BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 4,645: 0 0 0 4,194 4,118 4,194 4,118: 451 527
Old : 4,645: 0 0 0 4,194 4,118 4,194 4,118: 451 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -201: 0 -72 0 -74 -165 -74 -237: -127 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.3 88.7 90.3 88.7: 9.7 11.3
Old : 100.0: 0.0 0.0 0.0 90.3 88.7 90.3 88.7: 9.7 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 : 22: 0 0 0 18 12 18 12:
Old : 22: 0 0 0 18 12 18 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 : 61.7 74.8 76.1 85.7 60.6 74.8 73.0 83.1
Old : 61.7 74.8 76.1 85.7 60.6 74.8 73.0 83.1
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 44,154: 1,933 5,520 9,927 26,778 21,185 38,638 36,632: 5,516 7,522
Old : 44,154: 1,933 5,520 9,927 26,778 21,185 38,638 36,632: 5,516 7,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 171: -534 305 -15 378 345 -170 636: 341 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 12.5 22.5 60.6 48.0 87.5 83.0: 12.5 17.0
Old : 100.0: 4.4 12.5 22.5 60.6 48.0 87.5 83.0: 12.5 17.0
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 : 74: 11 24 18 33 30 57 59:
Old : 74: 11 24 18 33 30 57 59:
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 : 37.8 25.6 52.0 38.7 34.4 23.7 45.7 33.1
Old : 37.8 25.6 52.0 38.7 34.4 23.7 45.7 33.1
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, July 14, 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 : 166,559: 26,826 39,358 52,028 64,795 46,150 143,649 137,536: 22,911 29,023
Old : 101,572: 22,782 34,104 26,662 39,496 22,736 88,939 83,502: 12,632 18,069
Other: 64,987: 15,041 16,251 14,369 25,299 23,414 54,709 54,033: 10,278 10,954
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,577: 2,591 -5,356 -805 -1,711 6,350 76 188: 1,501 1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 23.6 31.2 38.9 27.7 86.2 82.6: 13.8 17.4
Old : 100.0: 22.4 33.6 26.2 38.9 22.4 87.6 82.2: 12.4 17.8
Other: 100.0: 23.1 25.0 22.1 38.9 36.0 84.2 83.1: 15.8 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 64 67 73 43 39 156 142:
Old : 184: 58 75 57 34 37 128 134:
Other: 126: 52 27 43 33 30 102 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 16.0 30.3 24.8 17.9 13.4 29.0 20.6
Old : 24.2 16.3 36.3 26.0 24.1 13.4 36.0 20.7
Other: 27.7 26.5 39.8 37.5 27.6 24.2 38.3 33.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 270,962: 72,325 32,597 61,221 111,184 128,102 244,730 221,920: 26,233 49,042
Old : 270,962: 72,325 32,597 61,221 111,184 128,102 244,730 221,920: 26,233 49,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 7,460: 6,117 -7,308 1,114 -1,663 9,746 5,568 3,551: 1,892 3,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 12.0 22.6 41.0 47.3 90.3 81.9: 9.7 18.1
Old : 100.0: 26.7 12.0 22.6 41.0 47.3 90.3 81.9: 9.7 18.1
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 : 338: 102 66 84 98 145 247 259:
Old : 338: 102 66 84 98 145 247 259:
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 : 17.9 12.7 28.5 20.3 17.8 10.9 26.5 16.7
Old : 17.9 12.7 28.5 20.3 17.8 10.9 26.5 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,871: 3,082 1,707 544 2,579 3,997 6,204 6,247: 1,667 1,624
Old : 7,871: 3,082 1,707 544 2,579 3,997 6,204 6,247: 1,667 1,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -157: -53 748 -187 -26 -779 -267 -218: 110 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 21.7 6.9 32.8 50.8 78.8 79.4: 21.2 20.6
Old : 100.0: 39.2 21.7 6.9 32.8 50.8 78.8 79.4: 21.2 20.6
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 : 68: 20 20 8 17 23 41 47:
Old : 68: 20 20 8 17 23 41 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 25.2 53.2 41.2 35.3 25.2 52.7 40.8
