BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,881: 0 58 0 4,223 4,053 4,223 4,111: 658 770
Old : 4,881: 0 58 0 4,223 4,053 4,223 4,111: 658 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 138: 0 10 0 96 125 96 135: 42 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 86.5 83.0 86.5 84.2: 13.5 15.8
Old : 100.0: 0.0 1.2 0.0 86.5 83.0 86.5 84.2: 13.5 15.8
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 : 20: 0 1 0 14 11 14 12:
Old : 20: 0 1 0 14 11 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 67.0 83.4 80.5 71.0 66.4 83.4 79.4
Old : 71.0 67.0 83.4 80.5 71.0 66.4 83.4 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 47,257: 809 6,559 9,324 32,657 21,314 42,790 37,197: 4,466 10,060
Old : 47,257: 809 6,559 9,324 32,657 21,314 42,790 37,197: 4,466 10,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 175: -84 501 -197 457 25 176 329: -1 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 13.9 19.7 69.1 45.1 90.5 78.7: 9.5 21.3
Old : 100.0: 1.7 13.9 19.7 69.1 45.1 90.5 78.7: 9.5 21.3
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 : 76: 7 31 18 29 27 52 60:
Old : 76: 7 31 18 29 27 52 60:
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 : 44.7 22.8 58.1 35.4 41.6 18.9 53.3 29.2
Old : 44.7 22.8 58.1 35.4 41.6 18.9 53.3 29.2
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, April 21, 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 : 153,594: 18,571 29,455 48,589 62,161 49,731 129,322 127,775: 24,273 25,819
Old : 143,405: 16,816 31,241 44,030 60,820 44,671 121,666 119,942: 21,739 23,463
Other: 10,189: 3,925 384 2,389 1,341 5,059 7,655 7,833: 2,533 2,356
: : :
: : Changes in Commitments from: April 14, 2009 :
: -10,660: 467 651 -7,505 -2,889 -3,434 -9,928 -10,288: -732 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.2 31.6 40.5 32.4 84.2 83.2: 15.8 16.8
Old : 100.0: 11.7 21.8 30.7 42.4 31.2 84.8 83.6: 15.2 16.4
Other: 100.0: 38.5 3.8 23.5 13.2 49.7 75.1 76.9: 24.9 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 59 64 77 47 43 151 157:
Old : 199: 58 68 76 46 43 149 157:
Other: 51: 18 8 15 14 18 38 37:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 18.7 31.2 27.9 20.0 17.6 28.6 24.5
Old : 21.4 17.9 32.7 27.3 21.2 17.2 29.7 23.9
Other: 35.9 37.9 51.4 50.3 34.2 32.6 40.4 40.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 242,589: 51,512 36,248 57,648 108,106 109,432 217,266 203,328: 25,323 39,261
Old : 242,589: 51,512 36,248 57,648 108,106 109,432 217,266 203,328: 25,323 39,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 2,479: -992 -110 3,959 -1,763 -805 1,204 3,044: 1,276 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 14.9 23.8 44.6 45.1 89.6 83.8: 10.4 16.2
Old : 100.0: 21.2 14.9 23.8 44.6 45.1 89.6 83.8: 10.4 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 82 61 86 99 127 227 241:
Old : 312: 82 61 86 99 127 227 241:
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 : 16.9 13.6 27.6 21.1 16.9 11.4 26.7 17.7
Old : 16.9 13.6 27.6 21.1 16.9 11.4 26.7 17.7
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, April 21, 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 : 7,784: 2,645 2,803 1,108 2,394 2,299 6,148 6,210: 1,636 1,573
Old : 7,784: 2,645 2,803 1,108 2,394 2,299 6,148 6,210: 1,636 1,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -425: -51 -36 -262 -16 -62 -330 -361: -95 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 36.0 14.2 30.8 29.5 79.0 79.8: 21.0 20.2
Old : 100.0: 34.0 36.0 14.2 30.8 29.5 79.0 79.8: 21.0 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 : 62: 19 17 9 18 20 39 45:
Old : 62: 19 17 9 18 20 39 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 : 33.2 26.9 50.6 40.7 33.2 25.1 48.9 37.8
Old : 33.2 26.9 50.6 40.7 33.2 25.1 48.9 37.8
