MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 52,346: 455 8,809 10,308 36,648 22,027 47,412 41,145: 4,934 11,201
Old : 52,346: 455 8,809 10,308 36,648 22,027 47,412 41,145: 4,934 11,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 117: -48 525 -135 -61 268 -244 657: 361 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 16.8 19.7 70.0 42.1 90.6 78.6: 9.4 21.4
Old : 100.0: 0.9 16.8 19.7 70.0 42.1 90.6 78.6: 9.4 21.4
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 : 72: 4 32 17 29 24 48 58:
Old : 72: 4 32 17 29 24 48 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 19.9 59.4 33.1 41.6 15.7 52.4 25.3
Old : 45.4 19.9 59.4 33.1 41.6 15.7 52.4 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 152,489: 23,853 26,503 38,858 64,465 56,939 127,177 122,299: 25,312 30,189
Old : 146,261: 22,722 27,150 36,721 62,920 53,912 122,363 117,783: 23,897 28,477
Other: 6,228: 1,877 98 1,391 1,546 3,027 4,814 4,516: 1,414 1,712
: : :
: : Changes in Commitments from: March 10, 2009 :
: 6,174: -1,149 399 2,576 1,785 750 3,212 3,725: 2,962 2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.4 25.5 42.3 37.3 83.4 80.2: 16.6 19.8
Old : 100.0: 15.5 18.6 25.1 43.0 36.9 83.7 80.5: 16.3 19.5
Other: 100.0: 30.1 1.6 22.3 24.8 48.6 77.3 72.5: 22.7 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 64 59 71 48 45 151 147:
Old : 196: 65 60 71 47 44 150 146:
Other: 46: 16 7 11 15 16 36 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 18.4 30.9 27.9 18.7 16.5 27.6 23.6
Old : 21.8 18.4 31.8 27.9 19.4 16.9 28.2 23.7
Other: 35.5 33.1 52.5 46.8 35.5 27.5 42.5 37.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 251,239: 49,943 40,482 60,210 116,125 103,976 226,278 204,669: 24,961 46,570
Old : 251,239: 49,943 40,482 60,210 116,125 103,976 226,278 204,669: 24,961 46,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -4,046: -828 -2,511 -2,523 -1,122 1,465 -4,473 -3,568: 426 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 16.1 24.0 46.2 41.4 90.1 81.5: 9.9 18.5
Old : 100.0: 19.9 16.1 24.0 46.2 41.4 90.1 81.5: 9.9 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 : 318: 68 80 80 105 136 215 265:
Old : 318: 68 80 80 105 136 215 265:
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 11.1 28.9 18.2 15.4 8.6 25.3 14.7
Old : 17.5 11.1 28.9 18.2 15.4 8.6 25.3 14.7
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, March 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 : 7,098: 2,290 3,195 870 2,562 1,395 5,722 5,459: 1,376 1,638
Old : 7,098: 2,290 3,195 870 2,562 1,395 5,722 5,459: 1,376 1,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -133: 84 5 102 -261 -142 -74 -35: -60 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 45.0 12.3 36.1 19.6 80.6 76.9: 19.4 23.1
Old : 100.0: 32.3 45.0 12.3 36.1 19.6 80.6 76.9: 19.4 23.1
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 : 66: 21 23 10 16 16 40 46:
Old : 66: 21 23 10 16 16 40 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 : 37.6 29.7 55.4 44.2 36.2 29.1 50.0 39.5
Old : 37.6 29.7 55.4 44.2 36.2 29.1 50.0 39.5
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, March 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 : 25,472: 5,521 3,846 4,816 7,809 4,560 18,147 13,222: 7,326 12,251
Old : 25,472: 5,521 3,846 4,816 7,809 4,560 18,147 13,222: 7,326 12,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -795: -804 -472 -157 138 318 -824 -311: 29 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.1 18.9 30.7 17.9 71.2 51.9: 28.8 48.1
Old : 100.0: 21.7 15.1 18.9 30.7 17.9 71.2 51.9: 28.8 48.1
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 : 106: 23 26 27 37 30 80 69:
Old : 106: 23 26 27 37 30 80 69:
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 : 14.0 13.3 23.6 20.0 12.5 9.3 21.1 14.3
Old : 14.0 13.3 23.6 20.0 12.5 9.3 21.1 14.3
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, March 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 : 100,564: 8,355 32,880 6,476 55,804 35,275 70,635 74,631: 29,929 25,934
Old : 100,564: 8,355 32,880 6,476 55,804 35,275 70,635 74,631: 29,929 25,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 6,903: 772 4,193 3,471 2,771 -837 7,013 6,827: -110 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 32.7 6.4 55.5 35.1 70.2 74.2: 29.8 25.8
Old : 100.0: 8.3 32.7 6.4 55.5 35.1 70.2 74.2: 29.8 25.8
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 : 61: 13 25 14 18 16 39 47:
Old : 61: 13 25 14 18 16 39 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 : 39.3 36.5 50.5 48.5 30.5 29.1 37.5 36.1
Old : 39.3 36.5 50.5 48.5 30.5 29.1 37.5 36.1
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, March 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 : 37,107: 6,705 14,584 1,613 16,252 2,283 24,570 18,481: 12,538 18,627
Old : 37,107: 6,705 14,584 1,613 16,252 2,283 24,570 18,481: 12,538 18,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -7,020: 2,078 -444 -1,741 -5,169 -7,771 -4,832 -9,956: -2,188 2,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 39.3 4.3 43.8 6.2 66.2 49.8: 33.8 50.2
Old : 100.0: 18.1 39.3 4.3 43.8 6.2 66.2 49.8: 33.8 50.2
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 : 34: 10 12 3 11 4 22 18:
Old : 34: 10 12 3 11 4 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 25.6 43.2 39.6 26.9 25.6 40.7 36.3
Old : 27.7 25.6 43.2 39.6 26.9 25.6 40.7 36.3
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, March 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 : 47,497: 9,178 16,648 116 37,260 26,889 46,554 43,653: 943 3,844
Old : 47,497: 9,178 16,648 116 37,260 26,889 46,554 43,653: 943 3,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -12,911: 3,955 -4,730 -153 -16,672 -6,036 -12,870 -10,919: -41 -1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 35.1 0.2 78.4 56.6 98.0 91.9: 2.0 8.1
Old : 100.0: 19.3 35.1 0.2 78.4 56.6 98.0 91.9: 2.0 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 : 62: 14 29 2 5 15 19 46:
Old : 62: 14 29 2 5 15 19 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 : 84.2 47.9 92.3 59.9 84.2 47.9 91.8 59.4
Old : 84.2 47.9 92.3 59.9 84.2 47.9 91.8 59.4
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, March 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 : 84,835: 8,807 41,900 4,759 50,496 16,982 64,061 63,640: 20,774 21,195
Old : 84,835: 8,807 41,900 4,759 50,496 16,982 64,061 63,640: 20,774 21,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -37,320: -3,557 -1,508 -97 -25,983 -32,058 -29,637 -33,662: -7,684 -3,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 49.4 5.6 59.5 20.0 75.5 75.0: 24.5 25.0
Old : 100.0: 10.4 49.4 5.6 59.5 20.0 75.5 75.0: 24.5 25.0
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 : 65: 11 33 12 16 12 35 49:
Old : 65: 11 33 12 16 12 35 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 : 45.0 23.8 58.1 37.1 45.0 23.6 56.4 36.9
Old : 45.0 23.8 58.1 37.1 45.0 23.6 56.4 36.9
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, March 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 : 90,142: 26,962 28,889 10,673 39,393 27,846 77,028 67,408: 13,113 22,734
Old : 90,142: 26,962 28,889 10,673 39,393 27,846 77,028 67,408: 13,113 22,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -41,407: -20,810 4,189 932 -18,732 -38,233 -38,611 -33,112: -2,796 -8,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 32.0 11.8 43.7 30.9 85.5 74.8: 14.5 25.2
Old : 100.0: 29.9 32.0 11.8 43.7 30.9 85.5 74.8: 14.5 25.2
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 : 79: 18 32 14 23 18 50 55:
Old : 79: 18 32 14 23 18 50 55:
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 : 34.1 25.9 50.2 38.8 33.3 23.8 44.4 33.1
Old : 34.1 25.9 50.2 38.8 33.3 23.8 44.4 33.1
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, March 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 : 129,460: 32,847 43,531 10,628 43,503 39,454 86,978 93,613: 42,482 35,846
Old : 129,460: 32,847 43,531 10,628 43,503 39,454 86,978 93,613: 42,482 35,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -68,451: -587 -1,586 -156 -67,919 -65,520 -68,662 -67,262: 210 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 33.6 8.2 33.6 30.5 67.2 72.3: 32.8 27.7
Old : 100.0: 25.4 33.6 8.2 33.6 30.5 67.2 72.3: 32.8 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 : 105: 35 37 26 23 21 70 72:
Old : 105: 35 37 26 23 21 70 72:
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 : 19.1 27.5 29.7 37.9 19.1 25.2 29.5 34.4
Old : 19.1 27.5 29.7 37.9 19.1 25.2 29.5 34.4
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, March 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 : 15,548: 2,872 8,952 0 8,978 4,857 11,850 13,809: 3,698 1,739
Old : 15,548: 2,872 8,952 0 8,978 4,857 11,850 13,809: 3,698 1,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -2,443: 756 -1,143 -34 -4,253 -1,035 -3,531 -2,212: 1,088 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 57.6 0.0 57.7 31.2 76.2 88.8: 23.8 11.2
