BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,863: 0 112 0 4,311 4,240 4,311 4,352: 552 510
Old : 4,863: 0 112 0 4,311 4,240 4,311 4,352: 552 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 21: 0 30 0 0 47 0 77: 21 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 88.7 87.2 88.7 89.5: 11.3 10.5
Old : 100.0: 0.0 2.3 0.0 88.7 87.2 88.7 89.5: 11.3 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 : 21: 0 2 0 15 9 15 11:
Old : 21: 0 2 0 15 9 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 70.6 79.3 86.1 66.0 70.1 78.9 84.4
Old : 66.0 70.6 79.3 86.1 66.0 70.1 78.9 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 48,653: 2,552 6,682 10,804 30,752 22,164 44,108 39,650: 4,545 9,003
Old : 48,653: 2,552 6,682 10,804 30,752 22,164 44,108 39,650: 4,545 9,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,910: 418 458 917 1,129 1,174 2,465 2,550: 445 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.7 22.2 63.2 45.6 90.7 81.5: 9.3 18.5
Old : 100.0: 5.2 13.7 22.2 63.2 45.6 90.7 81.5: 9.3 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 13 28 20 33 32 60 66:
Old : 81: 13 28 20 33 32 60 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 26.2 53.3 38.6 36.5 21.9 48.1 30.1
Old : 39.3 26.2 53.3 38.6 36.5 21.9 48.1 30.1
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, June 23, 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 : 165,303: 25,873 42,695 53,715 64,446 42,374 144,034 138,784: 21,270 26,520
Old : 127,477: 25,342 45,607 36,746 50,761 26,274 112,849 108,628: 14,628 18,849
Other: 37,827: 8,332 4,888 9,168 13,685 16,100 31,185 30,156: 6,642 7,671
: : :
: : Changes in Commitments from: June 16, 2009 :
: 7,433: 3,144 2,911 3,113 1,481 1,916 7,738 7,940: -304 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 25.8 32.5 39.0 25.6 87.1 84.0: 12.9 16.0
Old : 100.0: 19.9 35.8 28.8 39.8 20.6 88.5 85.2: 11.5 14.8
Other: 100.0: 22.0 12.9 24.2 36.2 42.6 82.4 79.7: 17.6 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 61 75 71 41 36 152 144:
Old : 191: 61 78 62 37 32 139 135:
Other: 101: 35 26 28 25 26 74 67:
:----------------------------------------------------------------------------------------------------
: 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 15.1 31.8 24.4 18.5 13.4 28.5 20.9
Old : 21.9 14.9 34.6 25.5 21.9 13.3 32.1 22.0
Other: 29.6 24.1 43.1 36.6 29.6 21.5 38.5 30.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 258,453: 62,839 50,713 54,654 115,193 106,816 232,686 212,182: 25,768 46,271
Old : 258,453: 62,839 50,713 54,654 115,193 106,816 232,686 212,182: 25,768 46,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 5,096: 4,152 -7,425 2,671 -2,123 7,725 4,699 2,971: 397 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 19.6 21.1 44.6 41.3 90.0 82.1: 10.0 17.9
Old : 100.0: 24.3 19.6 21.1 44.6 41.3 90.0 82.1: 10.0 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 75 86 78 88 136 208 261:
Old : 318: 75 86 78 88 136 208 261:
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 : 18.6 12.9 29.3 19.8 18.6 10.5 28.6 16.3
Old : 18.6 12.9 29.3 19.8 18.6 10.5 28.6 16.3
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, June 23, 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 : 9,557: 3,461 1,269 1,226 2,802 5,375 7,489 7,871: 2,068 1,686
Old : 9,557: 3,461 1,269 1,226 2,802 5,375 7,489 7,871: 2,068 1,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -56: -160 -511 97 86 251 23 -163: -79 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 13.3 12.8 29.3 56.2 78.4 82.4: 21.6 17.6
Old : 100.0: 36.2 13.3 12.8 29.3 56.2 78.4 82.4: 21.6 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 : 84: 27 20 12 19 30 57 51:
Old : 84: 27 20 12 19 30 57 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 : 29.1 25.0 45.4 41.0 29.1 23.1 45.0 37.4
