MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 46,024: 878 6,165 9,656 31,145 20,999 41,679 36,821: 4,345 9,203
Old : 46,024: 878 6,165 9,656 31,145 20,999 41,679 36,821: 4,345 9,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,383: 84 195 491 815 462 1,390 1,149: -7 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 13.4 21.0 67.7 45.6 90.6 80.0: 9.4 20.0
Old : 100.0: 1.9 13.4 21.0 67.7 45.6 90.6 80.0: 9.4 20.0
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 : 77: 8 29 21 32 29 56 63:
Old : 77: 8 29 21 32 29 56 63:
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 : 42.2 24.6 56.4 37.2 39.1 20.4 51.6 28.6
Old : 42.2 24.6 56.4 37.2 39.1 20.4 51.6 28.6
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 19, 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 : 170,929: 26,276 37,314 56,874 65,262 50,615 148,412 144,803: 22,517 26,126
Old : 157,079: 24,133 38,896 51,093 63,055 44,279 138,280 134,268: 18,799 22,812
Other: 13,849: 4,527 802 3,397 2,207 6,336 10,131 10,535: 3,718 3,314
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,524: -999 -3,537 2,921 1,545 1,190 3,467 574: -1,943 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 21.8 33.3 38.2 29.6 86.8 84.7: 13.2 15.3
Old : 100.0: 15.4 24.8 32.5 40.1 28.2 88.0 85.5: 12.0 14.5
Other: 100.0: 32.7 5.8 24.5 15.9 45.8 73.2 76.1: 26.8 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 57 85 83 42 38 155 162:
Old : 207: 57 88 81 42 37 155 159:
Other: 71: 24 15 18 20 22 52 47:
:----------------------------------------------------------------------------------------------------
: 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 16.0 31.4 25.9 16.1 12.6 24.3 18.9
Old : 19.4 16.5 33.6 25.8 17.4 12.9 25.6 18.9
Other: 24.8 29.7 38.7 44.3 20.2 24.6 29.2 34.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 247,066: 53,920 44,305 54,938 109,654 105,274 218,512 204,518: 28,554 42,548
Old : 247,066: 53,920 44,305 54,938 109,654 105,274 218,512 204,518: 28,554 42,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,273: 1,279 2,938 294 -1 -1,559 1,572 1,672: -299 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.9 22.2 44.4 42.6 88.4 82.8: 11.6 17.2
Old : 100.0: 21.8 17.9 22.2 44.4 42.6 88.4 82.8: 11.6 17.2
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 : 311: 80 70 89 96 130 223 256:
Old : 311: 80 70 89 96 130 223 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 14.0 28.4 20.9 17.2 12.3 28.1 18.3
Old : 17.3 14.0 28.4 20.9 17.2 12.3 28.1 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,038: 3,063 3,462 781 2,531 2,040 6,375 6,283: 1,663 1,755
Old : 8,038: 3,063 3,462 781 2,531 2,040 6,375 6,283: 1,663 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 47: -184 -54 -59 173 -51 -70 -164: 117 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 43.1 9.7 31.5 25.4 79.3 78.2: 20.7 21.8
Old : 100.0: 38.1 43.1 9.7 31.5 25.4 79.3 78.2: 20.7 21.8
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 : 75: 23 24 10 19 21 48 51:
Old : 75: 23 24 10 19 21 48 51:
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 29.0 50.5 39.5 33.6 27.9 49.8 37.7
Old : 33.6 29.0 50.5 39.5 33.6 27.9 49.8 37.7
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 19, 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 : 24,334: 6,640 2,200 4,556 7,670 8,181 18,866 14,937: 5,468 9,397
Old : 24,334: 6,640 2,200 4,556 7,670 8,181 18,866 14,937: 5,468 9,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 220: 701 -613 1 -487 545 214 -67: 5 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.0 18.7 31.5 33.6 77.5 61.4: 22.5 38.6
Old : 100.0: 27.3 9.0 18.7 31.5 33.6 77.5 61.4: 22.5 38.6
