Old : 17,017: 2,920 480 0 10,188 15,419 13,108 15,899: 3,909 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -108: 384 -387 0 -811 170 -427 -217: 319 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.8 0.0 59.9 90.6 77.0 93.4: 23.0 6.6
Old : 100.0: 17.2 2.8 0.0 59.9 90.6 77.0 93.4: 23.0 6.6
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 : 20: 7 1 0 7 6 14 7:
Old : 20: 7 1 0 7 6 14 7:
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 : 55.1 89.7 67.3 93.4 54.0 89.7 66.2 92.4
Old : 55.1 89.7 67.3 93.4 54.0 89.7 66.2 92.4
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, October 6, 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 : 17,835: 3,612 1,097 0 12,962 16,097 16,574 17,194: 1,261 641
Old : 17,835: 3,612 1,097 0 12,962 16,097 16,574 17,194: 1,261 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 337: 8 -30 0 163 366 171 336: 166 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.2 0.0 72.7 90.3 92.9 96.4: 7.1 3.6
Old : 100.0: 20.3 6.2 0.0 72.7 90.3 92.9 96.4: 7.1 3.6
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: 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 : 62.6 95.2 77.8 96.4 62.6 95.1 77.8 96.3
Old : 62.6 95.2 77.8 96.4 62.6 95.1 77.8 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2008