MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 44,640: 794 5,970 9,165 30,330 20,537 40,289 35,672: 4,352 8,968
Old : 44,640: 794 5,970 9,165 30,330 20,537 40,289 35,672: 4,352 8,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 901: -84 1,240 38 596 510 549 1,788: 351 -887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.4 20.5 67.9 46.0 90.3 79.9: 9.7 20.1
Old : 100.0: 1.8 13.4 20.5 67.9 46.0 90.3 79.9: 9.7 20.1
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 : 79: 7 32 21 31 29 56 64:
Old : 79: 7 32 21 31 29 56 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 24.2 56.8 36.2 39.8 20.3 52.0 29.0
Old : 42.9 24.2 56.8 36.2 39.8 20.3 52.0 29.0
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, May 12, 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 : 169,405: 27,274 40,851 53,953 63,717 49,425 144,944 144,228: 24,460 25,176
Old : 156,351: 25,607 43,044 47,635 62,053 43,436 135,295 134,115: 21,055 22,236
Other: 13,054: 5,226 1,365 2,759 1,664 5,989 9,649 10,114: 3,405 2,940
: : :
: : Changes in Commitments from: May 5, 2009 :
: 7,082: -1,956 452 5,405 2,436 2,239 5,886 8,096: 1,197 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.1 31.8 37.6 29.2 85.6 85.1: 14.4 14.9
Old : 100.0: 16.4 27.5 30.5 39.7 27.8 86.5 85.8: 13.5 14.2
Other: 100.0: 40.0 10.5 21.1 12.7 45.9 73.9 77.5: 26.1 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 64 83 91 43 43 165 177:
Old : 220: 66 85 89 43 42 165 174:
Other: 70: 27 12 16 19 20 51 44:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 14.6 29.6 23.8 16.2 12.1 24.4 19.1
Old : 19.4 15.5 31.9 23.7 17.5 12.6 25.5 19.2
Other: 29.2 28.5 43.3 43.1 26.3 25.6 34.9 37.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 245,793: 52,641 41,368 54,644 109,655 106,834 216,940 202,845: 28,853 42,947
Old : 245,793: 52,641 41,368 54,644 109,655 106,834 216,940 202,845: 28,853 42,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 377: 1,443 -180 -4,945 693 623 -2,809 -4,501: 3,186 4,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 16.8 22.2 44.6 43.5 88.3 82.5: 11.7 17.5
Old : 100.0: 21.4 16.8 22.2 44.6 43.5 88.3 82.5: 11.7 17.5
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 : 301: 74 74 91 95 126 226 242:
Old : 301: 74 74 91 95 126 226 242:
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 : 17.2 14.5 28.5 21.4 17.2 12.7 28.0 18.9
Old : 17.2 14.5 28.5 21.4 17.2 12.7 28.0 18.9
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, May 12, 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 : 7,992: 3,247 3,516 840 2,358 2,091 6,445 6,447: 1,547 1,545
Old : 7,992: 3,247 3,516 840 2,358 2,091 6,445 6,447: 1,547 1,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -473: 220 -163 -373 -113 189 -267 -347: -207 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 44.0 10.5 29.5 26.2 80.6 80.7: 19.4 19.3
Old : 100.0: 40.6 44.0 10.5 29.5 26.2 80.6 80.7: 19.4 19.3
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 : 78: 24 26 11 19 21 51 52:
Old : 78: 24 26 11 19 21 51 52:
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 29.9 50.3 41.8 33.6 28.9 49.6 40.0
Old : 33.6 29.9 50.3 41.8 33.6 28.9 49.6 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 24,114: 5,940 2,813 4,555 8,157 7,636 18,652 15,004: 5,462 9,110
Old : 24,114: 5,940 2,813 4,555 8,157 7,636 18,652 15,004: 5,462 9,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,686: 471 -538 638 421 1,213 1,529 1,312: 157 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 11.7 18.9 33.8 31.7 77.3 62.2: 22.7 37.8
Old : 100.0: 24.6 11.7 18.9 33.8 31.7 77.3 62.2: 22.7 37.8
