MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 57,077: 1,195 8,914 11,261 39,830 24,007 52,287 44,182: 4,790 12,895
Old : 57,077: 1,195 8,914 11,261 39,830 24,007 52,287 44,182: 4,790 12,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 873: -0 583 -112 903 835 791 1,306: 82 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 15.6 19.7 69.8 42.1 91.6 77.4: 8.4 22.6
Old : 100.0: 2.1 15.6 19.7 69.8 42.1 91.6 77.4: 8.4 22.6
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 : 73: 5 29 16 29 26 49 57:
Old : 73: 5 29 16 29 26 49 57:
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 : 46.1 20.2 60.1 33.7 41.6 15.7 52.6 24.9
Old : 46.1 20.2 60.1 33.7 41.6 15.7 52.6 24.9
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 155,312: 29,258 28,970 47,629 57,810 54,970 134,697 131,570: 20,615 23,742
Old : 152,615: 28,873 29,096 46,659 57,142 53,883 132,674 129,638: 19,942 22,977
Other: 2,696: 895 385 460 668 1,087 2,023 1,932: 673 765
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,987: -4,264 1,317 3,311 -1,181 -5,434 -2,133 -806: 146 -1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 18.7 30.7 37.2 35.4 86.7 84.7: 13.3 15.3
Old : 100.0: 18.9 19.1 30.6 37.4 35.3 86.9 84.9: 13.1 15.1
Other: 100.0: 33.2 14.3 17.1 24.8 40.3 75.0 71.6: 25.0 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 71 59 70 52 46 156 155:
Old : 204: 73 60 70 52 46 156 155:
Other: 35: 11 7 8 9 12 21 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 18.6 29.1 28.4 15.8 14.8 24.3 22.3
Old : 18.5 18.6 29.4 28.5 16.1 14.8 24.1 22.3
Other: 40.1 34.3 56.1 51.3 38.6 30.3 47.7 43.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 240,292: 51,435 36,530 57,137 108,802 104,374 217,374 198,041: 22,918 42,251
Old : 240,292: 51,435 36,530 57,137 108,802 104,374 217,374 198,041: 22,918 42,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -24,020: -2,217 -8,629 -12,729 -7,145 -2,008 -22,091 -23,365: -1,928 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 15.2 23.8 45.3 43.4 90.5 82.4: 9.5 17.6
Old : 100.0: 21.4 15.2 23.8 45.3 43.4 90.5 82.4: 9.5 17.6
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 : 314: 68 75 94 102 134 227 263:
Old : 314: 68 75 94 102 134 227 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 12.3 30.6 20.1 16.2 9.8 27.0 15.3
Old : 18.6 12.3 30.6 20.1 16.2 9.8 27.0 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,092: 2,110 3,471 1,979 3,362 1,642 7,452 7,093: 1,640 1,999
Old : 9,092: 2,110 3,471 1,979 3,362 1,642 7,452 7,093: 1,640 1,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -198: 3 -292 21 -52 223 -27 -47: -170 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 38.2 21.8 37.0 18.1 82.0 78.0: 18.0 22.0
Old : 100.0: 23.2 38.2 21.8 37.0 18.1 82.0 78.0: 18.0 22.0
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 : 70: 18 23 14 23 18 49 50:
Old : 70: 18 23 14 23 18 49 50:
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 : 32.1 26.1 51.3 44.3 29.1 24.8 42.5 33.3
Old : 32.1 26.1 51.3 44.3 29.1 24.8 42.5 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 23,984: 5,670 3,782 3,972 8,326 4,830 17,968 12,584: 6,017 11,400
Old : 23,984: 5,670 3,782 3,972 8,326 4,830 17,968 12,584: 6,017 11,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,334: 208 -2,134 924 -621 686 511 -525: 824 1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.8 16.6 34.7 20.1 74.9 52.5: 25.1 47.5
Old : 100.0: 23.6 15.8 16.6 34.7 20.1 74.9 52.5: 25.1 47.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 20 28 28 33 26 77 64:
Old : 101: 20 28 28 33 26 77 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 11.8 27.7 19.8 16.4 9.9 27.0 16.0
Old : 16.4 11.8 27.7 19.8 16.4 9.9 27.0 16.0
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 with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 15,753: 530 874 0 14,588 13,414 15,118 14,288: 635 1,465
Old : 15,753: 530 874 0 14,588 13,414 15,118 14,288: 635 1,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,381: 100 -307 0 1,127 1,906 1,227 1,599: 154 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 5.5 0.0 92.6 85.2 96.0 90.7: 4.0 9.3
Old : 100.0: 3.4 5.5 0.0 92.6 85.2 96.0 90.7: 4.0 9.3
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 : 21: 3 3 0 10 5 13 8:
Old : 21: 3 3 0 10 5 13 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 : 74.0 84.0 90.2 90.7 74.0 84.0 90.2 90.7
