BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 4,305: 0 0 0 3,801 3,905 3,801 3,905: 504 400
Old : 4,305: 0 0 0 3,801 3,905 3,801 3,905: 504 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -466: 0 0 0 -509 -226 -509 -226: 43 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.3 90.7 88.3 90.7: 11.7 9.3
Old : 100.0: 0.0 0.0 0.0 88.3 90.7 88.3 90.7: 11.7 9.3
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 : 21: 0 0 0 17 12 17 12:
Old : 21: 0 0 0 17 12 17 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 : 62.7 74.9 77.4 88.0 60.8 74.5 74.9 86.3
Old : 62.7 74.9 77.4 88.0 60.8 74.5 74.9 86.3
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, August 4, 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 : 40,354: 971 5,679 8,575 24,435 18,607 33,981 32,861: 6,373 7,493
Old : 40,354: 971 5,679 8,575 24,435 18,607 33,981 32,861: 6,373 7,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -5,365: -537 -1,540 -1,757 -3,271 -2,343 -5,565 -5,641: 201 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 14.1 21.2 60.6 46.1 84.2 81.4: 15.8 18.6
Old : 100.0: 2.4 14.1 21.2 60.6 46.1 84.2 81.4: 15.8 18.6
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 : 71: 9 23 20 33 24 58 53:
Old : 71: 9 23 20 33 24 58 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 : 35.4 26.0 49.6 39.3 32.1 25.1 42.8 36.2
Old : 35.4 26.0 49.6 39.3 32.1 25.1 42.8 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 158,888: 25,951 38,603 41,225 69,225 49,263 136,400 129,092: 22,488 29,796
Old : 75,796: 16,761 31,120 11,878 38,709 16,238 67,348 59,236: 8,447 16,560
Other: 83,092: 19,441 17,735 19,095 30,516 33,026 69,052 69,856: 14,040 13,236
: : :
: : Changes in Commitments from: July 28, 2009 :
: 3,032: -904 -17 3,157 2,083 1,338 4,336 4,478: -1,304 -1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 24.3 25.9 43.6 31.0 85.8 81.2: 14.2 18.8
Old : 100.0: 22.1 41.1 15.7 51.1 21.4 88.9 78.2: 11.1 21.8
Other: 100.0: 23.4 21.3 23.0 36.7 39.7 83.1 84.1: 16.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 71 63 71 46 43 157 150:
Old : 187: 48 82 37 33 37 106 132:
Other: 147: 66 26 45 35 39 114 98:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 15.0 32.9 24.5 20.0 12.1 32.1 20.1
Old : 33.5 12.9 44.5 20.4 33.5 12.3 44.5 18.4
Other: 22.5 23.6 33.9 36.5 22.3 22.5 30.6 32.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 290,478: 79,161 34,777 70,205 114,882 134,575 264,248 239,557: 26,231 50,921
Old : 290,478: 79,161 34,777 70,205 114,882 134,575 264,248 239,557: 26,231 50,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 4,531: 3,926 3,183 3,629 -489 -3,458 7,066 3,354: -2,535 1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 12.0 24.2 39.5 46.3 91.0 82.5: 9.0 17.5
Old : 100.0: 27.3 12.0 24.2 39.5 46.3 91.0 82.5: 9.0 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 103 70 101 106 150 264 285:
Old : 358: 103 70 101 106 150 264 285:
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 : 19.7 14.0 30.8 20.6 19.1 11.7 28.8 16.9
Old : 19.7 14.0 30.8 20.6 19.1 11.7 28.8 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 9,795: 3,296 2,339 1,249 3,071 4,548 7,615 8,136: 2,179 1,659
Old : 9,795: 3,296 2,339 1,249 3,071 4,548 7,615 8,136: 2,179 1,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 800: 147 27 163 145 452 455 642: 345 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 23.9 12.7 31.4 46.4 77.8 83.1: 22.2 16.9
Old : 100.0: 33.7 23.9 12.7 31.4 46.4 77.8 83.1: 22.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 25 19 11 16 22 48 46:
Old : 73: 25 19 11 16 22 48 46:
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 : 29.4 25.7 45.7 42.5 29.4 25.7 45.4 42.4