Old : 35.3 25.2 53.2 41.2 35.3 25.2 52.7 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 29,165: 10,846 1,967 5,276 6,820 9,776 22,942 17,018: 6,222 12,146
Old : 29,165: 10,846 1,967 5,276 6,820 9,776 22,942 17,018: 6,222 12,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,207: 746 59 -450 650 386 947 -4: 260 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 6.7 18.1 23.4 33.5 78.7 58.4: 21.3 41.6
Old : 100.0: 37.2 6.7 18.1 23.4 33.5 78.7 58.4: 21.3 41.6
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 : 137: 41 22 27 35 59 93 94:
Old : 137: 41 22 27 35 59 93 94:
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 : 20.9 16.7 30.8 23.4 16.2 9.4 25.7 15.6
Old : 20.9 16.7 30.8 23.4 16.2 9.4 25.7 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 18,520: 3,816 1,832 0 14,218 16,158 18,034 17,990: 486 530
Old : 18,520: 3,816 1,832 0 14,218 16,158 18,034 17,990: 486 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,551: -1,040 185 0 2,365 1,021 1,325 1,206: 226 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.9 0.0 76.8 87.2 97.4 97.1: 2.6 2.9
Old : 100.0: 20.6 9.9 0.0 76.8 87.2 97.4 97.1: 2.6 2.9
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 : 22: 6 4 0 10 8 16 12:
Old : 22: 6 4 0 10 8 16 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 : 63.5 80.9 83.2 92.9 52.1 72.2 71.2 76.8
Old : 63.5 80.9 83.2 92.9 52.1 72.2 71.2 76.8
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, July 14, 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 : 98,414: 31,988 26,261 7,010 22,960 47,854 61,957 81,125: 36,456 17,289
Old : 98,414: 31,988 26,261 7,010 22,960 47,854 61,957 81,125: 36,456 17,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 6,005: 924 1,718 1,121 2,958 2,160 5,003 5,000: 1,001 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 26.7 7.1 23.3 48.6 63.0 82.4: 37.0 17.6
Old : 100.0: 32.5 26.7 7.1 23.3 48.6 63.0 82.4: 37.0 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 : 69: 21 19 15 20 16 51 40:
Old : 69: 21 19 15 20 16 51 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 36.9 33.0 53.5 24.6 36.7 31.7 50.0
Old : 24.6 36.9 33.0 53.5 24.6 36.7 31.7 50.0
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 37,678: 16,838 5,894 2,160 4,183 19,958 23,181 28,013: 14,497 9,665
Old : 37,678: 16,838 5,894 2,160 4,183 19,958 23,181 28,013: 14,497 9,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 746: 427 686 138 325 -1,823 890 -1,000: -144 1,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 15.6 5.7 11.1 53.0 61.5 74.3: 38.5 25.7
Old : 100.0: 44.7 15.6 5.7 11.1 53.0 61.5 74.3: 38.5 25.7
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 : 31: 11 11 4 4 8 19 19:
Old : 31: 11 11 4 4 8 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 : 30.0 46.5 44.2 59.6 30.0 45.0 42.6 56.7
Old : 30.0 46.5 44.2 59.6 30.0 45.0 42.6 56.7
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, July 14, 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 : 45,901: 27,620 14,006 304 14,352 27,483 42,276 41,793: 3,625 4,108
Old : 45,901: 27,620 14,006 304 14,352 27,483 42,276 41,793: 3,625 4,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -16,033: -21,149 4,257 -40 6,452 -21,638 -14,737 -17,421: -1,296 1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 30.5 0.7 31.3 59.9 92.1 91.1: 7.9 8.9
Old : 100.0: 60.2 30.5 0.7 31.3 59.9 92.1 91.1: 7.9 8.9
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 : 61: 17 24 3 10 12 29 37:
Old : 61: 17 24 3 10 12 29 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 49.0 68.3 68.8 51.7 49.0 68.3 68.8
Old : 51.7 49.0 68.3 68.8 51.7 49.0 68.3 68.8
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, July 14, 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 : 98,041: 23,660 35,641 4,341 49,524 38,530 77,525 78,512: 20,516 19,529