Old : 74.0 84.0 90.2 90.7 74.0 84.0 90.2 90.7
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 76,036: 7,882 19,324 3,663 36,068 29,838 47,613 52,825: 28,423 23,211
Old : 76,036: 7,882 19,324 3,663 36,068 29,838 47,613 52,825: 28,423 23,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,311: -1,688 -2,871 -1,018 993 -142 -1,713 -4,031: 402 2,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 25.4 4.8 47.4 39.2 62.6 69.5: 37.4 30.5
Old : 100.0: 10.4 25.4 4.8 47.4 39.2 62.6 69.5: 37.4 30.5
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 : 51: 12 18 10 12 17 28 41:
Old : 51: 12 18 10 12 17 28 41:
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 35.6 49.6 46.1 37.5 35.6 43.7 44.1
Old : 38.5 35.6 49.6 46.1 37.5 35.6 43.7 44.1
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 37,523: 3,903 14,395 3,444 16,895 5,001 24,242 22,840: 13,281 14,683
Old : 37,523: 3,903 14,395 3,444 16,895 5,001 24,242 22,840: 13,281 14,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 726: -46 497 -2,180 3,979 -667 1,753 -2,350: -1,027 3,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 38.4 9.2 45.0 13.3 64.6 60.9: 35.4 39.1
Old : 100.0: 10.4 38.4 9.2 45.0 13.3 64.6 60.9: 35.4 39.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 14 4 7 8 18 25:
Old : 35: 10 14 4 7 8 18 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 27.3 53.1 39.3 39.3 22.2 47.4 32.6
Old : 40.7 27.3 53.1 39.3 39.3 22.2 47.4 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 46,419: 7,577 19,224 68 37,212 21,275 44,857 40,567: 1,562 5,852
Old : 46,419: 7,577 19,224 68 37,212 21,275 44,857 40,567: 1,562 5,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 3,638: 899 2,836 -27 2,635 541 3,507 3,350: 131 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 41.4 0.1 80.2 45.8 96.6 87.4: 3.4 12.6
Old : 100.0: 16.3 41.4 0.1 80.2 45.8 96.6 87.4: 3.4 12.6
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 : 62: 13 33 2 7 10 21 44:
Old : 62: 13 33 2 7 10 21 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.4 37.4 91.3 53.5 86.4 37.4 91.3 53.5
Old : 86.4 37.4 91.3 53.5 86.4 37.4 91.3 53.5
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 97,184: 10,541 40,688 9,342 45,158 22,144 65,041 72,174: 32,143 25,010
Old : 97,184: 10,541 40,688 9,342 45,158 22,144 65,041 72,174: 32,143 25,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -6,372: -538 -2,476 -2,676 -5,070 -778 -8,284 -5,931: 1,912 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 41.9 9.6 46.5 22.8 66.9 74.3: 33.1 25.7
Old : 100.0: 10.8 41.9 9.6 46.5 22.8 66.9 74.3: 33.1 25.7
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 : 59: 12 29 10 14 13 31 47:
Old : 59: 12 29 10 14 13 31 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 31.0 49.7 46.9 32.9 30.0 41.8 39.8
Old : 37.6 31.0 49.7 46.9 32.9 30.0 41.8 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 120,156: 56,658 13,701 8,398 31,223 73,774 96,279 95,874: 23,877 24,282
Old : 120,156: 56,658 13,701 8,398 31,223 73,774 96,279 95,874: 23,877 24,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -13,404: -7,309 -595 -2,752 -1,767 -14,582 -11,828 -17,929: -1,576 4,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 11.4 7.0 26.0 61.4 80.1 79.8: 19.9 20.2
Old : 100.0: 47.2 11.4 7.0 26.0 61.4 80.1 79.8: 19.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 29 20 16 20 18 55 48:
Old : 74: 29 20 16 20 18 55 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 47.9 43.1 59.6 28.4 47.4 43.1 58.3
Old : 28.4 47.9 43.1 59.6 28.4 47.4 43.1 58.3
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 181,499: 33,808 44,598 19,540 84,798 77,426 138,145 141,564: 43,354 39,936
Old : 181,499: 33,808 44,598 19,540 84,798 77,426 138,145 141,564: 43,354 39,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -952: 86 37 -6,533 3,689 1,573 -2,759 -4,922: 1,807 3,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 24.6 10.8 46.7 42.7 76.1 78.0: 23.9 22.0
Old : 100.0: 18.6 24.6 10.8 46.7 42.7 76.1 78.0: 23.9 22.0
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 : 115: 43 33 29 28 28 82 79:
Old : 115: 43 33 29 28 28 82 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 : 29.2 35.3 40.7 45.7 29.0 34.4 37.9 43.7
Old : 29.2 35.3 40.7 45.7 29.0 34.4 37.9 43.7