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 : 130: 34 25 25 41 49 92 83:
Old : 130: 34 25 25 41 49 92 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 22.4 32.1 29.7 15.5 14.0 24.8 19.6
Old : 21.4 22.4 32.1 29.7 15.5 14.0 24.8 19.6
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, May 12, 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 : 12,015: 3,146 1,500 0 8,520 9,916 11,666 11,416: 349 599
Old : 12,015: 3,146 1,500 0 8,520 9,916 11,666 11,416: 349 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -1,496: 0 -308 -85 -1,518 -1,348 -1,603 -1,741: 107 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.5 0.0 70.9 82.5 97.1 95.0: 2.9 5.0
Old : 100.0: 26.2 12.5 0.0 70.9 82.5 97.1 95.0: 2.9 5.0
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 : 24: 4 4 0 13 9 17 13:
Old : 24: 4 4 0 13 9 17 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 : 56.0 68.6 80.6 85.2 51.9 65.0 75.1 79.6
Old : 56.0 68.6 80.6 85.2 51.9 65.0 75.1 79.6
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, May 12, 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 : 91,138: 24,637 19,863 4,438 24,587 47,428 53,663 71,729: 37,475 19,409
Old : 91,138: 24,637 19,863 4,438 24,587 47,428 53,663 71,729: 37,475 19,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 4,955: 3,041 -411 -675 -744 5,300 1,622 4,214: 3,334 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 21.8 4.9 27.0 52.0 58.9 78.7: 41.1 21.3
Old : 100.0: 27.0 21.8 4.9 27.0 52.0 58.9 78.7: 41.1 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 : 52: 15 13 10 13 19 34 36:
Old : 52: 15 13 10 13 19 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 44.8 39.1 56.6 27.1 44.2 36.5 55.7
Old : 27.3 44.8 39.1 56.6 27.1 44.2 36.5 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 38,273: 8,611 6,690 3,115 12,326 16,660 24,053 26,466: 14,220 11,808
Old : 38,273: 8,611 6,690 3,115 12,326 16,660 24,053 26,466: 14,220 11,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 5,234: 3,683 1,825 -64 -2,702 4,631 916 6,392: 4,317 -1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 17.5 8.1 32.2 43.5 62.8 69.1: 37.2 30.9
Old : 100.0: 22.5 17.5 8.1 32.2 43.5 62.8 69.1: 37.2 30.9
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 : 35: 13 11 7 8 7 24 22:
Old : 35: 13 11 7 8 7 24 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 : 29.5 45.6 41.7 55.7 29.4 41.0 38.0 49.0
Old : 29.5 45.6 41.7 55.7 29.4 41.0 38.0 49.0
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, May 12, 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 : 48,169: 30,478 9,010 375 13,976 37,319 44,829 46,704: 3,340 1,465
Old : 48,169: 30,478 9,010 375 13,976 37,319 44,829 46,704: 3,340 1,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 657: 5,734 3,171 -33 -5,542 -2,295 159 843: 498 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 18.7 0.8 29.0 77.5 93.1 97.0: 6.9 3.0
Old : 100.0: 63.3 18.7 0.8 29.0 77.5 93.1 97.0: 6.9 3.0
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 : 60: 20 20 1 9 15 29 36:
Old : 60: 20 20 1 9 15 29 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 60.1 75.8 73.1 59.1 60.0 75.0 73.0
Old : 59.1 60.1 75.8 73.1 59.1 60.0 75.0 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 100,581: 19,864 42,209 4,787 57,535 33,107 82,185 80,102: 18,396 20,479
Old : 100,581: 19,864 42,209 4,787 57,535 33,107 82,185 80,102: 18,396 20,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -682: -2,130 -1,830 42 138 3,376 -1,951 1,588: 1,269 -2,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 42.0 4.8 57.2 32.9 81.7 79.6: 18.3 20.4
