MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 57,644: 1,224 8,973 11,285 40,158 24,217 52,667 44,476: 4,976 13,168
Old : 57,644: 1,224 8,973 11,285 40,158 24,217 52,667 44,476: 4,976 13,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 567: 28 59 24 328 210 380 293: 186 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 15.6 19.6 69.7 42.0 91.4 77.2: 8.6 22.8
Old : 100.0: 2.1 15.6 19.6 69.7 42.0 91.4 77.2: 8.6 22.8
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 : 72: 7 26 18 29 26 51 56:
Old : 72: 7 26 18 29 26 51 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 20.3 60.2 34.0 41.9 15.6 52.4 24.7
Old : 46.1 20.3 60.2 34.0 41.9 15.6 52.4 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 141,616: 27,019 25,985 38,654 55,506 52,650 121,179 117,288: 20,438 24,328
Old : 138,608: 26,546 26,166 37,582 54,782 51,319 118,911 115,067: 19,698 23,541
Other: 3,008: 932 278 612 724 1,331 2,268 2,221: 740 787
: : :
: : Changes in Commitments from: February 10, 2009 :
: -13,695: -2,239 -2,985 -8,976 -2,303 -2,320 -13,518 -14,281: -177 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 18.3 27.3 39.2 37.2 85.6 82.8: 14.4 17.2
Old : 100.0: 19.2 18.9 27.1 39.5 37.0 85.8 83.0: 14.2 17.0
Other: 100.0: 31.0 9.2 20.3 24.1 44.2 75.4 73.8: 24.6 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 67 54 65 48 43 143 144:
Old : 190: 68 55 65 48 43 143 144:
Other: 35: 11 6 8 9 13 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 : 17.2 19.3 29.1 27.7 17.1 16.4 26.3 23.6
Old : 17.5 19.1 29.6 27.6 17.5 16.6 26.2 23.4
Other: 37.8 33.8 55.0 52.5 35.1 28.8 43.6 42.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 240,544: 49,420 35,428 60,862 108,588 101,816 218,870 198,106: 21,674 42,438
Old : 240,544: 49,420 35,428 60,862 108,588 101,816 218,870 198,106: 21,674 42,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 252: -2,015 -1,103 3,725 -214 -2,558 1,496 65: -1,244 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 14.7 25.3 45.1 42.3 91.0 82.4: 9.0 17.6
Old : 100.0: 20.5 14.7 25.3 45.1 42.3 91.0 82.4: 9.0 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 : 307: 66 72 92 99 129 217 259:
Old : 307: 66 72 92 99 129 217 259:
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 : 18.7 11.1 30.9 18.3 16.3 9.1 27.2 15.1
Old : 18.7 11.1 30.9 18.3 16.3 9.1 27.2 15.1
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 with Delta-adjusted Options and Futures Combined, February 17, 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 : 8,938: 2,138 3,478 1,889 3,369 1,718 7,396 7,085: 1,542 1,854
Old : 8,938: 2,138 3,478 1,889 3,369 1,718 7,396 7,085: 1,542 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -154: 28 7 -90 7 75 -55 -8: -99 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 38.9 21.1 37.7 19.2 82.7 79.3: 17.3 20.7
Old : 100.0: 23.9 38.9 21.1 37.7 19.2 82.7 79.3: 17.3 20.7
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 : 71: 19 27 13 20 14 46 49:
Old : 71: 19 27 13 20 14 46 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 : 32.8 26.9 52.0 43.8 29.7 25.3 42.5 32.5
Old : 32.8 26.9 52.0 43.8 29.7 25.3 42.5 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 23,725: 6,105 2,918 4,175 7,490 5,420 17,769 12,513: 5,956 11,212
Old : 23,725: 6,105 2,918 4,175 7,490 5,420 17,769 12,513: 5,956 11,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -259: 435 -864 203 -836 590 -198 -71: -61 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 12.3 17.6 31.6 22.8 74.9 52.7: 25.1 47.3
Old : 100.0: 25.7 12.3 17.6 31.6 22.8 74.9 52.7: 25.1 47.3
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 : 103: 19 29 27 35 29 77 67:
Old : 103: 19 29 27 35 29 77 67:
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 : 14.9 11.4 25.1 18.9 12.9 8.6 22.3 13.2
Old : 14.9 11.4 25.1 18.9 12.9 8.6 22.3 13.2
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 17, 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 : 16,511: 530 834 0 15,588 14,183 16,118 15,017: 393 1,494
Old : 16,511: 530 834 0 15,588 14,183 16,118 15,017: 393 1,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 758: 0 -40 0 1,000 769 1,000 729: -242 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 5.1 0.0 94.4 85.9 97.6 91.0: 2.4 9.0
Old : 100.0: 3.2 5.1 0.0 94.4 85.9 97.6 91.0: 2.4 9.0
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 : 21: 3 3 0 10 6 13 9:
Old : 21: 3 3 0 10 6 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 : 76.4 82.8 92.2 90.0 74.4 82.8 90.2 89.0
Old : 76.4 82.8 92.2 90.0 74.4 82.8 90.2 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 80,887: 9,698 22,733 3,686 37,492 29,185 50,876 55,604: 30,010 25,282
Old : 80,887: 9,698 22,733 3,686 37,492 29,185 50,876 55,604: 30,010 25,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 4,850: 1,816 3,409 23 1,424 -653 3,263 2,779: 1,587 2,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 28.1 4.6 46.4 36.1 62.9 68.7: 37.1 31.3
Old : 100.0: 12.0 28.1 4.6 46.4 36.1 62.9 68.7: 37.1 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 21 9 11 17 28 43:
Old : 54: 13 21 9 11 17 28 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 33.2 48.8 42.2 36.0 33.2 43.1 40.7
Old : 37.3 33.2 48.8 42.2 36.0 33.2 43.1 40.7
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 17, 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 : 40,558: 4,930 14,987 4,101 18,542 5,555 27,573 24,644: 12,985 15,915
Old : 40,558: 4,930 14,987 4,101 18,542 5,555 27,573 24,644: 12,985 15,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 3,035: 1,027 592 657 1,647 554 3,331 1,803: -295 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 37.0 10.1 45.7 13.7 68.0 60.8: 32.0 39.2
Old : 100.0: 12.2 37.0 10.1 45.7 13.7 68.0 60.8: 32.0 39.2
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 : 40: 10 17 6 8 10 21 30:
Old : 40: 10 17 6 8 10 21 30:
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 : 39.8 23.9 52.7 36.4 38.1 19.4 47.7 29.7
Old : 39.8 23.9 52.7 36.4 38.1 19.4 47.7 29.7
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 with Delta-adjusted Options and Futures Combined, February 17, 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 : 44,972: 6,061 17,693 70 37,394 21,151 43,525 38,914: 1,447 6,058
Old : 44,972: 6,061 17,693 70 37,394 21,151 43,525 38,914: 1,447 6,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -1,447: -1,516 -1,531 2 182 -124 -1,332 -1,653: -115 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 39.3 0.2 83.1 47.0 96.8 86.5: 3.2 13.5
Old : 100.0: 13.5 39.3 0.2 83.1 47.0 96.8 86.5: 3.2 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 11 33 2 9 10 21 44:
Old : 62: 11 33 2 9 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 : 88.4 37.7 92.4 55.9 88.4 37.7 92.2 55.9
Old : 88.4 37.7 92.4 55.9 88.4 37.7 92.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 100,599: 12,623 41,254 10,077 47,374 24,341 70,074 75,672: 30,525 24,926
Old : 100,599: 12,623 41,254 10,077 47,374 24,341 70,074 75,672: 30,525 24,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 3,415: 2,082 566 735 2,215 2,197 5,033 3,499: -1,619 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 41.0 10.0 47.1 24.2 69.7 75.2: 30.3 24.8
Old : 100.0: 12.5 41.0 10.0 47.1 24.2 69.7 75.2: 30.3 24.8
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 : 62: 15 25 10 17 15 36 46:
