BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 13, 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 : 3,210: 42 48 101 2,629 2,782 2,772 2,931: 438 279
Old : 3,210: 42 48 101 2,629 2,782 2,772 2,931: 438 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 11: 0 38 1 24 -21 25 18: -14 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.5 3.1 81.9 86.7 86.4 91.3: 13.6 8.7
Old : 100.0: 1.3 1.5 3.1 81.9 86.7 86.4 91.3: 13.6 8.7
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 : 23: 1 1 2 15 11 18 13:
Old : 23: 1 1 2 15 11 18 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 : 55.4 70.7 72.4 87.1 55.4 69.4 72.4 84.3
Old : 55.4 70.7 72.4 87.1 55.4 69.4 72.4 84.3
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 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 23,457: 1,576 4,629 1,739 14,664 12,397 17,979 18,765: 5,478 4,692
Old : 23,457: 1,576 4,629 1,739 14,664 12,397 17,979 18,765: 5,478 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,235: 100 384 375 441 584 916 1,343: 319 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.7 7.4 62.5 52.8 76.6 80.0: 23.4 20.0
Old : 100.0: 6.7 19.7 7.4 62.5 52.8 76.6 80.0: 23.4 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 11 14 16 27 18 47 40:
Old : 61: 11 14 16 27 18 47 40:
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 : 31.0 40.9 44.2 58.5 30.4 38.3 43.6 55.4
Old : 31.0 40.9 44.2 58.5 30.4 38.3 43.6 55.4
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 13, 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 : 155,679: 34,725 49,302 27,255 74,188 52,632 136,168 129,189: 19,511 26,490
Old : 154,491: 34,753 49,206 27,175 73,166 51,737 135,094 128,118: 19,397 26,373
Other: 1,188: 50 174 2 1,022 895 1,074 1,071: 114 117
: : :
: : Changes in Commitments from: October 6, 2009 :
: 6,921: 3,936 -5,791 4,856 -4,053 7,537 4,739 6,602: 2,182 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 31.7 17.5 47.7 33.8 87.5 83.0: 12.5 17.0
Old : 100.0: 22.5 31.9 17.6 47.4 33.5 87.4 82.9: 12.6 17.1
Other: 100.0: 4.2 14.6 0.2 86.0 75.3 90.4 90.2: 9.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 67 73 63 35 51 145 159:
Old : 221: 67 73 63 35 51 145 159:
Other: 18: 1 4 2 4 9 7 13:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 18.8 36.0 29.1 21.4 15.9 35.1 24.2
Old : 21.2 18.5 35.6 28.9 20.9 15.5 34.8 23.9
Other: 90.2 78.1 90.4 86.1 90.2 78.1 90.2 86.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 13, 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 : 256,823: 69,693 69,715 42,303 124,107 101,897 236,103 213,915: 20,720 42,908
Old : 256,823: 69,693 69,715 42,303 124,107 101,897 236,103 213,915: 20,720 42,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,330: 964 2,067 3,121 -1,871 -425 2,214 4,763: -884 -3,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 27.1 16.5 48.3 39.7 91.9 83.3: 8.1 16.7
Old : 100.0: 27.1 27.1 16.5 48.3 39.7 91.9 83.3: 8.1 16.7
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 : 358: 87 94 72 89 132 211 277:
Old : 358: 87 94 72 89 132 211 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 12.4 34.1 19.7 20.6 10.9 32.5 17.1
Old : 20.7 12.4 34.1 19.7 20.6 10.9 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 13, 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 : 10,007: 4,038 4,718 692 2,855 2,436 7,585 7,846: 2,422 2,161
Old : 10,007: 4,038 4,718 692 2,855 2,436 7,585 7,846: 2,422 2,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -118: 142 811 -565 102 -570 -321 -324: 203 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 47.1 6.9 28.5 24.3 75.8 78.4: 24.2 21.6
Old : 100.0: 40.4 47.1 6.9 28.5 24.3 75.8 78.4: 24.2 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 : 75: 28 23 9 14 18 44 49:
Old : 75: 28 23 9 14 18 44 49:
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 : 30.9 32.5 47.5 47.0 30.9 32.5 47.5 47.0
Old : 30.9 32.5 47.5 47.0 30.9 32.5 47.5 47.0