Old : 100.0: 19.7 42.0 4.8 57.2 32.9 81.7 79.6: 18.3 20.4
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 : 62: 19 20 7 15 17 37 41:
Old : 62: 19 20 7 15 17 37 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 : 47.0 40.1 59.7 56.2 47.0 39.9 57.5 54.9
Old : 47.0 40.1 59.7 56.2 47.0 39.9 57.5 54.9
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, May 12, 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 : 97,625: 27,073 24,982 8,642 39,897 41,765 75,611 75,389: 22,014 22,236
Old : 97,625: 27,073 24,982 8,642 39,897 41,765 75,611 75,389: 22,014 22,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 4,746: 7,111 -536 -3,804 -2,627 9,902 680 5,562: 4,065 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 25.6 8.9 40.9 42.8 77.5 77.2: 22.5 22.8
Old : 100.0: 27.7 25.6 8.9 40.9 42.8 77.5 77.2: 22.5 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 20 33 15 18 18 50 54:
Old : 76: 20 33 15 18 18 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 39.9 43.3 51.3 31.4 37.3 42.9 46.0
Old : 31.4 39.9 43.3 51.3 31.4 37.3 42.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 145,677: 40,241 31,541 13,511 46,113 64,749 99,865 109,800: 45,812 35,876
Old : 145,677: 40,241 31,541 13,511 46,113 64,749 99,865 109,800: 45,812 35,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 11,388: 5,728 -912 -149 -553 11,359 5,026 10,299: 6,361 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 21.7 9.3 31.7 44.4 68.6 75.4: 31.4 24.6
Old : 100.0: 27.6 21.7 9.3 31.7 44.4 68.6 75.4: 31.4 24.6
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 : 108: 40 29 24 25 30 72 76:
Old : 108: 40 29 24 25 30 72 76:
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 : 20.2 27.0 30.0 38.2 20.0 24.0 29.5 32.9
Old : 20.2 27.0 30.0 38.2 20.0 24.0 29.5 32.9
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, May 12, 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 : 16,914: 7,031 773 0 7,898 15,194 14,929 15,967: 1,985 947
Old : 16,914: 7,031 773 0 7,898 15,194 14,929 15,967: 1,985 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,921: 2,373 -76 0 9 3,341 2,382 3,265: 539 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 4.6 0.0 46.7 89.8 88.3 94.4: 11.7 5.6
Old : 100.0: 41.6 4.6 0.0 46.7 89.8 88.3 94.4: 11.7 5.6
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 : 26: 8 3 0 6 10 14 13:
Old : 26: 8 3 0 6 10 14 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 : 52.0 78.1 74.1 89.0 52.0 75.3 74.1 86.2
Old : 52.0 78.1 74.1 89.0 52.0 75.3 74.1 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,429,567: 743,936 242,564 4,408,430 6,243,620 6,905,113 11,395,986 11,556,106: 1,033,581 873,461
Old :12,429,567: 743,936 242,564 4,408,430 6,243,620 6,905,113 11,395,986 11,556,106: 1,033,581 873,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 557,989: 123,446 -46,523 254,175 142,962 386,743 520,583 594,395: 37,407 -36,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.0 35.5 50.2 55.6 91.7 93.0: 8.3 7.0
Old : 100.0: 6.0 2.0 35.5 50.2 55.6 91.7 93.0: 8.3 7.0
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 : 233: 74 31 92 117 117 221 214:
Old : 233: 74 31 92 117 117 221 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 26.5 34.0 41.4 11.2 15.7 15.0 18.9
Old : 21.1 26.5 34.0 41.4 11.2 15.7 15.0 18.9
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, May 12, 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 : 611,411: 57,665 28,641 42,413 398,160 473,248 498,238 544,302: 113,173 67,109