Old : 62: 15 25 10 17 15 36 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 30.8 49.5 47.4 32.9 29.9 41.7 39.5
Old : 38.0 30.8 49.5 47.4 32.9 29.9 41.7 39.5
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 17, 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 : 124,737: 55,657 18,838 9,324 36,828 67,283 101,809 95,446: 22,928 29,291
Old : 124,737: 55,657 18,838 9,324 36,828 67,283 101,809 95,446: 22,928 29,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 4,581: -1,001 5,137 926 5,605 -6,491 5,530 -428: -949 5,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 15.1 7.5 29.5 53.9 81.6 76.5: 18.4 23.5
Old : 100.0: 44.6 15.1 7.5 29.5 53.9 81.6 76.5: 18.4 23.5
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 : 80: 26 26 18 23 19 58 54:
Old : 80: 26 26 18 23 19 58 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 40.8 42.0 51.2 25.3 39.6 39.8 49.0
Old : 26.9 40.8 42.0 51.2 25.3 39.6 39.8 49.0
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 17, 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 : 193,752: 34,639 50,164 20,069 97,404 82,841 152,112 153,074: 41,639 40,678
Old : 193,752: 34,639 50,164 20,069 97,404 82,841 152,112 153,074: 41,639 40,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 12,252: 832 5,566 529 12,606 5,415 13,967 11,510: -1,715 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.9 10.4 50.3 42.8 78.5 79.0: 21.5 21.0
Old : 100.0: 17.9 25.9 10.4 50.3 42.8 78.5 79.0: 21.5 21.0
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 : 120: 43 35 25 28 30 78 83:
Old : 120: 43 35 25 28 30 78 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 33.0 45.9 43.5 34.1 31.9 42.0 41.8
Old : 34.2 33.0 45.9 43.5 34.1 31.9 42.0 41.8
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 17, 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 : 12,828: 2,286 6,868 0 7,787 3,671 10,073 10,539: 2,755 2,289
Old : 12,828: 2,286 6,868 0 7,787 3,671 10,073 10,539: 2,755 2,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 127: 102 345 0 50 -151 152 194: -25 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 53.5 0.0 60.7 28.6 78.5 82.2: 21.5 17.8
Old : 100.0: 17.8 53.5 0.0 60.7 28.6 78.5 82.2: 21.5 17.8
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 : 26: 4 10 0 7 7 11 17:
Old : 26: 4 10 0 7 7 11 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 : 55.6 56.8 73.5 72.0 55.6 56.8 73.0 72.0
Old : 55.6 56.8 73.5 72.0 55.6 56.8 73.0 72.0
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 with Delta-adjusted Options and Futures Combined, February 17, 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 :12,791,414: 532,360 385,637 4,325,468 6,993,971 7,282,755 11,851,799 11,993,860: 939,616 797,555
Old :12,791,414: 532,360 385,637 4,325,468 6,993,971 7,282,755 11,851,799 11,993,860: 939,616 797,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -81,598: -11,397 -1,719 -102,045 11,504 -22,478 -101,938 -126,242: 20,340 44,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.0 33.8 54.7 56.9 92.7 93.8: 7.3 6.2
Old : 100.0: 4.2 3.0 33.8 54.7 56.9 92.7 93.8: 7.3 6.2
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 : 238: 75 41 102 114 112 227 221:
Old : 238: 75 41 102 114 112 227 221:
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 : 26.6 28.6 39.8 43.5 17.1 16.6 20.2 21.2
Old : 26.6 28.6 39.8 43.5 17.1 16.6 20.2 21.2
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 17, 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 : 762,636: 51,310 75,417 51,420 503,224 573,930 605,954 700,767: 156,682 61,869