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 13, 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 : 27,546: 9,542 10,629 2,397 8,139 4,810 20,078 17,836: 7,468 9,710
Old : 27,546: 9,542 10,629 2,397 8,139 4,810 20,078 17,836: 7,468 9,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 199: 306 492 -73 -451 -395 -218 24: 417 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 38.6 8.7 29.5 17.5 72.9 64.7: 27.1 35.3
Old : 100.0: 34.6 38.6 8.7 29.5 17.5 72.9 64.7: 27.1 35.3
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 : 120: 31 36 22 37 31 80 79:
Old : 120: 31 36 22 37 31 80 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 23.2 31.8 32.3 20.6 23.2 29.9 30.1
Old : 21.1 23.2 31.8 32.3 20.6 23.2 29.9 30.1
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 13, 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 : 19,223: 7,108 537 196 9,415 18,117 16,719 18,850: 2,504 373
Old : 19,223: 7,108 537 196 9,415 18,117 16,719 18,850: 2,504 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,052: 1,533 167 32 -228 1,894 1,337 2,093: 715 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 2.8 1.0 49.0 94.2 87.0 98.1: 13.0 1.9
Old : 100.0: 37.0 2.8 1.0 49.0 94.2 87.0 98.1: 13.0 1.9
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 : 20: 6 2 1 6 10 13 12:
Old : 20: 6 2 1 6 10 13 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 : 68.2 75.0 81.7 92.7 55.4 69.5 66.4 77.8
Old : 68.2 75.0 81.7 92.7 55.4 69.5 66.4 77.8
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 13, 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 : 102,958: 50,739 6,543 779 13,632 78,885 65,150 86,207: 37,808 16,751
Old : 102,958: 50,739 6,543 779 13,632 78,885 65,150 86,207: 37,808 16,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 14,823: 9,348 927 14 3,293 12,872 12,655 13,813: 2,168 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 6.4 0.8 13.2 76.6 63.3 83.7: 36.7 16.3
Old : 100.0: 49.3 6.4 0.8 13.2 76.6 63.3 83.7: 36.7 16.3
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 : 75: 35 9 5 16 20 52 33:
Old : 75: 35 9 5 16 20 52 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 : 25.9 53.4 35.4 68.4 25.9 52.6 35.4 67.5
Old : 25.9 53.4 35.4 68.4 25.9 52.6 35.4 67.5
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 13, 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 : 50,413: 27,537 5,258 22 3,002 38,063 30,561 43,343: 19,852 7,070
Old : 50,413: 27,537 5,258 22 3,002 38,063 30,561 43,343: 19,852 7,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 826: -724 467 -29 802 460 49 898: 777 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 10.4 0.0 6.0 75.5 60.6 86.0: 39.4 14.0
Old : 100.0: 54.6 10.4 0.0 6.0 75.5 60.6 86.0: 39.4 14.0
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 : 37: 19 7 2 2 11 22 19:
Old : 37: 19 7 2 2 11 22 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 : 33.8 64.3 45.7 76.7 33.7 64.3 44.9 76.7
Old : 33.8 64.3 45.7 76.7 33.7 64.3 44.9 76.7
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 13, 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 : 58,033: 32,215 24,266 123 20,840 31,602 53,178 55,991: 4,855 2,042
Old : 58,033: 32,215 24,266 123 20,840 31,602 53,178 55,991: 4,855 2,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -8,239: 7,183 -21,319 -3 -16,873 13,692 -9,693 -7,630: 1,454 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 41.8 0.2 35.9 54.5 91.6 96.5: 8.4 3.5
Old : 100.0: 55.5 41.8 0.2 35.9 54.5 91.6 96.5: 8.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 31 20 2 13 14 44 36:
Old : 75: 31 20 2 13 14 44 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 : 54.2 47.7 66.7 67.4 54.2 47.7 66.4 65.0
Old : 54.2 47.7 66.7 67.4 54.2 47.7 66.4 65.0
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 13, 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 : 116,449: 9,898 75,244 18 88,874 12,176 98,790 87,438: 17,659 29,011
