BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 4,383: 0 0 0 3,894 3,951 3,894 3,951: 489 432
Old : 4,383: 0 0 0 3,894 3,951 3,894 3,951: 489 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 78: 0 0 0 93 46 93 46: -15 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.8 90.1 88.8 90.1: 11.2 9.9
Old : 100.0: 0.0 0.0 0.0 88.8 90.1 88.8 90.1: 11.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 12 16 12:
Old : 21: 0 0 0 16 12 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 : 65.4 73.9 79.4 87.4 63.5 73.5 77.6 85.7
Old : 65.4 73.9 79.4 87.4 63.5 73.5 77.6 85.7
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 11, 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 : 39,903: 826 5,231 8,387 24,424 19,330 33,637 32,948: 6,266 6,955
Old : 39,903: 826 5,231 8,387 24,424 19,330 33,637 32,948: 6,266 6,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -450: -145 -448 -188 -11 723 -344 87: -107 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 13.1 21.0 61.2 48.4 84.3 82.6: 15.7 17.4
Old : 100.0: 2.1 13.1 21.0 61.2 48.4 84.3 82.6: 15.7 17.4
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 : 69: 11 19 19 33 25 57 51:
Old : 69: 11 19 19 33 25 57 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 26.9 49.4 40.2 32.3 25.7 43.0 37.2
Old : 35.4 26.9 49.4 40.2 32.3 25.7 43.0 37.2
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 11, 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 : 164,346: 28,328 37,529 42,972 69,315 53,019 140,615 133,520: 23,731 30,826
Old : 74,009: 17,737 28,271 12,180 35,907 17,086 65,824 57,537: 8,185 16,472
Other: 90,337: 19,072 17,741 22,311 33,408 35,933 74,791 75,984: 15,546 14,353
: : :
: : Changes in Commitments from: August 4, 2009 :
: 5,458: 2,377 -1,074 1,747 90 3,755 4,215 4,429: 1,244 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.8 26.1 42.2 32.3 85.6 81.2: 14.4 18.8
Old : 100.0: 24.0 38.2 16.5 48.5 23.1 88.9 77.7: 11.1 22.3
Other: 100.0: 21.1 19.6 24.7 37.0 39.8 82.8 84.1: 17.2 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 79 66 77 49 48 168 159:
Old : 194: 54 80 37 31 44 107 139:
Other: 160: 75 26 48 37 43 127 104:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 16.0 32.5 25.3 20.2 13.9 31.9 21.5
Old : 33.6 13.4 44.4 21.3 33.6 12.8 44.3 19.4
Other: 23.2 22.8 33.9 36.0 23.0 21.8 29.0 31.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 270,560: 76,841 43,352 56,775 114,714 120,329 248,330 220,456: 22,230 50,104
Old : 270,560: 76,841 43,352 56,775 114,714 120,329 248,330 220,456: 22,230 50,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -19,918: -2,320 8,575 -13,429 -168 -14,247 -15,918 -19,101: -4,000 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 16.0 21.0 42.4 44.5 91.8 81.5: 8.2 18.5
Old : 100.0: 28.4 16.0 21.0 42.4 44.5 91.8 81.5: 8.2 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 91 71 91 103 136 240 265:
Old : 331: 91 71 91 103 136 240 265:
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 : 23.0 13.7 34.8 20.9 22.8 11.1 33.2 16.9
Old : 23.0 13.7 34.8 20.9 22.8 11.1 33.2 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 11, 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 : 9,316: 3,213 2,427 1,046 3,167 4,387 7,427 7,860: 1,889 1,455
Old : 9,316: 3,213 2,427 1,046 3,167 4,387 7,427 7,860: 1,889 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -479: -83 88 -202 96 -161 -189 -275: -290 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 26.1 11.2 34.0 47.1 79.7 84.4: 20.3 15.6
Old : 100.0: 34.5 26.1 11.2 34.0 47.1 79.7 84.4: 20.3 15.6
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 : 72: 24 19 11 16 22 46 47:
Old : 72: 24 19 11 16 22 46 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 : 31.2 28.3 48.2 44.8 31.2 28.3 47.8 43.7
Old : 31.2 28.3 48.2 44.8 31.2 28.3 47.8 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 25,890: 8,845 2,293 4,979 6,234 7,437 20,057 14,709: 5,833 11,181