Old : 29.4 25.7 45.7 42.5 29.4 25.7 45.4 42.4
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, August 4, 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 : 29,271: 10,678 2,400 6,115 6,312 9,118 23,105 17,633: 6,167 11,638
Old : 29,271: 10,678 2,400 6,115 6,312 9,118 23,105 17,633: 6,167 11,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,398: -273 287 -494 -43 -870 -810 -1,076: -587 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 8.2 20.9 21.6 31.2 78.9 60.2: 21.1 39.8
Old : 100.0: 36.5 8.2 20.9 21.6 31.2 78.9 60.2: 21.1 39.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 42 18 24 37 53 87 91:
Old : 130: 42 18 24 37 53 87 91:
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 : 18.7 16.7 28.8 24.0 14.2 10.9 23.4 16.2
Old : 18.7 16.7 28.8 24.0 14.2 10.9 23.4 16.2
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, August 4, 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 : 123,252: 56,637 20,866 10,527 17,101 72,845 84,264 104,238: 38,988 19,014
Old : 123,252: 56,637 20,866 10,527 17,101 72,845 84,264 104,238: 38,988 19,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 13,987: 10,053 2,354 162 746 12,109 10,961 14,625: 3,027 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 16.9 8.5 13.9 59.1 68.4 84.6: 31.6 15.4
Old : 100.0: 46.0 16.9 8.5 13.9 59.1 68.4 84.6: 31.6 15.4
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 : 67: 22 18 13 17 18 48 40:
Old : 67: 22 18 13 17 18 48 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 : 33.4 36.7 40.2 58.0 31.3 36.5 37.9 54.2
Old : 33.4 36.7 40.2 58.0 31.3 36.5 37.9 54.2
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, August 4, 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 : 45,887: 21,319 6,473 2,093 3,986 29,931 27,398 38,498: 18,489 7,390
Old : 45,887: 21,319 6,473 2,093 3,986 29,931 27,398 38,498: 18,489 7,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 4,993: 2,583 1,909 147 -175 3,616 2,556 5,673: 2,437 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 14.1 4.6 8.7 65.2 59.7 83.9: 40.3 16.1
Old : 100.0: 46.5 14.1 4.6 8.7 65.2 59.7 83.9: 40.3 16.1
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 : 39: 16 10 5 4 12 24 23:
Old : 39: 16 10 5 4 12 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 52.5 40.1 65.7 26.5 51.5 39.3 63.7
Old : 26.5 52.5 40.1 65.7 26.5 51.5 39.3 63.7
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, August 4, 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 : 62,079: 45,350 9,419 37 11,378 49,730 56,765 59,186: 5,314 2,893
Old : 62,079: 45,350 9,419 37 11,378 49,730 56,765 59,186: 5,314 2,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 5,414: 5,336 -388 -6 -830 5,861 4,500 5,467: 914 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 15.2 0.1 18.3 80.1 91.4 95.3: 8.6 4.7
Old : 100.0: 73.1 15.2 0.1 18.3 80.1 91.4 95.3: 8.6 4.7
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 : 65: 26 17 1 10 15 36 33:
Old : 65: 26 17 1 10 15 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 56.0 74.5 76.1 58.1 56.0 74.5 75.5
Old : 58.1 56.0 74.5 76.1 58.1 56.0 74.5 75.5
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, August 4, 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 : 119,113: 37,058 37,092 6,835 47,987 51,189 91,879 95,116: 27,233 23,996
Old : 119,113: 37,058 37,092 6,835 47,987 51,189 91,879 95,116: 27,233 23,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 18,531: 12,901 6,001 1,905 -1,931 7,015 12,875 14,921: 5,656 3,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 31.1 5.7 40.3 43.0 77.1 79.9: 22.9 20.1