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 : 131: 40 18 24 44 48 97 78:
Old : 131: 40 18 24 44 48 97 78:
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 : 22.9 24.5 33.2 31.8 17.0 16.0 25.9 20.4
Old : 22.9 24.5 33.2 31.8 17.0 16.0 25.9 20.4
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 19, 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 : 11,756: 3,349 1,693 0 8,151 9,770 11,500 11,463: 256 293
Old : 11,756: 3,349 1,693 0 8,151 9,770 11,500 11,463: 256 293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -259: 203 193 0 -369 -146 -166 47: -93 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 14.4 0.0 69.3 83.1 97.8 97.5: 2.2 2.5
Old : 100.0: 28.5 14.4 0.0 69.3 83.1 97.8 97.5: 2.2 2.5
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 : 24: 4 4 0 12 9 16 13:
Old : 24: 4 4 0 12 9 16 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 : 55.7 67.9 82.6 87.0 51.4 67.7 76.9 83.3
Old : 55.7 67.9 82.6 87.0 51.4 67.7 76.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 97,250: 28,414 23,408 5,000 26,681 51,678 60,095 80,086: 37,155 17,164
Old : 97,250: 28,414 23,408 5,000 26,681 51,678 60,095 80,086: 37,155 17,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 6,113: 3,777 3,545 562 2,094 4,250 6,433 8,357: -320 -2,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 24.1 5.1 27.4 53.1 61.8 82.4: 38.2 17.6
Old : 100.0: 29.2 24.1 5.1 27.4 53.1 61.8 82.4: 38.2 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 19 16 11 17 20 41 42:
Old : 61: 19 16 11 17 20 41 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 : 27.6 44.4 38.7 56.5 27.2 43.9 36.1 55.8
Old : 27.6 44.4 38.7 56.5 27.2 43.9 36.1 55.8
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 19, 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 : 42,133: 11,282 6,590 3,160 13,174 21,576 27,616 31,326: 14,517 10,807
Old : 42,133: 11,282 6,590 3,160 13,174 21,576 27,616 31,326: 14,517 10,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 3,860: 2,671 -100 45 847 4,916 3,563 4,860: 297 -1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 15.6 7.5 31.3 51.2 65.5 74.4: 34.5 25.6
Old : 100.0: 26.8 15.6 7.5 31.3 51.2 65.5 74.4: 34.5 25.6
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 : 37: 14 10 6 10 10 26 24:
Old : 37: 14 10 6 10 10 26 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 : 30.1 49.4 43.5 60.2 29.9 46.6 41.2 53.5
Old : 30.1 49.4 43.5 60.2 29.9 46.6 41.2 53.5
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 47,350: 28,540 7,411 397 14,998 37,768 43,935 45,576: 3,415 1,774
Old : 47,350: 28,540 7,411 397 14,998 37,768 43,935 45,576: 3,415 1,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -819: -1,938 -1,599 22 1,022 449 -894 -1,128: 75 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 15.7 0.8 31.7 79.8 92.8 96.3: 7.2 3.7
Old : 100.0: 60.3 15.7 0.8 31.7 79.8 92.8 96.3: 7.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 21 16 2 11 14 32 32:
Old : 58: 21 16 2 11 14 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 64.0 72.5 77.7 55.0 63.9 72.4 77.4
Old : 55.0 64.0 72.5 77.7 55.0 63.9 72.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 103,275: 17,330 42,928 5,680 59,167 29,722 82,178 78,331: 21,097 24,944
Old : 103,275: 17,330 42,928 5,680 59,167 29,722 82,178 78,331: 21,097 24,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,693: -2,534 720 894 1,632 -3,385 -8 -1,771: 2,701 4,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 41.6 5.5 57.3 28.8 79.6 75.8: 20.4 24.2
Old : 100.0: 16.8 41.6 5.5 57.3 28.8 79.6 75.8: 20.4 24.2