Old : 25,890: 8,845 2,293 4,979 6,234 7,437 20,057 14,709: 5,833 11,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -3,381: -1,833 -107 -1,136 -78 -1,682 -3,047 -2,924: -334 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 8.9 19.2 24.1 28.7 77.5 56.8: 22.5 43.2
Old : 100.0: 34.2 8.9 19.2 24.1 28.7 77.5 56.8: 22.5 43.2
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 : 112: 33 19 21 37 48 78 80:
Old : 112: 33 19 21 37 48 78 80:
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 : 20.5 17.4 31.1 23.8 16.5 12.1 25.8 17.0
Old : 20.5 17.4 31.1 23.8 16.5 12.1 25.8 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 108,344: 47,110 12,983 7,206 15,498 68,607 69,814 88,796: 38,530 19,548
Old : 108,344: 47,110 12,983 7,206 15,498 68,607 69,814 88,796: 38,530 19,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -14,908: -9,526 -7,883 -3,321 -1,603 -4,238 -14,450 -15,442: -458 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 12.0 6.7 14.3 63.3 64.4 82.0: 35.6 18.0
Old : 100.0: 43.5 12.0 6.7 14.3 63.3 64.4 82.0: 35.6 18.0
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 : 62: 23 11 12 18 18 48 34:
Old : 62: 23 11 12 18 18 48 34:
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 : 28.0 40.5 36.4 61.8 28.0 40.4 35.7 58.8
Old : 28.0 40.5 36.4 61.8 28.0 40.4 35.7 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 35,956: 10,962 10,903 1,610 9,243 16,008 21,815 28,521: 14,141 7,436
Old : 35,956: 10,962 10,903 1,610 9,243 16,008 21,815 28,521: 14,141 7,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -9,931: -10,357 4,430 -483 5,257 -13,923 -5,583 -9,977: -4,348 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 30.3 4.5 25.7 44.5 60.7 79.3: 39.3 20.7
Old : 100.0: 30.5 30.3 4.5 25.7 44.5 60.7 79.3: 39.3 20.7
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 : 38: 11 12 4 9 11 24 23:
Old : 38: 11 12 4 9 11 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 : 24.1 41.6 37.1 59.1 24.1 41.6 34.7 56.8
Old : 24.1 41.6 37.1 59.1 24.1 41.6 34.7 56.8
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 11, 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 : 77,773: 57,266 8,804 256 12,339 63,291 69,861 72,351: 7,912 5,422
Old : 77,773: 57,266 8,804 256 12,339 63,291 69,861 72,351: 7,912 5,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 15,694: 11,916 -615 219 961 13,561 13,096 13,165: 2,598 2,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 11.3 0.3 15.9 81.4 89.8 93.0: 10.2 7.0
Old : 100.0: 73.6 11.3 0.3 15.9 81.4 89.8 93.0: 10.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 36 14 2 14 16 50 32:
Old : 76: 36 14 2 14 16 50 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 : 56.7 57.5 70.1 75.9 56.7 57.3 70.1 74.0
Old : 56.7 57.5 70.1 75.9 56.7 57.3 70.1 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 102,155: 25,074 28,206 3,734 51,481 49,110 80,289 81,051: 21,865 21,104
Old : 102,155: 25,074 28,206 3,734 51,481 49,110 80,289 81,051: 21,865 21,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -16,958: -11,984 -8,886 -3,100 3,494 -2,079 -11,590 -14,066: -5,368 -2,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 27.6 3.7 50.4 48.1 78.6 79.3: 21.4 20.7
Old : 100.0: 24.5 27.6 3.7 50.4 48.1 78.6 79.3: 21.4 20.7
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 : 64: 22 15 7 14 18 37 39:
Old : 64: 22 15 7 14 18 37 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 43.6 55.4 54.8 42.3 43.3 53.2 54.4
Old : 42.5 43.6 55.4 54.8 42.3 43.3 53.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 79,101: 24,119 22,595 4,535 31,574 27,376 60,228 54,506: 18,873 24,594
Old : 79,101: 24,119 22,595 4,535 31,574 27,376 60,228 54,506: 18,873 24,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -9,965: -3,943 4,819 -650 270 -20,640 -4,323 -16,472: -5,641 6,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 28.6 5.7 39.9 34.6 76.1 68.9: 23.9 31.1