Old : 29.1 25.0 45.4 41.0 29.1 23.1 45.0 37.4
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, June 23, 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 : 26,379: 8,271 5,060 5,484 6,799 6,729 20,555 17,273: 5,824 9,106
Old : 26,379: 8,271 5,060 5,484 6,799 6,729 20,555 17,273: 5,824 9,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,448: 712 -453 1,100 -196 1,054 1,615 1,701: -167 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 19.2 20.8 25.8 25.5 77.9 65.5: 22.1 34.5
Old : 100.0: 31.4 19.2 20.8 25.8 25.5 77.9 65.5: 22.1 34.5
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 : 125: 29 27 25 38 46 81 87:
Old : 125: 29 27 25 38 46 81 87:
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 : 27.2 24.3 38.1 31.3 19.1 15.9 28.6 22.1
Old : 27.2 24.3 38.1 31.3 19.1 15.9 28.6 22.1
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, June 23, 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 : 14,161: 4,443 1,935 0 9,386 11,910 13,829 13,845: 332 316
Old : 14,161: 4,443 1,935 0 9,386 11,910 13,829 13,845: 332 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,523: 930 39 0 524 1,326 1,454 1,365: 69 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.7 0.0 66.3 84.1 97.7 97.8: 2.3 2.2
Old : 100.0: 31.4 13.7 0.0 66.3 84.1 97.7 97.8: 2.3 2.2
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 : 21: 5 4 0 9 8 14 12:
Old : 21: 5 4 0 9 8 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 72.4 86.7 89.5 55.7 68.6 77.9 81.0
Old : 58.8 72.4 86.7 89.5 55.7 68.6 77.9 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 89,618: 30,432 17,583 9,616 15,882 46,936 55,930 74,135: 33,688 15,484
Old : 89,618: 30,432 17,583 9,616 15,882 46,936 55,930 74,135: 33,688 15,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -42,733: -163 3,217 -2,687 -38,356 -43,953 -41,205 -43,423: -1,528 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 19.6 10.7 17.7 52.4 62.4 82.7: 37.6 17.3
Old : 100.0: 34.0 19.6 10.7 17.7 52.4 62.4 82.7: 37.6 17.3
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 : 68: 27 16 16 16 15 49 41:
Old : 68: 27 16 16 16 15 49 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 : 20.7 36.8 30.4 54.3 19.2 36.7 26.7 50.4
Old : 20.7 36.8 30.4 54.3 19.2 36.7 26.7 50.4
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, June 23, 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 : 43,822: 22,023 7,956 1,915 3,529 26,374 27,467 36,245: 16,355 7,578
Old : 43,822: 22,023 7,956 1,915 3,529 26,374 27,467 36,245: 16,355 7,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 9,470: 5,803 -344 5 987 9,950 6,796 9,611: 2,675 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 18.2 4.4 8.1 60.2 62.7 82.7: 37.3 17.3
Old : 100.0: 50.3 18.2 4.4 8.1 60.2 62.7 82.7: 37.3 17.3
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 : 32: 11 10 3 5 9 19 19:
Old : 32: 11 10 3 5 9 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 56.7 48.5 70.5 37.7 55.9 47.1 68.3
Old : 37.7 56.7 48.5 70.5 37.7 55.9 47.1 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 40,150: 26,074 10,827 21 10,318 25,342 36,413 36,190: 3,737 3,960
Old : 40,150: 26,074 10,827 21 10,318 25,342 36,413 36,190: 3,737 3,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,473: 2,463 -43 -127 -1,108 1,390 1,228 1,220: 245 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 27.0 0.1 25.7 63.1 90.7 90.1: 9.3 9.9
Old : 100.0: 64.9 27.0 0.1 25.7 63.1 90.7 90.1: 9.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 20 16 2 8 13 29 30:
Old : 55: 20 16 2 8 13 29 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 : 56.8 57.6 73.1 70.4 56.8 57.6 71.8 70.2
Old : 56.8 57.6 73.1 70.4 56.8 57.6 71.8 70.2
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, June 23, 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 : 95,766: 24,125 35,069 7,182 40,459 30,550 71,766 72,801: 24,000 22,965