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 : 61: 16 20 6 16 19 35 42:
Old : 61: 16 20 6 16 19 35 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 : 47.2 37.3 59.4 50.0 47.2 36.9 57.0 48.4
Old : 47.2 37.3 59.4 50.0 47.2 36.9 57.0 48.4
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 19, 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 : 102,319: 28,014 22,409 8,492 40,570 49,653 77,077 80,554: 25,242 21,765
Old : 102,319: 28,014 22,409 8,492 40,570 49,653 77,077 80,554: 25,242 21,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 4,694: 941 -2,573 -150 674 7,888 1,466 5,165: 3,228 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 21.9 8.3 39.7 48.5 75.3 78.7: 24.7 21.3
Old : 100.0: 27.4 21.9 8.3 39.7 48.5 75.3 78.7: 24.7 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 : 74: 20 27 15 20 20 50 52:
Old : 74: 20 27 15 20 20 50 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 : 29.7 42.7 41.9 53.7 29.7 40.2 41.6 49.9
Old : 29.7 42.7 41.9 53.7 29.7 40.2 41.6 49.9
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 19, 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 : 147,374: 40,951 29,898 13,335 49,142 70,595 103,428 113,828: 43,946 33,546
Old : 147,374: 40,951 29,898 13,335 49,142 70,595 103,428 113,828: 43,946 33,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,698: 710 -1,643 -176 3,029 5,846 3,563 4,028: -1,865 -2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 20.3 9.0 33.3 47.9 70.2 77.2: 29.8 22.8
Old : 100.0: 27.8 20.3 9.0 33.3 47.9 70.2 77.2: 29.8 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 : 115: 40 32 24 28 31 76 79:
Old : 115: 40 32 24 28 31 76 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 30.0 30.3 40.9 20.1 26.7 29.9 36.1
Old : 20.3 30.0 30.3 40.9 20.1 26.7 29.9 36.1
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 19, 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 : 19,239: 7,841 1,022 0 9,172 17,354 17,013 18,376: 2,226 863
Old : 19,239: 7,841 1,022 0 9,172 17,354 17,013 18,376: 2,226 863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,325: 810 249 0 1,274 2,160 2,084 2,409: 241 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 5.3 0.0 47.7 90.2 88.4 95.5: 11.6 4.5
Old : 100.0: 40.8 5.3 0.0 47.7 90.2 88.4 95.5: 11.6 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 : 29: 9 5 0 7 9 16 14:
Old : 29: 9 5 0 7 9 16 14:
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 : 50.0 81.8 70.7 91.2 50.0 79.3 70.7 88.8
Old : 50.0 81.8 70.7 91.2 50.0 79.3 70.7 88.8
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, May 19, 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 :12,471,124: 816,610 260,821 4,311,097 6,346,420 6,998,481 11,474,128 11,570,400: 996,996 900,725
Old :12,471,124: 816,610 260,821 4,311,097 6,346,420 6,998,481 11,474,128 11,570,400: 996,996 900,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 41,557: 72,674 18,257 -97,332 102,800 93,368 78,142 14,293: -36,585 27,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.1 34.6 50.9 56.1 92.0 92.8: 8.0 7.2
Old : 100.0: 6.5 2.1 34.6 50.9 56.1 92.0 92.8: 8.0 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 : 236: 69 36 90 121 119 224 216:
Old : 236: 69 36 90 121 119 224 216:
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 25.7 32.7 40.0 11.2 15.5 14.9 18.7
Old : 20.2 25.7 32.7 40.0 11.2 15.5 14.9 18.7
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 19, 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 : 589,178: 54,691 31,371 33,304 380,897 457,462 468,893 522,138: 120,285 67,040