Old : 116,449: 9,898 75,244 18 88,874 12,176 98,790 87,438: 17,659 29,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 4,986: -2,738 502 0 7,596 1,770 4,858 2,272: 128 2,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 64.6 0.0 76.3 10.5 84.8 75.1: 15.2 24.9
Old : 100.0: 8.5 64.6 0.0 76.3 10.5 84.8 75.1: 15.2 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 10 34 2 18 15 30 49:
Old : 71: 10 34 2 18 15 30 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 37.4 67.1 46.1 52.2 37.4 65.8 46.1
Old : 53.3 37.4 67.1 46.1 52.2 37.4 65.8 46.1
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 13, 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 : 119,052: 49,817 16,478 133 39,902 83,205 89,852 99,816: 29,200 19,236
Old : 119,052: 49,817 16,478 133 39,902 83,205 89,852 99,816: 29,200 19,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -1,288: -12,310 -1,006 2 14,055 -1,811 1,747 -2,815: -3,035 1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 13.8 0.1 33.5 69.9 75.5 83.8: 24.5 16.2
Old : 100.0: 41.8 13.8 0.1 33.5 69.9 75.5 83.8: 24.5 16.2
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 : 76: 30 19 3 15 16 48 35:
Old : 76: 30 19 3 15 16 48 35:
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 : 29.1 61.9 44.3 71.7 26.3 61.9 40.9 69.7
Old : 29.1 61.9 44.3 71.7 26.3 61.9 40.9 69.7
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 13, 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 : 166,326: 79,762 36,395 377 30,875 96,922 111,014 133,694: 55,312 32,632
Old : 166,326: 79,762 36,395 377 30,875 96,922 111,014 133,694: 55,312 32,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -4,552: -6,467 1,211 21 816 -8,677 -5,630 -7,445: 1,078 2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 21.9 0.2 18.6 58.3 66.7 80.4: 33.3 19.6
Old : 100.0: 48.0 21.9 0.2 18.6 58.3 66.7 80.4: 33.3 19.6
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 : 130: 52 33 8 25 30 80 68:
Old : 130: 52 33 8 25 30 80 68:
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 : 21.0 41.1 28.6 51.4 20.9 39.5 28.2 49.7
Old : 21.0 41.1 28.6 51.4 20.9 39.5 28.2 49.7
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, October 13, 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 : 24,376: 19,432 1,802 0 1,528 21,707 20,960 23,509: 3,416 867
Old : 24,376: 19,432 1,802 0 1,528 21,707 20,960 23,509: 3,416 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -475: -174 289 0 -662 -505 -836 -216: 361 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 7.4 0.0 6.3 89.1 86.0 96.4: 14.0 3.6
Old : 100.0: 79.7 7.4 0.0 6.3 89.1 86.0 96.4: 14.0 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 : 38: 18 6 0 5 11 23 17:
Old : 38: 18 6 0 5 11 23 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 : 57.5 69.0 70.2 84.8 57.5 67.2 70.2 83.0
Old : 57.5 69.0 70.2 84.8 57.5 67.2 70.2 83.0
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 13, 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 : 6,888,909: 1,097,641 390,812 910,307 4,051,387 4,848,863 6,059,335 6,149,982: 829,574 738,927
Old : 6,888,909: 1,097,641 390,812 910,307 4,051,387 4,848,863 6,059,335 6,149,982: 829,574 738,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 26,451: -110,579 13,159 26,229 154,090 22,401 69,740 61,789: -43,289 -35,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.7 13.2 58.8 70.4 88.0 89.3: 12.0 10.7
Old : 100.0: 15.9 5.7 13.2 58.8 70.4 88.0 89.3: 12.0 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 : 254: 64 49 76 122 125 223 218:
Old : 254: 64 49 76 122 125 223 218:
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 : 27.7 33.0 38.7 44.2 26.0 27.3 32.7 33.5
Old : 27.7 33.0 38.7 44.2 26.0 27.3 32.7 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 13, 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 : 383,970: 27,064 35,631 1,026 248,832 303,623 276,922 340,280: 107,048 43,690
Old : 383,970: 27,064 35,631 1,026 248,832 303,623 276,922 340,280: 107,048 43,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,233: 2,686 -2,408 5 2,459 6,166 5,150 3,763: -3,917 -2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.3 0.3 64.8 79.1 72.1 88.6: 27.9 11.4