Old : 95,766: 24,125 35,069 7,182 40,459 30,550 71,766 72,801: 24,000 22,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 3,263: -242 3,407 549 1,160 -2,021 1,467 1,935: 1,797 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 36.6 7.5 42.2 31.9 74.9 76.0: 25.1 24.0
Old : 100.0: 25.2 36.6 7.5 42.2 31.9 74.9 76.0: 25.1 24.0
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 : 58: 18 18 9 13 16 35 39:
Old : 58: 18 18 9 13 16 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 39.4 52.8 50.5 36.8 39.2 51.5 48.1
Old : 36.9 39.4 52.8 50.5 36.8 39.2 51.5 48.1
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, June 23, 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 : 82,907: 21,639 25,783 5,816 33,965 32,310 61,420 63,908: 21,487 18,999
Old : 82,907: 21,639 25,783 5,816 33,965 32,310 61,420 63,908: 21,487 18,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 11,998: 3,838 -652 1,195 2,144 12,438 7,176 12,981: 4,822 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 31.1 7.0 41.0 39.0 74.1 77.1: 25.9 22.9
Old : 100.0: 26.1 31.1 7.0 41.0 39.0 74.1 77.1: 25.9 22.9
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 : 72: 15 30 13 18 19 42 53:
Old : 72: 15 30 13 18 19 42 53:
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 : 27.5 28.2 45.2 41.7 27.5 25.9 44.8 38.3
Old : 27.5 28.2 45.2 41.7 27.5 25.9 44.8 38.3
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, June 23, 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 : 141,578: 47,451 29,328 14,973 32,421 58,988 94,846 103,290: 46,732 38,288
Old : 141,578: 47,451 29,328 14,973 32,421 58,988 94,846 103,290: 46,732 38,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 16,105: 8,244 3,321 2,562 3,711 5,608 14,516 11,490: 1,589 4,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 20.7 10.6 22.9 41.7 67.0 73.0: 33.0 27.0
Old : 100.0: 33.5 20.7 10.6 22.9 41.7 67.0 73.0: 33.0 27.0
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 : 124: 41 43 33 22 30 84 85:
Old : 124: 41 43 33 22 30 84 85:
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 : 13.4 25.0 23.5 37.7 13.1 23.0 22.3 33.1
Old : 13.4 25.0 23.5 37.7 13.1 23.0 22.3 33.1
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, June 23, 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 : 22,606: 17,977 1,021 0 2,554 20,794 20,531 21,815: 2,075 791
Old : 22,606: 17,977 1,021 0 2,554 20,794 20,531 21,815: 2,075 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,940: 1,652 156 0 473 1,663 2,125 1,819: -185 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 4.5 0.0 11.3 92.0 90.8 96.5: 9.2 3.5
Old : 100.0: 79.5 4.5 0.0 11.3 92.0 90.8 96.5: 9.2 3.5
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: 12 5 0 2 10 14 15:
Old : 29: 12 5 0 2 10 14 15:
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 : 68.2 81.0 83.6 90.9 68.2 81.0 83.6 90.9
Old : 68.2 81.0 83.6 90.9 68.2 81.0 83.6 90.9
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, June 23, 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 :11,137,517: 673,999 220,341 3,751,012 5,742,828 6,212,935 10,167,840 10,184,287: 969,677 953,230
Old :11,137,517: 673,999 220,341 3,751,012 5,742,828 6,212,935 10,167,840 10,184,287: 969,677 953,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 499,473: 62,521 -3,108 185,261 207,127 289,837 454,910 471,990: 44,563 27,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.0 33.7 51.6 55.8 91.3 91.4: 8.7 8.6
Old : 100.0: 6.1 2.0 33.7 51.6 55.8 91.3 91.4: 8.7 8.6
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 : 241: 69 38 102 120 121 231 227:
Old : 241: 69 38 102 120 121 231 227:
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 : 19.2 28.4 31.6 41.8 10.8 19.0 14.5 22.5