Old : 589,178: 54,691 31,371 33,304 380,897 457,462 468,893 522,138: 120,285 67,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -22,233: -2,974 2,731 -9,108 -17,263 -15,786 -29,345 -22,164: 7,112 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.3 5.7 64.6 77.6 79.6 88.6: 20.4 11.4
Old : 100.0: 9.3 5.3 5.7 64.6 77.6 79.6 88.6: 20.4 11.4
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 : 160: 28 26 31 83 68 129 108:
Old : 160: 28 26 31 83 68 129 108:
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 26.2 27.9 41.8 16.1 24.6 23.6 36.3
Old : 18.3 26.2 27.9 41.8 16.1 24.6 23.6 36.3
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 19, 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 : 2,826,584: 544,925 452,859 83,328 2,003,578 1,993,302 2,631,831 2,529,489: 194,753 297,096
Old : 2,826,584: 544,925 452,859 83,328 2,003,578 1,993,302 2,631,831 2,529,489: 194,753 297,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -17,738: 35,943 -15,930 -37,817 -3,246 40,474 -5,119 -13,273: -12,619 -4,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.0 2.9 70.9 70.5 93.1 89.5: 6.9 10.5
Old : 100.0: 19.3 16.0 2.9 70.9 70.5 93.1 89.5: 6.9 10.5
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 : 442: 104 110 64 150 153 285 296:
Old : 442: 104 110 64 150 153 285 296:
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 : 18.8 19.6 31.8 29.1 16.3 13.6 28.3 22.7
Old : 18.8 19.6 31.8 29.1 16.3 13.6 28.3 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 110,236: 16,331 11,986 137 84,858 94,111 101,325 106,233: 8,910 4,002
Old : 110,236: 16,331 11,986 137 84,858 94,111 101,325 106,233: 8,910 4,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,307: 2,306 -1,179 -466 1,147 2,904 2,987 1,259: -679 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 10.9 0.1 77.0 85.4 91.9 96.4: 8.1 3.6
Old : 100.0: 14.8 10.9 0.1 77.0 85.4 91.9 96.4: 8.1 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 : 86: 11 8 1 48 32 59 41:
Old : 86: 11 8 1 48 32 59 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 : 33.4 56.1 50.4 70.7 31.2 56.1 48.1 70.7
Old : 33.4 56.1 50.4 70.7 31.2 56.1 48.1 70.7
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 19, 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 : 24,169: 2,464 5,199 0 14,539 16,682 17,003 21,881: 7,166 2,288
Old : 24,169: 2,464 5,199 0 14,539 16,682 17,003 21,881: 7,166 2,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,173: 364 671 0 1,911 1,059 2,275 1,730: -1,102 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 21.5 0.0 60.2 69.0 70.4 90.5: 29.6 9.5
Old : 100.0: 10.2 21.5 0.0 60.2 69.0 70.4 90.5: 29.6 9.5
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 : 37: 4 6 0 13 18 17 24:
Old : 37: 4 6 0 13 18 17 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 : 47.2 44.7 61.3 60.8 37.7 29.7 47.6 45.8
Old : 47.2 44.7 61.3 60.8 37.7 29.7 47.6 45.8
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 19, 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 : 294,846: 116,800 50,186 5,538 152,626 205,938 274,964 261,662: 19,882 33,184
Old : 294,846: 116,800 50,186 5,538 152,626 205,938 274,964 261,662: 19,882 33,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,808: 32,898 -14,679 -4,524 -22,619 29,874 5,755 10,672: -2,947 -7,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 17.0 1.9 51.8 69.8 93.3 88.7: 6.7 11.3
Old : 100.0: 39.6 17.0 1.9 51.8 69.8 93.3 88.7: 6.7 11.3
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 : 197: 61 40 19 53 59 120 112:
Old : 197: 61 40 19 53 59 120 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 34.0 50.9 46.0 27.9 22.0 36.8 31.8
Old : 38.2 34.0 50.9 46.0 27.9 22.0 36.8 31.8