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 12,701: 2,184 6,523 0 7,737 3,822 9,921 10,345: 2,780 2,356
Old : 12,701: 2,184 6,523 0 7,737 3,822 9,921 10,345: 2,780 2,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -244: 546 -1,093 0 -142 1,020 404 -73: -648 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 51.4 0.0 60.9 30.1 78.1 81.5: 21.9 18.5
Old : 100.0: 17.2 51.4 0.0 60.9 30.1 78.1 81.5: 21.9 18.5
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 : 26: 3 10 0 7 7 10 17:
Old : 26: 3 10 0 7 7 10 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 : 55.8 56.0 73.8 70.2 55.8 56.0 73.8 70.2
Old : 55.8 56.0 73.8 70.2 55.8 56.0 73.8 70.2
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 with Delta-adjusted Options and Futures Combined, February 10, 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 :12,873,013: 543,757 387,356 4,427,512 6,982,467 7,305,233 11,953,737 12,120,101: 919,276 752,911
Old :12,873,013: 543,757 387,356 4,427,512 6,982,467 7,305,233 11,953,737 12,120,101: 919,276 752,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 228,319: -65,263 23,020 50,769 227,921 148,945 213,427 222,734: 14,891 5,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.0 34.4 54.2 56.7 92.9 94.2: 7.1 5.8
Old : 100.0: 4.2 3.0 34.4 54.2 56.7 92.9 94.2: 7.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 79 37 104 115 116 229 226:
Old : 240: 79 37 104 115 116 229 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 28.6 40.0 43.5 16.9 15.9 20.0 20.5
Old : 26.7 28.6 40.0 43.5 16.9 15.9 20.0 20.5
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 720,476: 46,405 67,303 45,360 489,427 538,229 581,192 650,892: 139,283 69,583
Old : 720,476: 46,405 67,303 45,360 489,427 538,229 581,192 650,892: 139,283 69,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 16,426: -397 6,443 2,801 13,315 -1,284 15,719 7,961: 707 8,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.3 6.3 67.9 74.7 80.7 90.3: 19.3 9.7
Old : 100.0: 6.4 9.3 6.3 67.9 74.7 80.7 90.3: 19.3 9.7
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 : 176: 42 25 48 85 69 145 126:
Old : 176: 42 25 48 85 69 145 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 21.3 27.7 37.0 16.7 20.5 25.8 34.2
Old : 17.5 21.3 27.7 37.0 16.7 20.5 25.8 34.2
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 2,915,384: 605,006 318,500 101,280 2,016,124 2,174,202 2,722,410 2,593,982: 192,973 321,402
Old : 2,915,384: 605,006 318,500 101,280 2,016,124 2,174,202 2,722,410 2,593,982: 192,973 321,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 85,384: 3,038 30,066 11,815 89,655 54,610 104,507 96,490: -19,124 -11,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.9 3.5 69.2 74.6 93.4 89.0: 6.6 11.0
Old : 100.0: 20.8 10.9 3.5 69.2 74.6 93.4 89.0: 6.6 11.0
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 : 411: 93 100 72 155 142 283 279:
Old : 411: 93 100 72 155 142 283 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 22.9 31.4 34.3 17.9 21.0 29.3 32.0
Old : 19.0 22.9 31.4 34.3 17.9 21.0 29.3 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 107,318: 14,558 13,177 0 85,504 90,201 100,062 103,378: 7,256 3,940
Old : 107,318: 14,558 13,177 0 85,504 90,201 100,062 103,378: 7,256 3,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -3,945: -1,002 1,132 -368 -2,861 -4,769 -4,231 -4,005: 286 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.3 0.0 79.7 84.1 93.2 96.3: 6.8 3.7
Old : 100.0: 13.6 12.3 0.0 79.7 84.1 93.2 96.3: 6.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 6 8 0 46 37 52 45:
Old : 85: 6 8 0 46 37 52 45:
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 : 35.6 54.0 57.1 66.6 32.1 54.0 53.6 65.6
Old : 35.6 54.0 57.1 66.6 32.1 54.0 53.6 65.6
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 27,887: 2,100 5,007 0 17,933 20,746 20,033 25,753: 7,854 2,134
Old : 27,887: 2,100 5,007 0 17,933 20,746 20,033 25,753: 7,854 2,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,645: 257 -412 0 1,273 1,535 1,530 1,123: 116 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 18.0 0.0 64.3 74.4 71.8 92.3: 28.2 7.7
Old : 100.0: 7.5 18.0 0.0 64.3 74.4 71.8 92.3: 28.2 7.7
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 : 43: 5 6 0 15 25 20 31:
Old : 43: 5 6 0 15 25 20 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 : 46.6 47.3 59.4 65.2 46.6 47.3 58.3 65.2