Old : 100.0: 31.1 31.1 5.7 40.3 43.0 77.1 79.9: 22.9 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 27 24 9 13 15 45 43:
Old : 74: 27 24 9 13 15 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 41.8 46.2 53.6 34.1 41.5 45.5 52.2
Old : 34.3 41.8 46.2 53.6 34.1 41.5 45.5 52.2
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, August 4, 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 : 89,065: 28,062 17,776 5,186 31,304 48,017 64,551 70,978: 24,514 18,087
Old : 89,065: 28,062 17,776 5,186 31,304 48,017 64,551 70,978: 24,514 18,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -10,494: -9,146 4,429 508 899 -16,201 -7,740 -11,264: -2,755 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.0 5.8 35.1 53.9 72.5 79.7: 27.5 20.3
Old : 100.0: 31.5 20.0 5.8 35.1 53.9 72.5 79.7: 27.5 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 25 24 14 19 19 51 50:
Old : 78: 25 24 14 19 19 51 50:
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 : 23.5 42.9 37.0 53.7 23.4 39.7 36.7 49.7
Old : 23.5 42.9 37.0 53.7 23.4 39.7 36.7 49.7
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, August 4, 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 : 163,964: 61,180 33,266 16,430 29,531 78,009 107,142 127,705: 56,822 36,259
Old : 163,964: 61,180 33,266 16,430 29,531 78,009 107,142 127,705: 56,822 36,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 7,663: 6,004 -1,316 3,709 -2,172 7,825 7,541 10,218: 123 -2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.3 10.0 18.0 47.6 65.3 77.9: 34.7 22.1
Old : 100.0: 37.3 20.3 10.0 18.0 47.6 65.3 77.9: 34.7 22.1
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 : 136: 48 47 35 26 30 93 93:
Old : 136: 48 47 35 26 30 93 93:
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 : 18.0 28.6 26.4 40.9 18.0 26.3 24.3 36.0
Old : 18.0 28.6 26.4 40.9 18.0 26.3 24.3 36.0
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, August 4, 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 : 23,883: 18,975 775 0 2,134 22,163 21,109 22,938: 2,774 945
Old : 23,883: 18,975 775 0 2,134 22,163 21,109 22,938: 2,774 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 1,191: 985 352 0 -86 723 899 1,075: 292 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 3.2 0.0 8.9 92.8 88.4 96.0: 11.6 4.0
Old : 100.0: 79.4 3.2 0.0 8.9 92.8 88.4 96.0: 11.6 4.0
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 : 32: 13 5 0 4 12 17 17:
Old : 32: 13 5 0 4 12 17 17:
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 : 60.4 78.2 79.2 89.8 60.4 78.2 79.2 88.1
Old : 60.4 78.2 79.2 89.8 60.4 78.2 79.2 88.1
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,470,989: 831,804 281,825 4,366,870 6,226,255 6,820,727 11,424,929 11,469,422: 1,046,060 1,001,566
Old :12,470,989: 831,804 281,825 4,366,870 6,226,255 6,820,727 11,424,929 11,469,422: 1,046,060 1,001,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 159,102: -98,012 19,286 135,760 144,396 47,571 182,144 202,617: -23,042 -43,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.3 35.0 49.9 54.7 91.6 92.0: 8.4 8.0
Old : 100.0: 6.7 2.3 35.0 49.9 54.7 91.6 92.0: 8.4 8.0
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 : 243: 73 44 97 117 120 230 225:
Old : 243: 73 44 97 117 120 230 225:
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 27.6 32.4 41.8 13.2 18.3 16.8 21.4
Old : 20.4 27.6 32.4 41.8 13.2 18.3 16.8 21.4
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, August 4, 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 : 505,646: 28,061 37,269 48,646 327,768 362,633 404,475 448,547: 101,171 57,098