Old : 100.0: 18.5 57.6 0.0 57.7 31.2 76.2 88.8: 23.8 11.2
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 : 27: 3 11 0 7 6 10 17:
Old : 27: 3 11 0 7 6 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 : 52.8 60.3 74.6 75.3 52.8 60.3 74.6 75.3
Old : 52.8 60.3 74.6 75.3 52.8 60.3 74.6 75.3
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, March 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 : 9,794,755: 448,768 258,581 3,077,341 5,453,805 5,639,963 8,979,914 8,975,885: 814,840 818,870
Old : 9,794,755: 448,768 258,581 3,077,341 5,453,805 5,639,963 8,979,914 8,975,885: 814,840 818,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
:-2,826,471: 5,844 -126,056 -1,194,731 -1,579,192 -1,476,443 -2,768,079 -2,797,230: -58,392 -29,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.6 31.4 55.7 57.6 91.7 91.6: 8.3 8.4
Old : 100.0: 4.6 2.6 31.4 55.7 57.6 91.7 91.6: 8.3 8.4
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 : 212: 66 28 81 108 106 201 193:
Old : 212: 66 28 81 108 106 201 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 30.0 36.9 44.0 16.2 19.3 19.8 23.1
Old : 24.1 30.0 36.9 44.0 16.2 19.3 19.8 23.1
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, March 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 : 881,034: 53,752 87,321 63,864 577,653 642,856 695,269 794,041: 185,765 86,993
Old : 881,034: 53,752 87,321 63,864 577,653 642,856 695,269 794,041: 185,765 86,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -6,396: -8,183 -5,946 10,550 17,318 -9,612 19,684 -5,008: -26,081 -1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.9 7.2 65.6 73.0 78.9 90.1: 21.1 9.9
Old : 100.0: 6.1 9.9 7.2 65.6 73.0 78.9 90.1: 21.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 38 29 49 100 80 164 132:
Old : 184: 38 29 49 100 80 164 132:
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 : 15.3 24.2 23.4 39.3 14.5 23.6 21.6 34.7
Old : 15.3 24.2 23.4 39.3 14.5 23.6 21.6 34.7
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, March 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 : 4,178,728: 757,299 501,055 203,962 3,001,902 2,987,790 3,963,162 3,692,806: 215,565 485,921
Old : 4,178,728: 757,299 501,055 203,962 3,001,902 2,987,790 3,963,162 3,692,806: 215,565 485,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 375,811: 37,113 103,392 61,590 331,740 327,533 430,442 492,515: -54,632 -116,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 12.0 4.9 71.8 71.5 94.8 88.4: 5.2 11.6
Old : 100.0: 18.1 12.0 4.9 71.8 71.5 94.8 88.4: 5.2 11.6
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 : 439: 80 128 87 181 178 314 340:
Old : 439: 80 128 87 181 178 314 340:
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 : 19.9 20.8 33.1 29.6 16.4 16.3 25.8 24.0
Old : 19.9 20.8 33.1 29.6 16.4 16.3 25.8 24.0
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, March 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 : 135,850: 14,945 10,779 582 114,027 118,706 129,554 130,067: 6,296 5,783
Old : 135,850: 14,945 10,779 582 114,027 118,706 129,554 130,067: 6,296 5,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 11,396: 433 1,155 582 10,517 8,543 11,532 10,280: -136 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.9 0.4 83.9 87.4 95.4 95.7: 4.6 4.3
Old : 100.0: 11.0 7.9 0.4 83.9 87.4 95.4 95.7: 4.6 4.3
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 : 83: 6 7 3 51 40 59 48:
Old : 83: 6 7 3 51 40 59 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 : 38.6 53.6 56.4 70.0 28.7 46.6 46.1 58.4
Old : 38.6 53.6 56.4 70.0 28.7 46.6 46.1 58.4
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, March 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 : 45,096: 1,348 4,463 522 29,178 32,061 31,048 37,046: 14,048 8,051
Old : 45,096: 1,348 4,463 522 29,178 32,061 31,048 37,046: 14,048 8,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 10,798: -391 -383 307 6,820 6,274 6,736 6,198: 4,063 4,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 9.9 1.2 64.7 71.1 68.8 82.1: 31.2 17.9
Old : 100.0: 3.0 9.9 1.2 64.7 71.1 68.8 82.1: 31.2 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 7 3 19 28 24 37:
Old : 42: 4 7 3 19 28 24 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 40.1 58.0 54.1 31.1 39.2 45.7 48.4