Old : 46.6 47.3 59.4 65.2 46.6 47.3 58.3 65.2
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 270,616: 47,958 52,192 4,025 200,234 172,970 252,217 229,187: 18,398 41,429
Old : 270,616: 47,958 52,192 4,025 200,234 172,970 252,217 229,187: 18,398 41,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 9,926: 2,691 1,937 354 2,891 4,660 5,935 6,951: 3,991 2,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.3 1.5 74.0 63.9 93.2 84.7: 6.8 15.3
Old : 100.0: 17.7 19.3 1.5 74.0 63.9 93.2 84.7: 6.8 15.3
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 : 195: 41 48 17 52 71 102 127:
Old : 195: 41 48 17 52 71 102 127:
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 : 39.2 21.6 52.9 32.3 37.1 20.4 50.6 30.9
Old : 39.2 21.6 52.9 32.3 37.1 20.4 50.6 30.9
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 50,611: 9,108 14,364 3,525 22,398 19,498 35,032 37,387: 15,580 13,224
Old : 50,611: 9,108 14,364 3,525 22,398 19,498 35,032 37,387: 15,580 13,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -4,852: -2,370 -1,766 -822 -3,001 43 -6,193 -2,545: 1,340 -2,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.4 7.0 44.3 38.5 69.2 73.9: 30.8 26.1
Old : 100.0: 18.0 28.4 7.0 44.3 38.5 69.2 73.9: 30.8 26.1
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 : 47: 13 16 4 12 13 27 31:
Old : 47: 13 16 4 12 13 27 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 : 27.4 37.3 43.7 49.6 26.9 32.2 37.0 43.3
Old : 27.4 37.3 43.7 49.6 26.9 32.2 37.0 43.3
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 38,909: 6,849 9,990 0 24,267 21,914 31,116 31,904: 7,793 7,005
Old : 38,909: 6,849 9,990 0 24,267 21,914 31,116 31,904: 7,793 7,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,333: 362 236 0 -1,098 -599 -736 -363: 2,069 1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 25.7 0.0 62.4 56.3 80.0 82.0: 20.0 18.0
Old : 100.0: 17.6 25.7 0.0 62.4 56.3 80.0 82.0: 20.0 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 9 16 0 17 20 26 36:
Old : 58: 9 16 0 17 20 26 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 : 43.7 34.0 56.6 47.7 43.7 34.0 56.6 47.7
Old : 43.7 34.0 56.6 47.7 43.7 34.0 56.6 47.7
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 52,862: 17,175 20,037 1,134 26,190 26,289 44,499 47,460: 8,363 5,402
Old : 52,862: 17,175 20,037 1,134 26,190 26,289 44,499 47,460: 8,363 5,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 5,166: 4,280 331 344 962 4,718 5,586 5,393: -420 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 37.9 2.1 49.5 49.7 84.2 89.8: 15.8 10.2
Old : 100.0: 32.5 37.9 2.1 49.5 49.7 84.2 89.8: 15.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 14 14 3 17 23 32 39:
Old : 65: 14 14 3 17 23 32 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 : 30.4 31.7 49.7 49.2 29.9 31.3 47.8 46.5
Old : 30.4 31.7 49.7 49.2 29.9 31.3 47.8 46.5
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 30,291: 4,748 8,756 45 24,126 19,025 28,919 27,826: 1,372 2,465
Old : 30,291: 4,748 8,756 45 24,126 19,025 28,919 27,826: 1,372 2,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -47: 534 544 -49 -155 -745 330 -250: -377 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 28.9 0.1 79.6 62.8 95.5 91.9: 4.5 8.1
Old : 100.0: 15.7 28.9 0.1 79.6 62.8 95.5 91.9: 4.5 8.1
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 : 37: 7 7 2 11 13 19 21:
Old : 37: 7 7 2 11 13 19 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 : 73.7 54.5 84.5 75.0 72.4 54.5 83.2 75.0
Old : 73.7 54.5 84.5 75.0 72.4 54.5 83.2 75.0
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 with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,228: 3,707 1,190 0 9,363 12,098 13,070 13,288: 3,158 2,940
Old : 16,228: 3,707 1,190 0 9,363 12,098 13,070 13,288: 3,158 2,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,690: -318 -116 -22 -390 -424 -730 -562: 2,420 2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 7.3 0.0 57.7 74.6 80.5 81.9: 19.5 18.1
Old : 100.0: 22.8 7.3 0.0 57.7 74.6 80.5 81.9: 19.5 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 : 20: 7 6 0 6 3 13 9:
Old : 20: 7 6 0 6 3 13 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 : 57.4 78.2 71.6 81.5 57.0 78.2 71.2 80.9
Old : 57.4 78.2 71.6 81.5 57.0 78.2 71.2 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2009