Old : 505,646: 28,061 37,269 48,646 327,768 362,633 404,475 448,547: 101,171 57,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 14,741: 1,435 -3,318 5,226 9,093 13,923 15,755 15,831: -1,014 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.4 9.6 64.8 71.7 80.0 88.7: 20.0 11.3
Old : 100.0: 5.5 7.4 9.6 64.8 71.7 80.0 88.7: 20.0 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 : 162: 22 32 38 85 75 136 117:
Old : 162: 22 32 38 85 75 136 117:
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 : 17.8 24.0 25.7 35.6 16.9 24.0 24.3 33.5
Old : 17.8 24.0 25.7 35.6 16.9 24.0 24.3 33.5
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, August 4, 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 : 2,728,107: 468,142 394,508 117,306 1,965,572 1,948,902 2,551,020 2,460,716: 177,087 267,391
Old : 2,728,107: 468,142 394,508 117,306 1,965,572 1,948,902 2,551,020 2,460,716: 177,087 267,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 73,472: -13,249 25,306 17,697 78,915 25,901 83,363 68,903: -9,891 4,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 14.5 4.3 72.0 71.4 93.5 90.2: 6.5 9.8
Old : 100.0: 17.2 14.5 4.3 72.0 71.4 93.5 90.2: 6.5 9.8
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 : 435: 94 104 76 166 155 303 292:
Old : 435: 94 104 76 166 155 303 292:
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 : 17.7 21.5 30.3 29.7 15.8 17.1 27.0 24.3
Old : 17.7 21.5 30.3 29.7 15.8 17.1 27.0 24.3
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, August 4, 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 : 103,760: 16,865 9,525 0 76,747 90,620 93,612 100,145: 10,148 3,615
Old : 103,760: 16,865 9,525 0 76,747 90,620 93,612 100,145: 10,148 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -230: -410 130 0 -433 -493 -843 -363: 613 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.2 0.0 74.0 87.3 90.2 96.5: 9.8 3.5
Old : 100.0: 16.3 9.2 0.0 74.0 87.3 90.2 96.5: 9.8 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 : 83: 10 6 0 48 31 58 37:
Old : 83: 10 6 0 48 31 58 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 : 32.9 49.5 48.3 71.4 26.7 49.5 40.4 67.5
Old : 32.9 49.5 48.3 71.4 26.7 49.5 40.4 67.5
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, August 4, 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 : 19,713: 3,910 3,719 0 11,630 11,422 15,540 15,141: 4,173 4,572
Old : 19,713: 3,910 3,719 0 11,630 11,422 15,540 15,141: 4,173 4,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 2,466: 93 -218 0 2,313 3,092 2,406 2,874: 60 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 18.9 0.0 59.0 57.9 78.8 76.8: 21.2 23.2
Old : 100.0: 19.8 18.9 0.0 59.0 57.9 78.8 76.8: 21.2 23.2
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: 3 6 0 14 16 17 22:
Old : 35: 3 6 0 14 16 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 37.1 68.0 54.3 47.7 35.3 67.9 52.5
Old : 47.7 37.1 68.0 54.3 47.7 35.3 67.9 52.5
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, August 4, 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 : 328,543: 118,938 71,247 10,204 166,388 226,848 295,530 308,299: 33,013 20,244
Old : 328,543: 118,938 71,247 10,204 166,388 226,848 295,530 308,299: 33,013 20,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 12,790: 8,940 -4,951 1,489 2,821 14,547 13,251 11,085: -460 1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 21.7 3.1 50.6 69.0 90.0 93.8: 10.0 6.2
Old : 100.0: 36.2 21.7 3.1 50.6 69.0 90.0 93.8: 10.0 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 : 218: 62 50 22 53 68 124 131:
Old : 218: 62 50 22 53 68 124 131:
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 : 30.6 24.5 43.3 38.4 29.0 19.2 40.5 31.3
Old : 30.6 24.5 43.3 38.4 29.0 19.2 40.5 31.3