Old : 762,636: 51,310 75,417 51,420 503,224 573,930 605,954 700,767: 156,682 61,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 42,160: 4,905 8,114 6,060 13,797 35,701 24,762 49,875: 17,398 -7,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 9.9 6.7 66.0 75.3 79.5 91.9: 20.5 8.1
Old : 100.0: 6.7 9.9 6.7 66.0 75.3 79.5 91.9: 20.5 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 : 176: 46 24 47 83 70 144 127:
Old : 176: 46 24 47 83 70 144 127:
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 : 17.3 23.5 27.0 38.8 16.5 22.5 25.1 35.4
Old : 17.3 23.5 27.0 38.8 16.5 22.5 25.1 35.4
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 17, 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 : 3,248,399: 661,849 341,260 120,013 2,209,375 2,311,097 2,991,237 2,772,370: 257,163 476,029
Old : 3,248,399: 661,849 341,260 120,013 2,209,375 2,311,097 2,991,237 2,772,370: 257,163 476,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 333,016: 56,843 22,760 18,733 193,251 136,895 268,826 178,388: 64,189 154,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.5 3.7 68.0 71.1 92.1 85.3: 7.9 14.7
Old : 100.0: 20.4 10.5 3.7 68.0 71.1 92.1 85.3: 7.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 94 104 76 158 151 291 292:
Old : 424: 94 104 76 158 151 291 292:
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 : 20.3 21.2 31.7 31.0 17.7 19.3 29.0 28.7
Old : 20.3 21.2 31.7 31.0 17.7 19.3 29.0 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 111,525: 14,774 12,966 0 89,527 95,290 104,301 108,256: 7,224 3,269
Old : 111,525: 14,774 12,966 0 89,527 95,290 104,301 108,256: 7,224 3,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 4,207: 216 -211 0 4,023 5,089 4,239 4,878: -32 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.6 0.0 80.3 85.4 93.5 97.1: 6.5 2.9
Old : 100.0: 13.2 11.6 0.0 80.3 85.4 93.5 97.1: 6.5 2.9
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 : 86: 7 8 0 46 36 53 44:
Old : 86: 7 8 0 46 36 53 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 : 33.8 54.4 55.1 66.8 30.5 54.4 51.7 66.0
Old : 33.8 54.4 55.1 66.8 30.5 54.4 51.7 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 30,992: 2,383 6,772 0 19,760 21,673 22,143 28,445: 8,849 2,547
Old : 30,992: 2,383 6,772 0 19,760 21,673 22,143 28,445: 8,849 2,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 3,105: 283 1,765 0 1,827 927 2,110 2,692: 995 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 21.9 0.0 63.8 69.9 71.4 91.8: 28.6 8.2
Old : 100.0: 7.7 21.9 0.0 63.8 69.9 71.4 91.8: 28.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 7 0 16 24 21 31:
Old : 44: 5 7 0 16 24 21 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 : 44.3 49.0 57.4 64.7 44.3 49.0 56.4 64.7
Old : 44.3 49.0 57.4 64.7 44.3 49.0 56.4 64.7
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 17, 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 : 300,295: 49,405 66,913 4,410 222,212 178,267 276,028 249,590: 24,267 50,704
Old : 300,295: 49,405 66,913 4,410 222,212 178,267 276,028 249,590: 24,267 50,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 29,679: 1,448 14,721 385 21,977 5,297 23,810 20,403: 5,869 9,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.3 1.5 74.0 59.4 91.9 83.1: 8.1 16.9
Old : 100.0: 16.5 22.3 1.5 74.0 59.4 91.9 83.1: 8.1 16.9
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 : 193: 39 55 17 54 62 104 123:
Old : 193: 39 55 17 54 62 104 123:
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 : 43.6 19.3 56.6 30.2 41.6 18.7 54.4 29.5
Old : 43.6 19.3 56.6 30.2 41.6 18.7 54.4 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 55,174: 10,152 16,789 3,567 25,424 19,548 39,143 39,903: 16,031 15,271