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, April 21, 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 : 22,555: 5,511 2,145 4,485 6,779 5,484 16,774 12,114: 5,781 10,441
Old : 22,555: 5,511 2,145 4,485 6,779 5,484 16,774 12,114: 5,781 10,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 1,078: 455 -39 284 -238 755 500 1,000: 578 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 9.5 19.9 30.1 24.3 74.4 53.7: 25.6 46.3
Old : 100.0: 24.4 9.5 19.9 30.1 24.3 74.4 53.7: 25.6 46.3
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 : 117: 31 20 23 32 48 76 80:
Old : 117: 31 20 23 32 48 76 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 14.4 29.5 21.2 15.4 9.0 24.7 13.7
Old : 18.3 14.4 29.5 21.2 15.4 9.0 24.7 13.7
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, April 21, 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 : 11,480: 2,390 1,801 219 8,624 9,047 11,233 11,067: 247 413
Old : 11,480: 2,390 1,801 219 8,624 9,047 11,233 11,067: 247 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -192: 1,021 5 0 -1,154 -176 -133 -171: -59 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 15.7 1.9 75.1 78.8 97.8 96.4: 2.2 3.6
Old : 100.0: 20.8 15.7 1.9 75.1 78.8 97.8 96.4: 2.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 7 1 11 6 15 13:
Old : 25: 3 7 1 11 6 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 73.4 87.5 85.4 67.2 71.7 87.5 83.0
Old : 67.2 73.4 87.5 85.4 67.2 71.7 87.5 83.0
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, April 21, 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 : 71,355: 12,688 26,001 3,540 23,270 22,788 39,497 52,329: 31,858 19,026
Old : 71,355: 12,688 26,001 3,540 23,270 22,788 39,497 52,329: 31,858 19,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 2,623: 2,535 -2,023 -182 -58 6,469 2,295 4,264: 329 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 36.4 5.0 32.6 31.9 55.4 73.3: 44.6 26.7
Old : 100.0: 17.8 36.4 5.0 32.6 31.9 55.4 73.3: 44.6 26.7
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 : 53: 15 15 11 12 17 31 39:
Old : 53: 15 15 11 12 17 31 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 : 25.6 33.7 34.5 44.0 24.7 33.7 31.2 43.1
Old : 25.6 33.7 34.5 44.0 24.7 33.7 31.2 43.1
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, April 21, 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 : 40,122: 6,625 17,770 2,707 22,519 4,266 31,852 24,744: 8,270 15,379
Old : 40,122: 6,625 17,770 2,707 22,519 4,266 31,852 24,744: 8,270 15,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 6,544: 3,298 9,901 -560 5,528 -6,303 8,266 3,038: -1,722 3,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 44.3 6.7 56.1 10.6 79.4 61.7: 20.6 38.3
Old : 100.0: 16.5 44.3 6.7 56.1 10.6 79.4 61.7: 20.6 38.3
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 : 41: 7 20 4 12 6 22 27:
Old : 41: 7 20 4 12 6 22 27:
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 : 41.0 20.9 59.2 36.1 41.0 20.9 54.6 33.1
Old : 41.0 20.9 59.2 36.1 41.0 20.9 54.6 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 57,093: 36,407 6,300 376 16,752 48,891 53,535 55,567: 3,558 1,526
Old : 57,093: 36,407 6,300 376 16,752 48,891 53,535 55,567: 3,558 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 14,445: 16,372 -1,037 28 -2,605 15,940 13,795 14,931: 650 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 11.0 0.7 29.3 85.6 93.8 97.3: 6.2 2.7
Old : 100.0: 63.8 11.0 0.7 29.3 85.6 93.8 97.3: 6.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 27 14 2 5 17 32 33:
Old : 62: 27 14 2 5 17 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 59.6 75.2 80.0 57.8 59.6 75.2 78.1
Old : 57.8 59.6 75.2 80.0 57.8 59.6 75.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 91,053: 16,247 40,302 3,945 57,711 25,749 77,904 69,996: 13,149 21,057