Old : 100.0: 7.0 9.3 0.3 64.8 79.1 72.1 88.6: 27.9 11.4
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 : 138: 19 25 7 65 51 87 80:
Old : 138: 19 25 7 65 51 87 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 : 21.0 35.3 30.4 50.5 19.7 34.4 28.1 49.6
Old : 21.0 35.3 30.4 50.5 19.7 34.4 28.1 49.6
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 13, 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 : 2,323,932: 448,687 296,948 19,004 1,682,604 1,700,133 2,150,295 2,016,085: 173,637 307,847
Old : 2,323,932: 448,687 296,948 19,004 1,682,604 1,700,133 2,150,295 2,016,085: 173,637 307,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -10,743: -13,383 -2,549 -12,455 8,936 11,103 -16,902 -3,901: 6,159 -6,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.8 0.8 72.4 73.2 92.5 86.8: 7.5 13.2
Old : 100.0: 19.3 12.8 0.8 72.4 73.2 92.5 86.8: 7.5 13.2
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 : 434: 103 93 27 141 163 255 272:
Old : 434: 103 93 27 141 163 255 272:
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 : 16.8 20.1 29.2 28.5 16.2 15.8 27.3 23.9
Old : 16.8 20.1 29.2 28.5 16.2 15.8 27.3 23.9
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 13, 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 : 106,249: 18,633 10,173 1,610 72,345 90,727 92,588 102,510: 13,661 3,739
Old : 106,249: 18,633 10,173 1,610 72,345 90,727 92,588 102,510: 13,661 3,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -5,459: -1,830 -12 1,406 -4,116 -7,129 -4,540 -5,735: -919 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 9.6 1.5 68.1 85.4 87.1 96.5: 12.9 3.5
Old : 100.0: 17.5 9.6 1.5 68.1 85.4 87.1 96.5: 12.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 7 1 43 29 55 37:
Old : 81: 12 7 1 43 29 55 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 : 33.1 53.1 46.4 73.5 23.4 51.6 36.4 68.5
Old : 33.1 53.1 46.4 73.5 23.4 51.6 36.4 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 13, 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 : 19,710: 7,114 565 0 8,433 12,137 15,547 12,702: 4,163 7,008
Old : 19,710: 7,114 565 0 8,433 12,137 15,547 12,702: 4,163 7,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,208: 671 62 0 217 -144 888 -82: 320 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 2.9 0.0 42.8 61.6 78.9 64.4: 21.1 35.6
Old : 100.0: 36.1 2.9 0.0 42.8 61.6 78.9 64.4: 21.1 35.6
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 : 34: 6 2 0 14 18 20 20:
Old : 34: 6 2 0 14 18 20 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 : 45.0 37.8 60.9 50.8 40.6 29.1 55.2 42.2
Old : 45.0 37.8 60.9 50.8 40.6 29.1 55.2 42.2
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 13, 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 : 314,609: 98,048 100,544 2,957 166,188 194,613 267,193 298,114: 47,416 16,495
Old : 314,609: 98,048 100,544 2,957 166,188 194,613 267,193 298,114: 47,416 16,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -17,478: -27,010 -1,157 -1,454 2,559 -15,597 -25,905 -18,208: 8,427 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 32.0 0.9 52.8 61.9 84.9 94.8: 15.1 5.2
Old : 100.0: 31.2 32.0 0.9 52.8 61.9 84.9 94.8: 15.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 65 42 7 60 69 129 114:
Old : 222: 65 42 7 60 69 129 114:
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 : 31.3 32.0 43.4 44.1 30.8 32.0 41.8 44.1
Old : 31.3 32.0 43.4 44.1 30.8 32.0 41.8 44.1
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 13, 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 : 119,675: 59,930 7,283 81 24,838 99,661 84,849 107,025: 34,826 12,650
Old : 119,675: 59,930 7,283 81 24,838 99,661 84,849 107,025: 34,826 12,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 9,316: 1,901 -581 -8 1,591 8,185 3,484 7,596: 5,832 1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 6.1 0.1 20.8 83.3 70.9 89.4: 29.1 10.6