Old : 55,174: 10,152 16,789 3,567 25,424 19,548 39,143 39,903: 16,031 15,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 4,563: 1,044 2,424 41 3,026 50 4,111 2,516: 451 2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 30.4 6.5 46.1 35.4 70.9 72.3: 29.1 27.7
Old : 100.0: 18.4 30.4 6.5 46.1 35.4 70.9 72.3: 29.1 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 : 48: 13 18 5 12 14 28 34:
Old : 48: 13 18 5 12 14 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 34.1 46.5 47.0 29.9 30.3 40.6 41.2
Old : 30.4 34.1 46.5 47.0 29.9 30.3 40.6 41.2
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 with Delta-adjusted Options and Futures Combined, February 17, 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 : 38,779: 6,487 9,342 0 25,167 22,991 31,654 32,333: 7,125 6,446
Old : 38,779: 6,487 9,342 0 25,167 22,991 31,654 32,333: 7,125 6,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -130: -362 -648 0 900 1,077 538 429: -668 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 24.1 0.0 64.9 59.3 81.6 83.4: 18.4 16.6
Old : 100.0: 16.7 24.1 0.0 64.9 59.3 81.6 83.4: 18.4 16.6
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: 9 17 0 18 22 27 39:
Old : 62: 9 17 0 18 22 27 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 : 43.5 33.3 57.0 46.7 43.4 33.3 57.0 46.7
Old : 43.5 33.3 57.0 46.7 43.4 33.3 57.0 46.7
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 17, 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 : 52,682: 16,398 16,973 1,100 27,113 27,745 44,611 45,818: 8,071 6,864
Old : 52,682: 16,398 16,973 1,100 27,113 27,745 44,611 45,818: 8,071 6,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -180: -777 -3,064 -34 923 1,456 112 -1,642: -292 1,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 32.2 2.1 51.5 52.7 84.7 87.0: 15.3 13.0
Old : 100.0: 31.1 32.2 2.1 51.5 52.7 84.7 87.0: 15.3 13.0
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 : 66: 12 15 3 21 22 34 39:
Old : 66: 12 15 3 21 22 34 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 : 30.2 33.7 49.2 49.1 30.2 32.1 47.3 46.0
Old : 30.2 33.7 49.2 49.1 30.2 32.1 47.3 46.0
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 17, 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 : 30,680: 4,337 9,787 195 24,548 18,509 29,080 28,491: 1,600 2,189
Old : 30,680: 4,337 9,787 195 24,548 18,509 29,080 28,491: 1,600 2,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 389: -411 1,031 150 422 -516 161 665: 228 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 31.9 0.6 80.0 60.3 94.8 92.9: 5.2 7.1
Old : 100.0: 14.1 31.9 0.6 80.0 60.3 94.8 92.9: 5.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 7 2 11 14 18 22:
Old : 37: 6 7 2 11 14 18 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 : 74.8 57.1 84.8 76.2 73.4 57.1 83.5 76.2
Old : 74.8 57.1 84.8 76.2 73.4 57.1 83.5 76.2
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 with Delta-adjusted Options and Futures Combined, February 17, 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 : 15,584: 3,750 1,298 99 9,333 11,937 13,182 13,334: 2,402 2,250
Old : 15,584: 3,750 1,298 99 9,333 11,937 13,182 13,334: 2,402 2,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -644: 43 108 99 -30 -161 112 46: -756 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 8.3 0.6 59.9 76.6 84.6 85.6: 15.4 14.4
Old : 100.0: 24.1 8.3 0.6 59.9 76.6 84.6 85.6: 15.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 7 1 7 3 16 10:
Old : 23: 8 7 1 7 3 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 80.9 72.6 84.8 57.9 80.7 72.2 84.2
Old : 58.4 80.9 72.6 84.8 57.9 80.7 72.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2009