Old : 91,053: 16,247 40,302 3,945 57,711 25,749 77,904 69,996: 13,149 21,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -43: 2,761 468 59 -1,207 672 1,614 1,200: -1,657 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 44.3 4.3 63.4 28.3 85.6 76.9: 14.4 23.1
Old : 100.0: 17.8 44.3 4.3 63.4 28.3 85.6 76.9: 14.4 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 : 61: 17 20 10 16 16 38 41:
Old : 61: 17 20 10 16 16 38 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 : 52.0 38.2 63.9 52.5 51.9 37.1 62.8 50.9
Old : 52.0 38.2 63.9 52.5 51.9 37.1 62.8 50.9
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, April 21, 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 : 91,356: 16,847 28,767 11,835 44,753 26,033 73,435 66,635: 17,922 24,722
Old : 91,356: 16,847 28,767 11,835 44,753 26,033 73,435 66,635: 17,922 24,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -8,475: -2,782 5,051 -34 -5,287 -10,415 -8,104 -5,398: -371 -3,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 31.5 13.0 49.0 28.5 80.4 72.9: 19.6 27.1
Old : 100.0: 18.4 31.5 13.0 49.0 28.5 80.4 72.9: 19.6 27.1
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 : 78: 16 34 15 22 19 48 58:
Old : 78: 16 34 15 22 19 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 : 34.3 23.3 47.0 35.9 32.9 16.2 41.4 25.6
Old : 34.3 23.3 47.0 35.9 32.9 16.2 41.4 25.6
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, April 21, 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 : 127,751: 29,366 29,392 12,343 47,888 51,615 89,598 93,349: 38,153 34,401
Old : 127,751: 29,366 29,392 12,343 47,888 51,615 89,598 93,349: 38,153 34,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -643: -2,557 1,696 501 3,297 -8,600 1,241 -6,403: -1,884 5,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 23.0 9.7 37.5 40.4 70.1 73.1: 29.9 26.9
Old : 100.0: 23.0 23.0 9.7 37.5 40.4 70.1 73.1: 29.9 26.9
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 : 108: 33 34 27 27 32 71 82:
Old : 108: 33 34 27 27 32 71 82:
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 22.6 32.9 32.5 23.9 18.5 32.1 27.2
Old : 24.1 22.6 32.9 32.5 23.9 18.5 32.1 27.2
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, April 21, 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 : 13,843: 4,538 1,033 0 8,161 11,130 12,699 12,163: 1,144 1,680
Old : 13,843: 4,538 1,033 0 8,161 11,130 12,699 12,163: 1,144 1,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -1,359: -824 31 0 -288 -1,856 -1,112 -1,825: -247 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 7.5 0.0 59.0 80.4 91.7 87.9: 8.3 12.1
Old : 100.0: 32.8 7.5 0.0 59.0 80.4 91.7 87.9: 8.3 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 4 0 8 7 15 11:
Old : 24: 7 4 0 8 7 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 76.2 81.3 85.6 64.0 74.4 81.3 83.8
Old : 64.0 76.2 81.3 85.6 64.0 74.4 81.3 83.8
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, April 21, 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 :10,960,521: 509,566 246,910 3,768,960 5,770,217 6,103,700 10,048,743 10,119,570: 911,778 840,951
Old :10,960,521: 509,566 246,910 3,768,960 5,770,217 6,103,700 10,048,743 10,119,570: 911,778 840,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 104,474: -137,434 -17,668 70,049 242,749 67,400 175,364 119,781: -70,890 -15,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.3 34.4 52.6 55.7 91.7 92.3: 8.3 7.7
Old : 100.0: 4.6 2.3 34.4 52.6 55.7 91.7 92.3: 8.3 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 : 224: 63 29 88 117 118 211 211:
Old : 224: 63 29 88 117 118 211 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 26.7 35.5 42.4 13.0 16.8 16.6 20.5