Old : 100.0: 30.5 28.6 5.7 39.9 34.6 76.1 68.9: 23.9 31.1
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 : 73: 19 25 12 21 19 47 49:
Old : 73: 19 25 12 21 19 47 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 24.5 40.5 36.8 26.3 22.8 40.1 33.1
Old : 26.4 24.5 40.5 36.8 26.3 22.8 40.1 33.1
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 11, 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 : 148,227: 45,887 28,336 11,775 30,824 67,280 88,486 107,391: 59,741 40,836
Old : 148,227: 45,887 28,336 11,775 30,824 67,280 88,486 107,391: 59,741 40,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -15,737: -15,293 -4,930 -4,655 1,292 -10,729 -18,656 -20,314: 2,919 4,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 19.1 7.9 20.8 45.4 59.7 72.5: 40.3 27.5
Old : 100.0: 31.0 19.1 7.9 20.8 45.4 59.7 72.5: 40.3 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 43 40 29 30 28 91 79:
Old : 127: 43 40 29 30 28 91 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 25.8 19.9 36.9 11.9 24.0 18.3 33.7
Old : 12.3 25.8 19.9 36.9 11.9 24.0 18.3 33.7
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, August 11, 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 : 25,034: 19,896 1,085 0 2,351 23,000 22,247 24,085: 2,787 949
Old : 25,034: 19,896 1,085 0 2,351 23,000 22,247 24,085: 2,787 949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,151: 921 310 0 217 837 1,138 1,147: 13 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 4.3 0.0 9.4 91.9 88.9 96.2: 11.1 3.8
Old : 100.0: 79.5 4.3 0.0 9.4 91.9 88.9 96.2: 11.1 3.8
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 : 37: 16 4 0 5 14 21 18:
Old : 37: 16 4 0 5 14 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 69.2 76.0 85.7 58.5 69.2 76.0 85.5
Old : 58.5 69.2 76.0 85.7 58.5 69.2 76.0 85.5
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 11, 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 :12,750,099: 799,403 280,681 4,583,135 6,366,700 6,866,257 11,749,238 11,730,072: 1,000,861 1,020,028
Old :12,750,099: 799,403 280,681 4,583,135 6,366,700 6,866,257 11,749,238 11,730,072: 1,000,861 1,020,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 279,110: -32,401 -1,145 216,265 140,445 45,529 324,308 260,649: -45,198 18,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.2 35.9 49.9 53.9 92.2 92.0: 7.8 8.0
Old : 100.0: 6.3 2.2 35.9 49.9 53.9 92.2 92.0: 7.8 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 : 248: 76 42 101 120 121 235 231:
Old : 248: 76 42 101 120 121 235 231:
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 : 20.5 26.8 32.5 41.2 13.0 17.5 16.3 20.5
Old : 20.5 26.8 32.5 41.2 13.0 17.5 16.3 20.5
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, August 11, 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 : 507,850: 27,211 37,013 54,192 326,969 358,044 408,372 449,249: 99,477 58,601
Old : 507,850: 27,211 37,013 54,192 326,969 358,044 408,372 449,249: 99,477 58,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 2,204: -851 -256 5,547 -798 -4,589 3,898 701: -1,694 1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.3 10.7 64.4 70.5 80.4 88.5: 19.6 11.5
Old : 100.0: 5.4 7.3 10.7 64.4 70.5 80.4 88.5: 19.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 28 29 41 82 74 136 119:
Old : 162: 28 29 41 82 74 136 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 23.4 25.7 35.0 16.9 23.4 24.3 33.0
Old : 17.8 23.4 25.7 35.0 16.9 23.4 24.3 33.0
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 11, 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 : 2,786,168: 482,828 376,825 131,265 1,945,580 2,022,296 2,559,673 2,530,386: 226,496 255,783
Old : 2,786,168: 482,828 376,825 131,265 1,945,580 2,022,296 2,559,673 2,530,386: 226,496 255,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 58,061: 14,686 -17,683 13,959 -19,992 73,394 8,653 69,669: 49,409 -11,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 13.5 4.7 69.8 72.6 91.9 90.8: 8.1 9.2