Old : 611,411: 57,665 28,641 42,413 398,160 473,248 498,238 544,302: 113,173 67,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 6,646: -1,127 -3,231 4,502 8,890 6,846 12,264 8,117: -5,618 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 4.7 6.9 65.1 77.4 81.5 89.0: 18.5 11.0
Old : 100.0: 9.4 4.7 6.9 65.1 77.4 81.5 89.0: 18.5 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 33 29 42 84 70 140 119:
Old : 169: 33 29 42 84 70 140 119:
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 : 17.6 25.1 26.3 40.4 14.8 23.7 21.8 34.8
Old : 17.6 25.1 26.3 40.4 14.8 23.7 21.8 34.8
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, May 12, 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 : 2,844,322: 508,982 468,789 121,145 2,006,824 1,952,828 2,636,950 2,542,761: 207,372 301,561
Old : 2,844,322: 508,982 468,789 121,145 2,006,824 1,952,828 2,636,950 2,542,761: 207,372 301,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 40,853: 17,057 28,390 17,410 -5,639 -10,030 28,828 35,770: 12,025 5,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.5 4.3 70.6 68.7 92.7 89.4: 7.3 10.6
Old : 100.0: 17.9 16.5 4.3 70.6 68.7 92.7 89.4: 7.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 436: 96 120 75 151 154 288 308:
Old : 436: 96 120 75 151 154 288 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 19.4 31.6 28.2 16.0 13.0 27.6 21.2
Old : 19.0 19.4 31.6 28.2 16.0 13.0 27.6 21.2
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 107,928: 14,025 13,165 603 83,711 91,207 98,339 104,974: 9,590 2,954
Old : 107,928: 14,025 13,165 603 83,711 91,207 98,339 104,974: 9,590 2,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -1,721: -1,096 -628 33 516 -593 -547 -1,188: -1,173 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.2 0.6 77.6 84.5 91.1 97.3: 8.9 2.7
Old : 100.0: 13.0 12.2 0.6 77.6 84.5 91.1 97.3: 8.9 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 : 86: 8 8 2 49 34 59 42:
Old : 86: 8 8 2 49 34 59 42:
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 : 34.5 51.4 51.9 68.3 32.9 51.4 50.3 68.3
Old : 34.5 51.4 51.9 68.3 32.9 51.4 50.3 68.3
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, May 12, 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 : 22,996: 2,100 4,528 0 12,628 15,623 14,728 20,151: 8,268 2,845
Old : 22,996: 2,100 4,528 0 12,628 15,623 14,728 20,151: 8,268 2,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 541: -1,868 954 0 131 -375 -1,737 579: 2,278 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 19.7 0.0 54.9 67.9 64.0 87.6: 36.0 12.4
Old : 100.0: 9.1 19.7 0.0 54.9 67.9 64.0 87.6: 36.0 12.4
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 : 39: 5 6 0 15 19 20 25:
Old : 39: 5 6 0 15 19 20 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 46.7 48.0 60.5 32.6 40.6 44.3 54.3
Old : 35.0 46.7 48.0 60.5 32.6 40.6 44.3 54.3
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, May 12, 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 : 292,037: 83,902 64,865 10,061 175,246 176,064 269,209 250,990: 22,828 41,047
Old : 292,037: 83,902 64,865 10,061 175,246 176,064 269,209 250,990: 22,828 41,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 4,291: -8,808 -2,692 5,566 4,109 -12,374 866 -9,501: 3,425 13,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 22.2 3.4 60.0 60.3 92.2 85.9: 7.8 14.1
Old : 100.0: 28.7 22.2 3.4 60.0 60.3 92.2 85.9: 7.8 14.1
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 : 218: 56 57 24 64 58 135 124:
Old : 218: 56 57 24 64 58 135 124:
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 : 36.0 28.3 48.0 39.6 25.5 21.0 36.2 30.9