Old : 22.0 26.7 35.5 42.4 13.0 16.8 16.6 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, April 21, 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 : 559,973: 53,589 30,438 31,460 360,904 441,256 445,953 503,154: 114,020 56,819
Old : 559,973: 53,589 30,438 31,460 360,904 441,256 445,953 503,154: 114,020 56,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -5,005: 1,821 -2,043 -7,643 -5,166 5,238 -10,988 -4,448: 5,983 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.4 5.6 64.5 78.8 79.6 89.9: 20.4 10.1
Old : 100.0: 9.6 5.4 5.6 64.5 78.8 79.6 89.9: 20.4 10.1
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 : 168: 27 30 36 83 76 133 119:
Old : 168: 27 30 36 83 76 133 119:
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 26.7 26.6 40.5 16.2 26.3 24.5 37.6
Old : 17.5 26.7 26.6 40.5 16.2 26.3 24.5 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 2,640,215: 496,149 362,815 86,297 1,873,165 1,895,222 2,455,611 2,344,334: 184,604 295,881
Old : 2,640,215: 496,149 362,815 86,297 1,873,165 1,895,222 2,455,611 2,344,334: 184,604 295,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -26,404: 30,144 -37,118 -23,828 -39,058 1,148 -32,742 -59,798: 6,338 33,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.7 3.3 70.9 71.8 93.0 88.8: 7.0 11.2
Old : 100.0: 18.8 13.7 3.3 70.9 71.8 93.0 88.8: 7.0 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 : 415: 95 98 68 152 150 281 282:
Old : 415: 95 98 68 152 150 281 282:
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 : 20.0 20.3 32.8 31.4 16.2 14.9 27.8 24.9
Old : 20.0 20.3 32.8 31.4 16.2 14.9 27.8 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 113,700: 16,355 12,500 752 86,364 97,310 103,471 110,562: 10,228 3,137
Old : 113,700: 16,355 12,500 752 86,364 97,310 103,471 110,562: 10,228 3,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 3,581: 1,764 1,423 139 1,222 2,500 3,125 4,062: 456 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.0 0.7 76.0 85.6 91.0 97.2: 9.0 2.8
Old : 100.0: 14.4 11.0 0.7 76.0 85.6 91.0 97.2: 9.0 2.8
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 : 89: 12 6 2 49 36 61 44:
Old : 89: 12 6 2 49 36 61 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 : 34.9 47.7 51.8 65.1 33.0 47.7 49.9 65.1
Old : 34.9 47.7 51.8 65.1 33.0 47.7 49.9 65.1
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, April 21, 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 : 22,367: 2,606 2,637 0 14,625 17,513 17,231 20,150: 5,137 2,218
Old : 22,367: 2,606 2,637 0 14,625 17,513 17,231 20,150: 5,137 2,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 892: -57 -16 0 -302 915 -359 899: 1,250 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 11.8 0.0 65.4 78.3 77.0 90.1: 23.0 9.9
Old : 100.0: 11.7 11.8 0.0 65.4 78.3 77.0 90.1: 23.0 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 : 37: 6 5 0 14 18 20 23:
Old : 37: 6 5 0 14 18 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 53.1 61.5 68.8 47.8 48.3 58.7 63.9
Old : 49.2 53.1 61.5 68.8 47.8 48.3 58.7 63.9
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, April 21, 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 : 268,096: 94,346 45,701 2,480 151,662 200,585 248,489 248,766: 19,607 19,330
Old : 268,096: 94,346 45,701 2,480 151,662 200,585 248,489 248,766: 19,607 19,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 18,350: 27,024 -4,925 -2,488 -7,327 21,445 17,209 14,031: 1,141 4,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 17.0 0.9 56.6 74.8 92.7 92.8: 7.3 7.2
Old : 100.0: 35.2 17.0 0.9 56.6 74.8 92.7 92.8: 7.3 7.2
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 : 202: 60 32 11 59 66 124 104:
Old : 202: 60 32 11 59 66 124 104:
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 : 35.3 34.0 47.5 47.0 26.3 30.0 37.4 39.8
Old : 35.3 34.0 47.5 47.0 26.3 30.0 37.4 39.8