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, May 19, 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 : 95,108: 38,934 9,229 5,070 26,525 69,984 70,529 84,283: 24,580 10,826
Old : 95,108: 38,934 9,229 5,070 26,525 69,984 70,529 84,283: 24,580 10,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,076: -758 -2,165 618 1,492 2,736 1,352 1,189: 724 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 9.7 5.3 27.9 73.6 74.2 88.6: 25.8 11.4
Old : 100.0: 40.9 9.7 5.3 27.9 73.6 74.2 88.6: 25.8 11.4
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 : 58: 28 7 9 15 16 46 29:
Old : 58: 28 7 9 15 16 46 29:
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 : 33.3 68.1 43.4 76.6 33.3 66.6 42.9 74.8
Old : 33.3 68.1 43.4 76.6 33.3 66.6 42.9 74.8
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, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 27,387: 7,064 5,029 1 12,321 14,830 19,386 19,860: 8,001 7,527
Old : 27,387: 7,064 5,029 1 12,321 14,830 19,386 19,860: 8,001 7,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -3,241: -475 -6,088 -2 -4,769 887 -5,246 -5,203: 2,005 1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 18.4 0.0 45.0 54.1 70.8 72.5: 29.2 27.5
Old : 100.0: 25.8 18.4 0.0 45.0 54.1 70.8 72.5: 29.2 27.5
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 : 49: 13 10 1 13 16 26 27:
Old : 49: 13 10 1 13 16 26 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 : 26.4 35.4 40.7 48.3 26.4 34.7 40.5 47.7
Old : 26.4 35.4 40.7 48.3 26.4 34.7 40.5 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 57,091: 13,104 19,404 1,457 21,720 31,902 36,281 52,763: 20,810 4,328
Old : 57,091: 13,104 19,404 1,457 21,720 31,902 36,281 52,763: 20,810 4,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 123: -5,022 1,483 -324 599 154 -4,747 1,313: 4,870 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 34.0 2.6 38.0 55.9 63.5 92.4: 36.5 7.6
Old : 100.0: 23.0 34.0 2.6 38.0 55.9 63.5 92.4: 36.5 7.6
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 : 70: 16 18 4 20 22 38 42:
Old : 70: 16 18 4 20 22 38 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 : 20.7 54.6 32.6 67.2 16.5 54.2 27.3 63.7
Old : 20.7 54.6 32.6 67.2 16.5 54.2 27.3 63.7
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 19, 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 : 25,838: 3,076 9,052 40 20,340 14,766 23,456 23,858: 2,382 1,980
Old : 25,838: 3,076 9,052 40 20,340 14,766 23,456 23,858: 2,382 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 309: -271 708 -85 18 114 -338 737: 647 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 35.0 0.2 78.7 57.1 90.8 92.3: 9.2 7.7
Old : 100.0: 11.9 35.0 0.2 78.7 57.1 90.8 92.3: 9.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 5 2 11 13 19 18:
Old : 32: 6 5 2 11 13 19 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 : 64.9 63.3 77.8 79.4 61.2 63.3 74.1 78.1
Old : 64.9 63.3 77.8 79.4 61.2 63.3 74.1 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 15,936: 4,079 452 203 10,295 14,912 14,577 15,567: 1,359 369
Old : 15,936: 4,079 452 203 10,295 14,912 14,577 15,567: 1,359 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -693: -125 -204 203 -479 -350 -401 -351: -292 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 2.8 1.3 64.6 93.6 91.5 97.7: 8.5 2.3
Old : 100.0: 25.6 2.8 1.3 64.6 93.6 91.5 97.7: 8.5 2.3
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 : 24: 13 2 1 7 3 20 6:
Old : 24: 13 2 1 7 3 20 6:
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 : 59.2 96.3 72.0 97.7 58.5 95.7 71.3 95.7
Old : 59.2 96.3 72.0 97.7 58.5 95.7 71.3 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2009