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, August 4, 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 : 113,595: 56,334 8,913 3,915 23,985 89,457 84,234 102,286: 29,361 11,309
Old : 113,595: 56,334 8,913 3,915 23,985 89,457 84,234 102,286: 29,361 11,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 3,851: 2,234 -563 401 -953 3,661 1,682 3,499: 2,169 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 7.8 3.4 21.1 78.8 74.2 90.0: 25.8 10.0
Old : 100.0: 49.6 7.8 3.4 21.1 78.8 74.2 90.0: 25.8 10.0
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 : 53: 26 8 6 12 14 42 24:
Old : 53: 26 8 6 12 14 42 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 66.1 49.7 79.6 39.5 66.0 49.6 78.0
Old : 39.5 66.1 49.7 79.6 39.5 66.0 49.6 78.0
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, August 4, 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 : 32,302: 9,838 10,214 0 9,001 15,488 18,839 25,702: 13,463 6,600
Old : 32,302: 9,838 10,214 0 9,001 15,488 18,839 25,702: 13,463 6,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -470: 129 -315 0 -1,078 -1,485 -949 -1,800: 479 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 31.6 0.0 27.9 47.9 58.3 79.6: 41.7 20.4
Old : 100.0: 30.5 31.6 0.0 27.9 47.9 58.3 79.6: 41.7 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 12 0 14 18 26 30:
Old : 53: 12 12 0 14 18 26 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 : 19.6 35.0 32.6 49.8 19.4 34.7 31.8 49.6
Old : 19.6 35.0 32.6 49.8 19.4 34.7 31.8 49.6
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, August 4, 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 : 42,116: 12,126 11,985 199 23,992 19,273 36,317 31,457: 5,799 10,659
Old : 42,116: 12,126 11,985 199 23,992 19,273 36,317 31,457: 5,799 10,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -641: -732 1,293 -264 709 540 -287 1,569: -354 -2,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 28.5 0.5 57.0 45.8 86.2 74.7: 13.8 25.3
Old : 100.0: 28.8 28.5 0.5 57.0 45.8 86.2 74.7: 13.8 25.3
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 : 63: 13 10 2 25 21 38 33:
Old : 63: 13 10 2 25 21 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 29.9 48.6 44.4 33.4 29.9 46.3 44.4
Old : 35.7 29.9 48.6 44.4 33.4 29.9 46.3 44.4
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, August 4, 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 : 24,037: 3,365 7,114 99 18,143 14,291 21,607 21,504: 2,430 2,533
Old : 24,037: 3,365 7,114 99 18,143 14,291 21,607 21,504: 2,430 2,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -629: -244 133 -55 46 -1,160 -253 -1,082: -376 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 29.6 0.4 75.5 59.5 89.9 89.5: 10.1 10.5
Old : 100.0: 14.0 29.6 0.4 75.5 59.5 89.9 89.5: 10.1 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 : 33: 8 4 2 13 10 22 15:
Old : 33: 8 4 2 13 10 22 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 : 60.2 66.0 73.1 82.2 55.5 66.0 68.3 79.5
Old : 60.2 66.0 73.1 82.2 55.5 66.0 68.3 79.5
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,959: 4,222 756 0 11,223 15,773 15,445 16,529: 1,514 430
Old : 16,959: 4,222 756 0 11,223 15,773 15,445 16,529: 1,514 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 1,537: 789 55 0 393 1,554 1,182 1,609: 355 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 4.5 0.0 66.2 93.0 91.1 97.5: 8.9 2.5
Old : 100.0: 24.9 4.5 0.0 66.2 93.0 91.1 97.5: 8.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 2 0 8 5 19 7:
Old : 24: 11 2 0 8 5 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 96.2 72.3 97.5 57.9 96.2 72.3 97.4
Old : 58.0 96.2 72.3 97.5 57.9 96.2 72.3 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2009