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, April 21, 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 : 75,970: 26,063 8,471 2,988 24,553 53,652 53,603 65,111: 22,367 10,859
Old : 75,970: 26,063 8,471 2,988 24,553 53,652 53,603 65,111: 22,367 10,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -4,977: -5,688 -2,399 213 1,315 -5,048 -4,160 -7,233: -818 2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 11.2 3.9 32.3 70.6 70.6 85.7: 29.4 14.3
Old : 100.0: 34.3 11.2 3.9 32.3 70.6 70.6 85.7: 29.4 14.3
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 : 53: 24 9 6 12 13 40 24:
Old : 53: 24 9 6 12 13 40 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 : 30.7 64.0 39.7 73.4 30.7 62.8 39.7 71.8
Old : 30.7 64.0 39.7 73.4 30.7 62.8 39.7 71.8
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, April 21, 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 : 26,183: 3,871 7,885 2 16,542 13,877 20,415 21,764: 5,768 4,419
Old : 26,183: 3,871 7,885 2 16,542 13,877 20,415 21,764: 5,768 4,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -3,164: -742 -2,593 -14 -2,342 -811 -3,098 -3,418: -66 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 30.1 0.0 63.2 53.0 78.0 83.1: 22.0 16.9
Old : 100.0: 14.8 30.1 0.0 63.2 53.0 78.0 83.1: 22.0 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 : 46: 8 9 1 14 18 22 28:
Old : 46: 8 9 1 14 18 22 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 : 48.2 41.6 61.3 55.5 48.2 40.9 60.8 54.8
Old : 48.2 41.6 61.3 55.5 48.2 40.9 60.8 54.8
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, April 21, 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 : 48,758: 13,819 12,894 1,312 16,074 30,509 31,205 44,715: 17,553 4,043
Old : 48,758: 13,819 12,894 1,312 16,074 30,509 31,205 44,715: 17,553 4,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 1,875: -2,193 1,558 337 -1,709 1,044 -3,565 2,939: 5,440 -1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 26.4 2.7 33.0 62.6 64.0 91.7: 36.0 8.3
Old : 100.0: 28.3 26.4 2.7 33.0 62.6 64.0 91.7: 36.0 8.3
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 : 55: 11 12 2 20 16 31 30:
Old : 55: 11 12 2 20 16 31 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 : 25.4 54.9 37.7 71.4 22.9 54.6 33.7 69.5
Old : 25.4 54.9 37.7 71.4 22.9 54.6 33.7 69.5
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, April 21, 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 : 26,687: 3,172 7,195 41 21,762 17,658 24,975 24,894: 1,712 1,793
Old : 26,687: 3,172 7,195 41 21,762 17,658 24,975 24,894: 1,712 1,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -270: 125 -1,480 0 -111 1,020 14 -460: -284 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 27.0 0.2 81.5 66.2 93.6 93.3: 6.4 6.7
Old : 100.0: 11.9 27.0 0.2 81.5 66.2 93.6 93.3: 6.4 6.7
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 : 34: 7 5 3 12 12 21 18:
Old : 34: 7 5 3 12 12 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 65.2 79.9 82.6 67.6 65.2 78.4 82.6
Old : 69.1 65.2 79.9 82.6 67.6 65.2 78.4 82.6
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, April 21, 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 : 15,606: 4,522 2,527 0 10,174 12,383 14,696 14,910: 910 696
Old : 15,606: 4,522 2,527 0 10,174 12,383 14,696 14,910: 910 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -1,598: 166 1,006 -942 454 -804 -322 -740: -1,276 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 16.2 0.0 65.2 79.3 94.2 95.5: 5.8 4.5
Old : 100.0: 29.0 16.2 0.0 65.2 79.3 94.2 95.5: 5.8 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 : 25: 13 4 0 7 3 20 7:
Old : 25: 13 4 0 7 3 20 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 93.0 76.3 95.5 60.9 93.0 75.3 93.8
Old : 61.8 93.0 76.3 95.5 60.9 93.0 75.3 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 23, 2009