Old : 19.2 28.4 31.6 41.8 10.8 19.0 14.5 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 476,490: 38,777 39,131 30,226 295,406 343,254 364,409 412,611: 112,081 63,879
Old : 476,490: 38,777 39,131 30,226 295,406 343,254 364,409 412,611: 112,081 63,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -204,403: -16,499 7,207 -26,024 -130,541 -167,963 -173,064 -186,781: -31,339 -17,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 8.2 6.3 62.0 72.0 76.5 86.6: 23.5 13.4
Old : 100.0: 8.1 8.2 6.3 62.0 72.0 76.5 86.6: 23.5 13.4
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 : 151: 26 27 33 78 68 124 109:
Old : 151: 26 27 33 78 68 124 109:
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 : 20.4 26.5 29.1 38.0 19.8 25.7 28.5 35.9
Old : 20.4 26.5 29.1 38.0 19.8 25.7 28.5 35.9
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, June 23, 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 : 2,411,293: 477,880 284,687 59,694 1,694,227 1,788,461 2,231,800 2,132,842: 179,493 278,452
Old : 2,411,293: 477,880 284,687 59,694 1,694,227 1,788,461 2,231,800 2,132,842: 179,493 278,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
:-1,016,502: -84,408 -96,632 -87,819 -798,890 -768,662 -971,117 -953,113: -45,385 -63,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 11.8 2.5 70.3 74.2 92.6 88.5: 7.4 11.5
Old : 100.0: 19.8 11.8 2.5 70.3 74.2 92.6 88.5: 7.4 11.5
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 : 417: 95 100 62 143 153 277 276:
Old : 417: 95 100 62 143 153 277 276:
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 : 18.5 17.8 32.8 27.0 18.2 14.2 31.5 23.0
Old : 18.5 17.8 32.8 27.0 18.2 14.2 31.5 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 102,174: 14,294 9,409 87 77,910 89,917 92,291 99,413: 9,882 2,761
Old : 102,174: 14,294 9,409 87 77,910 89,917 92,291 99,413: 9,882 2,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -18,982: 1,566 -4,490 -1,733 -16,852 -8,286 -17,019 -14,509: -1,963 -4,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.2 0.1 76.3 88.0 90.3 97.3: 9.7 2.7
Old : 100.0: 14.0 9.2 0.1 76.3 88.0 90.3 97.3: 9.7 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 : 82: 10 7 1 46 30 56 38:
Old : 82: 10 7 1 46 30 56 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 56.1 50.1 72.3 30.7 56.1 48.1 72.3
Old : 32.2 56.1 50.1 72.3 30.7 56.1 48.1 72.3
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, June 23, 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 : 13,369: 1,340 4,462 0 8,190 6,168 9,530 10,630: 3,839 2,739
Old : 13,369: 1,340 4,462 0 8,190 6,168 9,530 10,630: 3,839 2,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -17,556: -733 -4,362 0 -10,266 -11,211 -10,999 -15,573: -6,557 -1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 33.4 0.0 61.3 46.1 71.3 79.5: 28.7 20.5
Old : 100.0: 10.0 33.4 0.0 61.3 46.1 71.3 79.5: 28.7 20.5
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 : 31: 4 5 0 13 13 17 18:
Old : 31: 4 5 0 13 13 17 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 : 41.6 38.4 56.7 59.0 39.1 38.4 54.3 59.0
Old : 41.6 38.4 56.7 59.0 39.1 38.4 54.3 59.0
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, June 23, 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 : 243,966: 77,200 48,210 4,544 142,026 171,468 223,769 224,222: 20,196 19,744
Old : 243,966: 77,200 48,210 4,544 142,026 171,468 223,769 224,222: 20,196 19,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -157,628: -42,347 -11,455 -13,695 -100,040 -109,466 -156,083 -134,616: -1,545 -23,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 19.8 1.9 58.2 70.3 91.7 91.9: 8.3 8.1
Old : 100.0: 31.6 19.8 1.9 58.2 70.3 91.7 91.9: 8.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 47 45 19 50 64 108 117:
Old : 190: 47 45 19 50 64 108 117:
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 : 36.9 28.2 49.1 40.0 35.3 22.0 46.0 32.3
Old : 36.9 28.2 49.1 40.0 35.3 22.0 46.0 32.3
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, June 23, 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 : 83,859: 39,907 9,317 3,636 17,958 60,522 61,501 73,475: 22,358 10,385
Old : 83,859: 39,907 9,317 3,636 17,958 60,522 61,501 73,475: 22,358 10,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 4,979: -1,678 742 696 5,554 2,718 4,572 4,156: 408 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 11.1 4.3 21.4 72.2 73.3 87.6: 26.7 12.4
Old : 100.0: 47.6 11.1 4.3 21.4 72.2 73.3 87.6: 26.7 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 : 55: 24 10 7 13 14 40 28:
Old : 55: 24 10 7 13 14 40 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 : 43.9 57.6 51.5 72.2 43.9 57.6 51.0 70.6
Old : 43.9 57.6 51.5 72.2 43.9 57.6 51.0 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 23,107: 7,250 5,713 0 10,428 12,971 17,678 18,684: 5,429 4,423
Old : 23,107: 7,250 5,713 0 10,428 12,971 17,678 18,684: 5,429 4,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 323: 1,648 -543 0 -1,069 1,420 579 877: -256 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 24.7 0.0 45.1 56.1 76.5 80.9: 23.5 19.1
Old : 100.0: 31.4 24.7 0.0 45.1 56.1 76.5 80.9: 23.5 19.1
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 : 48: 9 12 0 10 19 19 31:
Old : 48: 9 12 0 10 19 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 25.8 53.4 42.3 34.9 25.8 52.7 42.0
Old : 34.9 25.8 53.4 42.3 34.9 25.8 52.7 42.0
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, June 23, 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 : 30,526: 8,338 8,391 834 12,902 19,108 22,074 28,333: 8,452 2,193
Old : 30,526: 8,338 8,391 834 12,902 19,108 22,074 28,333: 8,452 2,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 5,726: -1,749 3,180 267 3,746 2,452 2,264 5,899: 3,462 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 27.5 2.7 42.3 62.6 72.3 92.8: 27.7 7.2
Old : 100.0: 27.3 27.5 2.7 42.3 62.6 72.3 92.8: 27.7 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 : 62: 14 13 1 17 24 31 38:
Old : 62: 14 13 1 17 24 31 38:
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 : 27.9 37.6 43.8 55.5 26.2 37.6 41.5 55.5
Old : 27.9 37.6 43.8 55.5 26.2 37.6 41.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 26,686: 4,004 7,408 113 19,785 17,513 23,902 25,034: 2,784 1,652
Old : 26,686: 4,004 7,408 113 19,785 17,513 23,902 25,034: 2,784 1,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 885: 1,147 -670 -15 345 1,769 1,477 1,084: -592 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 27.8 0.4 74.1 65.6 89.6 93.8: 10.4 6.2
Old : 100.0: 15.0 27.8 0.4 74.1 65.6 89.6 93.8: 10.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 5 3 13 14 22 20:
Old : 35: 7 5 3 13 14 22 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 : 57.9 68.2 69.8 83.3 53.6 68.2 65.6 80.9
Old : 57.9 68.2 69.8 83.3 53.6 68.2 65.6 80.9
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, June 23, 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 : 15,727: 4,396 229 0 10,015 15,329 14,411 15,558: 1,316 169
Old : 15,727: 4,396 229 0 10,015 15,329 14,411 15,558: 1,316 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -1,818: -171 -648 0 -1,253 -925 -1,424 -1,573: -394 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 1.5 0.0 63.7 97.5 91.6 98.9: 8.4 1.1
Old : 100.0: 28.0 1.5 0.0 63.7 97.5 91.6 98.9: 8.4 1.1
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 : 26: 14 2 0 7 4 21 6:
Old : 26: 14 2 0 7 4 21 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 : 58.6 97.5 72.3 98.9 57.7 97.4 71.4 98.0
Old : 58.6 97.5 72.3 98.9 57.7 97.4 71.4 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2009