Old : 36.0 28.3 48.0 39.6 25.5 21.0 36.2 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 93,032: 39,692 11,394 4,451 25,033 67,248 69,177 83,094: 23,855 9,939
Old : 93,032: 39,692 11,394 4,451 25,033 67,248 69,177 83,094: 23,855 9,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 4,279: 5,123 -57 -9 -195 4,287 4,919 4,221: -639 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 12.2 4.8 26.9 72.3 74.4 89.3: 25.6 10.7
Old : 100.0: 42.7 12.2 4.8 26.9 72.3 74.4 89.3: 25.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 30 7 9 13 15 46 28:
Old : 58: 30 7 9 13 15 46 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 : 31.4 69.3 42.5 77.3 31.4 68.1 42.5 75.9
Old : 31.4 69.3 42.5 77.3 31.4 68.1 42.5 75.9
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,628: 7,539 11,117 3 17,090 13,943 24,632 25,063: 5,996 5,565
Old : 30,628: 7,539 11,117 3 17,090 13,943 24,632 25,063: 5,996 5,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -52: 728 1,236 1 -179 -1,045 550 192: -602 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 36.3 0.0 55.8 45.5 80.4 81.8: 19.6 18.2
Old : 100.0: 24.6 36.3 0.0 55.8 45.5 80.4 81.8: 19.6 18.2
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 : 52: 14 12 2 13 16 27 30:
Old : 52: 14 12 2 13 16 27 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 : 41.1 46.4 53.4 59.7 41.1 45.8 52.8 59.1
Old : 41.1 46.4 53.4 59.7 41.1 45.8 52.8 59.1
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, May 12, 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 : 56,968: 18,126 17,921 1,781 21,121 31,748 41,028 51,450: 15,940 5,518
Old : 56,968: 18,126 17,921 1,781 21,121 31,748 41,028 51,450: 15,940 5,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 3,403: 2,625 1,587 -72 -989 -2,549 1,564 -1,034: 1,839 4,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 31.5 3.1 37.1 55.7 72.0 90.3: 28.0 9.7
Old : 100.0: 31.8 31.5 3.1 37.1 55.7 72.0 90.3: 28.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 16 17 5 22 21 40 41:
Old : 71: 16 17 5 22 21 40 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 : 26.5 53.8 37.2 66.3 21.9 53.2 31.7 61.8
Old : 26.5 53.8 37.2 66.3 21.9 53.2 31.7 61.8
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, May 12, 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 : 25,529: 3,347 8,344 125 20,322 14,652 23,794 23,121: 1,735 2,408
Old : 25,529: 3,347 8,344 125 20,322 14,652 23,794 23,121: 1,735 2,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -184: -223 630 -130 191 -924 -162 -424: -22 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 32.7 0.5 79.6 57.4 93.2 90.6: 6.8 9.4
Old : 100.0: 13.1 32.7 0.5 79.6 57.4 93.2 90.6: 6.8 9.4
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 : 35: 8 5 3 11 14 21 20:
Old : 35: 8 5 3 11 14 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 60.4 79.2 76.7 62.5 60.4 75.4 75.3
Old : 66.3 60.4 79.2 76.7 62.5 60.4 75.4 75.3
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,629: 4,204 656 0 10,774 15,262 14,978 15,918: 1,651 711
Old : 16,629: 4,204 656 0 10,774 15,262 14,978 15,918: 1,651 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,106: 477 -127 -88 1,204 2,175 1,593 1,960: 513 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.9 0.0 64.8 91.8 90.1 95.7: 9.9 4.3
Old : 100.0: 25.3 3.9 0.0 64.8 91.8 90.1 95.7: 9.9 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 : 23: 12 2 0 8 3 20 5:
Old : 23: 12 2 0 8 3 20 5:
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 95.1 70.6 95.7 54.6 89.0 66.6 89.0
Old : 57.8 95.1 70.6 95.7 54.6 89.0 66.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2009