Old : 98,041: 23,660 35,641 4,341 49,524 38,530 77,525 78,512: 20,516 19,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 3,905: -3,127 418 406 6,569 2,617 3,847 3,440: 58 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 36.4 4.4 50.5 39.3 79.1 80.1: 20.9 19.9
Old : 100.0: 24.1 36.4 4.4 50.5 39.3 79.1 80.1: 20.9 19.9
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 : 64: 19 22 8 14 15 37 41:
Old : 64: 19 22 8 14 15 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 35.9 57.1 49.5 39.8 35.6 56.8 48.6
Old : 39.9 35.9 57.1 49.5 39.8 35.6 56.8 48.6
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, July 14, 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 : 119,546: 52,262 19,060 5,374 33,108 76,835 90,744 101,269: 28,802 18,277
Old : 119,546: 52,262 19,060 5,374 33,108 76,835 90,744 101,269: 28,802 18,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 22,807: 15,961 -499 1,777 -454 21,129 17,285 22,408: 5,522 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 15.9 4.5 27.7 64.3 75.9 84.7: 24.1 15.3
Old : 100.0: 43.7 15.9 4.5 27.7 64.3 75.9 84.7: 24.1 15.3
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 : 79: 28 22 11 19 20 52 48:
Old : 79: 28 22 11 19 20 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 53.4 38.3 64.5 23.6 51.6 38.0 61.4
Old : 23.6 53.4 38.3 64.5 23.6 51.6 38.0 61.4
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, July 14, 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 : 132,974: 43,767 29,535 11,110 28,640 58,307 83,517 98,953: 49,456 34,021
Old : 132,974: 43,767 29,535 11,110 28,640 58,307 83,517 98,953: 49,456 34,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -6,530: -4,514 -8,398 865 -1,197 2,717 -4,846 -4,816: -1,683 -1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 22.2 8.4 21.5 43.8 62.8 74.4: 37.2 25.6
Old : 100.0: 32.9 22.2 8.4 21.5 43.8 62.8 74.4: 37.2 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 : 123: 41 38 29 27 34 82 87:
Old : 123: 41 38 29 27 34 82 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 : 13.4 23.4 22.1 37.1 12.9 21.7 20.4 32.7
Old : 13.4 23.4 22.1 37.1 12.9 21.7 20.4 32.7
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, July 14, 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 : 22,089: 15,990 1,021 0 4,042 19,945 20,032 20,966: 2,057 1,123
Old : 22,089: 15,990 1,021 0 4,042 19,945 20,032 20,966: 2,057 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 395: -401 -13 0 864 432 463 419: -68 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 4.6 0.0 18.3 90.3 90.7 94.9: 9.3 5.1
Old : 100.0: 72.4 4.6 0.0 18.3 90.3 90.7 94.9: 9.3 5.1
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 : 29: 9 6 0 5 10 14 16:
Old : 29: 9 6 0 5 10 14 16:
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 : 63.3 77.7 81.9 89.2 63.3 77.7 81.9 88.7
Old : 63.3 77.7 81.9 89.2 63.3 77.7 81.9 88.7
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, July 14, 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 :11,861,878: 944,144 219,951 3,979,465 5,859,458 6,641,128 10,783,067 10,840,544: 1,078,811 1,021,334
Old :11,861,878: 944,144 219,951 3,979,465 5,859,458 6,641,128 10,783,067 10,840,544: 1,078,811 1,021,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -88,888: 111,582 -48,112 -117,554 -128,990 38,105 -134,962 -127,561: 46,074 38,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.9 33.5 49.4 56.0 90.9 91.4: 9.1 8.6
Old : 100.0: 8.0 1.9 33.5 49.4 56.0 90.9 91.4: 9.1 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 : 242: 73 36 98 121 119 234 220:
Old : 242: 73 36 98 121 119 234 220:
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 29.0 31.8 43.3 13.0 20.2 17.3 23.5