Old : 40.4 40.1 58.0 54.1 31.1 39.2 45.7 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 403,117: 51,945 87,576 13,640 307,545 243,634 373,130 344,851: 29,987 58,266
Old : 403,117: 51,945 87,576 13,640 307,545 243,634 373,130 344,851: 29,987 58,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 68,484: -980 5,915 5,600 60,907 55,870 65,527 67,386: 2,957 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 21.7 3.4 76.3 60.4 92.6 85.5: 7.4 14.5
Old : 100.0: 12.9 21.7 3.4 76.3 60.4 92.6 85.5: 7.4 14.5
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 : 205: 40 56 21 69 79 124 141:
Old : 205: 40 56 21 69 79 124 141:
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 : 42.9 24.2 51.9 36.7 33.0 16.9 40.1 27.1
Old : 42.9 24.2 51.9 36.7 33.0 16.9 40.1 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 54,824: 14,847 15,133 2,344 19,957 26,960 37,148 44,438: 17,676 10,386
Old : 54,824: 14,847 15,133 2,344 19,957 26,960 37,148 44,438: 17,676 10,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -17,468: 3,408 -206 450 -20,988 -16,507 -17,130 -16,263: -338 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 27.6 4.3 36.4 49.2 67.8 81.1: 32.2 18.9
Old : 100.0: 27.1 27.6 4.3 36.4 49.2 67.8 81.1: 32.2 18.9
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 : 50: 19 17 7 11 9 35 28:
Old : 50: 19 17 7 11 9 35 28:
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 : 33.6 51.0 43.7 63.7 33.6 49.7 43.6 60.6
Old : 33.6 51.0 43.7 63.7 33.6 49.7 43.6 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 27,947: 4,961 11,412 0 17,685 10,380 22,646 21,792: 5,301 6,155
Old : 27,947: 4,961 11,412 0 17,685 10,380 22,646 21,792: 5,301 6,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -17,851: -2,077 3,586 -3,678 -11,871 -19,403 -17,626 -19,495: -225 1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 40.8 0.0 63.3 37.1 81.0 78.0: 19.0 22.0
Old : 100.0: 17.8 40.8 0.0 63.3 37.1 81.0 78.0: 19.0 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 : 45: 8 9 0 13 17 21 26:
Old : 45: 8 9 0 13 17 21 26:
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 : 48.2 41.1 62.3 54.2 48.2 41.1 62.3 53.5
Old : 48.2 41.1 62.3 54.2 48.2 41.1 62.3 53.5
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, March 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 : 36,772: 16,482 8,147 0 12,724 24,248 29,206 32,395: 7,566 4,377
Old : 36,772: 16,482 8,147 0 12,724 24,248 29,206 32,395: 7,566 4,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -45,889: -1,571 -12,568 -4,839 -15,482 -20,073 -21,892 -37,480: -23,997 -8,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 22.2 0.0 34.6 65.9 79.4 88.1: 20.6 11.9
Old : 100.0: 44.8 22.2 0.0 34.6 65.9 79.4 88.1: 20.6 11.9
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 : 44: 8 8 0 19 14 27 22:
Old : 44: 8 8 0 19 14 27 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 : 40.5 59.3 55.3 72.7 40.5 59.0 54.5 69.6
Old : 40.5 59.3 55.3 72.7 40.5 59.0 54.5 69.6
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, March 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 : 30,456: 5,805 7,971 288 23,032 19,940 29,125 28,199: 1,331 2,257
Old : 30,456: 5,805 7,971 288 23,032 19,940 29,125 28,199: 1,331 2,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -2,746: 203 703 288 -1,598 -2,585 -1,107 -1,594: -1,639 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 26.2 0.9 75.6 65.5 95.6 92.6: 4.4 7.4
Old : 100.0: 19.1 26.2 0.9 75.6 65.5 95.6 92.6: 4.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 6 2 11 16 19 24:
Old : 38: 8 6 2 11 16 19 24:
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 : 72.2 60.5 84.4 76.1 70.8 60.5 83.0 76.1
Old : 72.2 60.5 84.4 76.1 70.8 60.5 83.0 76.1
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, March 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 : 14,668: 4,168 1,067 0 9,835 12,941 14,003 14,008: 665 660
Old : 14,668: 4,168 1,067 0 9,835 12,941 14,003 14,008: 665 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -2,998: -41 344 -56 367 -105 270 183: -3,268 -3,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.3 0.0 67.1 88.2 95.5 95.5: 4.5 4.5
Old : 100.0: 28.4 7.3 0.0 67.1 88.2 95.5 95.5: 4.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 5 0 7 3 16 8:
Old : 22: 9 5 0 7 3 16 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 : 66.1 93.1 80.8 95.5 65.8 93.1 80.5 94.7
Old : 66.1 93.1 80.8 95.5 65.8 93.1 80.5 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2009