Old : 100.0: 50.1 6.1 0.1 20.8 83.3 70.9 89.4: 29.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 26 7 3 9 14 37 22:
Old : 52: 26 7 3 9 14 37 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 : 35.1 64.0 50.1 81.4 35.1 63.5 48.1 80.2
Old : 35.1 64.0 50.1 81.4 35.1 63.5 48.1 80.2
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 13, 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 : 30,032: 11,489 3,143 0 12,277 18,563 23,766 21,706: 6,266 8,326
Old : 30,032: 11,489 3,143 0 12,277 18,563 23,766 21,706: 6,266 8,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 766: 1,125 860 0 513 208 1,638 1,068: -872 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 10.5 0.0 40.9 61.8 79.1 72.3: 20.9 27.7
Old : 100.0: 38.3 10.5 0.0 40.9 61.8 79.1 72.3: 20.9 27.7
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 : 47: 15 5 0 17 15 32 20:
Old : 47: 15 5 0 17 15 32 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 : 31.4 47.9 45.1 60.3 30.7 47.1 43.5 59.0
Old : 31.4 47.9 45.1 60.3 30.7 47.1 43.5 59.0
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 13, 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 : 44,399: 9,215 10,351 1,689 26,552 18,251 37,456 30,291: 6,943 14,108
Old : 44,399: 9,215 10,351 1,689 26,552 18,251 37,456 30,291: 6,943 14,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,135: 198 -346 556 410 4,140 1,164 4,350: 971 -2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 23.3 3.8 59.8 41.1 84.4 68.2: 15.6 31.8
Old : 100.0: 20.8 23.3 3.8 59.8 41.1 84.4 68.2: 15.6 31.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 12 1 23 19 30 31:
Old : 55: 6 12 1 23 19 30 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 : 39.7 25.4 54.6 41.9 37.1 23.4 51.2 38.1
Old : 39.7 25.4 54.6 41.9 37.1 23.4 51.2 38.1
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 13, 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 : 23,835: 4,739 392 78 15,914 21,549 20,731 22,019: 3,104 1,816
Old : 23,835: 4,739 392 78 15,914 21,549 20,731 22,019: 3,104 1,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -1,083: -876 -195 -137 -40 -972 -1,053 -1,304: -30 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.6 0.3 66.8 90.4 87.0 92.4: 13.0 7.6
Old : 100.0: 19.9 1.6 0.3 66.8 90.4 87.0 92.4: 13.0 7.6
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 : 35: 8 1 2 13 15 21 18:
Old : 35: 8 1 2 13 15 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 : 51.9 61.8 69.8 80.6 47.2 61.8 64.9 80.1
Old : 51.9 61.8 69.8 80.6 47.2 61.8 64.9 80.1
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 13, 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 : 17,737: 3,135 752 0 10,101 15,855 13,236 16,607: 4,501 1,130
Old : 17,737: 3,135 752 0 10,101 15,855 13,236 16,607: 4,501 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 720: 215 272 0 -87 436 128 708: 592 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.2 0.0 56.9 89.4 74.6 93.6: 25.4 6.4
Old : 100.0: 17.7 4.2 0.0 56.9 89.4 74.6 93.6: 25.4 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 : 22: 7 2 0 7 7 14 9:
Old : 22: 7 2 0 7 7 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 86.7 65.1 92.4 52.1 86.7 63.7 92.2
Old : 53.4 86.7 65.1 92.4 52.1 86.7 63.7 92.2
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 13, 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 : 19,097: 4,110 845 0 13,212 17,729 17,322 18,574: 1,775 523
Old : 19,097: 4,110 845 0 13,212 17,729 17,322 18,574: 1,775 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,262: 498 -252 0 250 1,632 748 1,380: 514 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.4 0.0 69.2 92.8 90.7 97.3: 9.3 2.7
Old : 100.0: 21.5 4.4 0.0 69.2 92.8 90.7 97.3: 9.3 2.7
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 : 25: 11 4 0 8 4 19 8:
Old : 25: 11 4 0 8 4 19 8:
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 : 57.8 94.7 71.4 97.3 57.3 92.1 70.9 94.1
Old : 57.8 94.7 71.4 97.3 57.3 92.1 70.9 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009