Old : 20.4 29.0 31.8 43.3 13.0 20.2 17.3 23.5
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, July 14, 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 : 484,949: 34,570 42,771 36,708 303,917 348,246 375,195 427,726: 109,754 57,224
Old : 484,949: 34,570 42,771 36,708 303,917 348,246 375,195 427,726: 109,754 57,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 3,228: -3,037 1,816 -626 2,535 3,288 -1,128 4,478: 4,356 -1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.8 7.6 62.7 71.8 77.4 88.2: 22.6 11.8
Old : 100.0: 7.1 8.8 7.6 62.7 71.8 77.4 88.2: 22.6 11.8
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 : 157: 29 27 40 83 69 134 115:
Old : 157: 29 27 40 83 69 134 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 24.5 26.9 36.7 18.2 24.4 26.0 34.7
Old : 19.0 24.5 26.9 36.7 18.2 24.4 26.0 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 2,548,385: 473,613 363,549 76,771 1,830,402 1,789,344 2,380,786 2,229,665: 167,600 318,721
Old : 2,548,385: 473,613 363,549 76,771 1,830,402 1,789,344 2,380,786 2,229,665: 167,600 318,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 868: -3,764 -11,006 5,934 10,877 -15,805 13,047 -20,877: -12,179 21,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.3 3.0 71.8 70.2 93.4 87.5: 6.6 12.5
Old : 100.0: 18.6 14.3 3.0 71.8 70.2 93.4 87.5: 6.6 12.5
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 : 437: 86 115 74 154 160 282 307:
Old : 437: 86 115 74 154 160 282 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 17.8 31.2 26.5 17.3 13.8 29.0 21.9
Old : 17.6 17.8 31.2 26.5 17.3 13.8 29.0 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 100,417: 12,175 10,993 258 78,605 85,587 91,038 96,838: 9,378 3,579
Old : 100,417: 12,175 10,993 258 78,605 85,587 91,038 96,838: 9,378 3,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -905: 404 1,524 -722 -560 -1,001 -878 -199: -28 -706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.9 0.3 78.3 85.2 90.7 96.4: 9.3 3.6
Old : 100.0: 12.1 10.9 0.3 78.3 85.2 90.7 96.4: 9.3 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 : 84: 8 9 2 48 30 56 41:
Old : 84: 8 9 2 48 30 56 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 : 32.3 59.1 49.5 71.5 29.3 59.1 46.3 71.5
Old : 32.3 59.1 49.5 71.5 29.3 59.1 46.3 71.5
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, July 14, 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 : 17,843: 2,503 4,887 0 11,251 8,486 13,754 13,373: 4,089 4,470
Old : 17,843: 2,503 4,887 0 11,251 8,486 13,754 13,373: 4,089 4,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 2,706: 1,020 -245 0 1,499 2,392 2,519 2,147: 187 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 27.4 0.0 63.1 47.6 77.1 74.9: 22.9 25.1
Old : 100.0: 14.0 27.4 0.0 63.1 47.6 77.1 74.9: 22.9 25.1
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 : 31: 4 5 0 11 14 15 19:
Old : 31: 4 5 0 11 14 15 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 : 53.3 36.6 68.9 57.8 53.3 36.6 68.7 57.8
Old : 53.3 36.6 68.9 57.8 53.3 36.6 68.7 57.8
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, July 14, 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 : 261,239: 63,361 58,066 7,732 166,853 175,576 237,947 241,374: 23,292 19,865
Old : 261,239: 63,361 58,066 7,732 166,853 175,576 237,947 241,374: 23,292 19,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 6,514: 2,613 2,927 -25 4,959 1,576 7,546 4,477: -1,033 2,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 22.2 3.0 63.9 67.2 91.1 92.4: 8.9 7.6
Old : 100.0: 24.3 22.2 3.0 63.9 67.2 91.1 92.4: 8.9 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 : 211: 48 55 20 55 71 115 134:
Old : 211: 48 55 20 55 71 115 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 24.7 44.5 35.5 30.5 17.9 40.3 28.0
Old : 31.7 24.7 44.5 35.5 30.5 17.9 40.3 28.0
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 93,084: 42,529 15,907 3,105 26,194 62,373 71,829 81,386: 21,255 11,698
Old : 93,084: 42,529 15,907 3,105 26,194 62,373 71,829 81,386: 21,255 11,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,373: -2,179 3,946 195 4,578 -3,711 2,594 429: -1,221 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 17.1 3.3 28.1 67.0 77.2 87.4: 22.8 12.6
Old : 100.0: 45.7 17.1 3.3 28.1 67.0 77.2 87.4: 22.8 12.6
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 : 55: 20 15 7 14 12 39 29:
Old : 55: 20 15 7 14 12 39 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 : 47.4 53.5 56.0 67.7 47.4 53.5 55.8 65.9
Old : 47.4 53.5 56.0 67.7 47.4 53.5 55.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 26,795: 8,417 5,403 0 6,921 15,814 15,338 21,217: 11,457 5,577
Old : 26,795: 8,417 5,403 0 6,921 15,814 15,338 21,217: 11,457 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 544: 905 -883 0 -221 1,601 684 718: -140 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 20.2 0.0 25.8 59.0 57.2 79.2: 42.8 20.8
Old : 100.0: 31.4 20.2 0.0 25.8 59.0 57.2 79.2: 42.8 20.8
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 : 49: 12 10 0 10 19 22 29:
Old : 49: 12 10 0 10 19 22 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 : 21.1 29.3 35.0 45.2 21.1 29.1 34.3 45.0
Old : 21.1 29.3 35.0 45.2 21.1 29.1 34.3 45.0
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, July 14, 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 : 33,758: 9,420 10,266 410 15,283 18,536 25,113 29,212: 8,645 4,546
Old : 33,758: 9,420 10,266 410 15,283 18,536 25,113 29,212: 8,645 4,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -860: 1,004 -501 -436 1,683 -431 2,251 -1,368: -3,111 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 30.4 1.2 45.3 54.9 74.4 86.5: 25.6 13.5
Old : 100.0: 27.9 30.4 1.2 45.3 54.9 74.4 86.5: 25.6 13.5
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 : 63: 13 13 1 25 18 38 32:
Old : 63: 13 13 1 25 18 38 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 : 27.8 37.7 41.4 57.8 25.0 37.7 38.6 57.8
Old : 27.8 37.7 41.4 57.8 25.0 37.7 38.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 25,368: 2,575 6,356 184 19,632 17,336 22,391 23,876: 2,977 1,492
Old : 25,368: 2,575 6,356 184 19,632 17,336 22,391 23,876: 2,977 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -579: -614 97 15 -323 -715 -922 -603: 343 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 25.1 0.7 77.4 68.3 88.3 94.1: 11.7 5.9
Old : 100.0: 10.2 25.1 0.7 77.4 68.3 88.3 94.1: 11.7 5.9
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 : 34: 7 5 3 12 13 21 19:
Old : 34: 7 5 3 12 13 21 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 : 59.9 64.4 73.1 82.7 55.1 64.4 68.3 79.8
Old : 59.9 64.4 73.1 82.7 55.1 64.4 68.3 79.8
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, July 14, 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 : 17,758: 3,940 726 27 12,104 15,958 16,071 16,711: 1,687 1,047
Old : 17,758: 3,940 726 27 12,104 15,958 16,071 16,711: 1,687 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,976: -72 612 27 1,667 829 1,622 1,468: 354 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.1 0.2 68.2 89.9 90.5 94.1: 9.5 5.9
Old : 100.0: 22.2 4.1 0.2 68.2 89.9 90.5 94.1: 9.5 5.9
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 : 24: 9 4 2 10 4 20 9:
Old : 24: 9 4 2 10 4 20 9:
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 : 56.9 91.4 70.6 94.0 52.9 86.5 66.2 87.6
Old : 56.9 91.4 70.6 94.0 52.9 86.5 66.2 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2009