Old : 100.0: 17.3 13.5 4.7 69.8 72.6 91.9 90.8: 8.1 9.2
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 : 450: 109 99 85 167 160 316 304:
Old : 450: 109 99 85 167 160 316 304:
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 : 17.0 21.4 29.2 29.3 15.3 17.2 26.0 24.1
Old : 17.0 21.4 29.2 29.3 15.3 17.2 26.0 24.1
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 11, 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 : 101,466: 16,041 10,419 250 76,012 86,833 92,303 97,502: 9,163 3,964
Old : 101,466: 16,041 10,419 250 76,012 86,833 92,303 97,502: 9,163 3,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -2,294: -824 894 250 -735 -3,787 -1,309 -2,643: -985 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 10.3 0.2 74.9 85.6 91.0 96.1: 9.0 3.9
Old : 100.0: 15.8 10.3 0.2 74.9 85.6 91.0 96.1: 9.0 3.9
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 : 86: 10 8 1 50 30 60 39:
Old : 86: 10 8 1 50 30 60 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 51.6 48.4 70.6 26.5 49.5 39.4 65.8
Old : 33.2 51.6 48.4 70.6 26.5 49.5 39.4 65.8
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 11, 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 : 20,415: 2,966 4,228 64 12,016 10,641 15,046 14,933: 5,369 5,482
Old : 20,415: 2,966 4,228 64 12,016 10,641 15,046 14,933: 5,369 5,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 702: -944 509 64 386 -781 -494 -208: 1,196 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 20.7 0.3 58.9 52.1 73.7 73.1: 26.3 26.9
Old : 100.0: 14.5 20.7 0.3 58.9 52.1 73.7 73.1: 26.3 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 5 1 14 16 19 21:
Old : 35: 4 5 1 14 16 19 21:
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 : 39.6 36.0 62.8 53.3 39.6 35.7 62.8 53.0
Old : 39.6 36.0 62.8 53.3 39.6 35.7 62.8 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 350,290: 135,160 84,752 11,496 166,492 225,974 313,148 322,222: 37,142 28,068
Old : 350,290: 135,160 84,752 11,496 166,492 225,974 313,148 322,222: 37,142 28,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 21,747: 16,222 13,505 1,292 104 -874 17,618 13,923: 4,129 7,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 24.2 3.3 47.5 64.5 89.4 92.0: 10.6 8.0
Old : 100.0: 38.6 24.2 3.3 47.5 64.5 89.4 92.0: 10.6 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 : 220: 52 57 26 54 71 119 141:
Old : 220: 52 57 26 54 71 119 141:
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 : 34.4 25.8 46.0 38.5 33.9 22.6 44.9 34.2
Old : 34.4 25.8 46.0 38.5 33.9 22.6 44.9 34.2
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 11, 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 : 112,837: 57,317 7,545 3,308 23,423 89,861 84,047 100,714: 28,790 12,123
Old : 112,837: 57,317 7,545 3,308 23,423 89,861 84,047 100,714: 28,790 12,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -758: 982 -1,368 -608 -562 404 -187 -1,572: -571 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 6.7 2.9 20.8 79.6 74.5 89.3: 25.5 10.7
Old : 100.0: 50.8 6.7 2.9 20.8 79.6 74.5 89.3: 25.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 28 6 5 13 14 43 23:
Old : 54: 28 6 5 13 14 43 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 : 39.3 67.2 49.5 79.6 39.3 67.2 49.4 78.2
Old : 39.3 67.2 49.5 79.6 39.3 67.2 49.4 78.2
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 11, 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 : 36,607: 11,914 13,687 0 11,935 15,734 23,849 29,421: 12,758 7,186
Old : 36,607: 11,914 13,687 0 11,935 15,734 23,849 29,421: 12,758 7,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 4,305: 2,076 3,473 0 2,934 246 5,010 3,719: -705 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 37.4 0.0 32.6 43.0 65.1 80.4: 34.9 19.6
Old : 100.0: 32.5 37.4 0.0 32.6 43.0 65.1 80.4: 34.9 19.6
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 : 64: 14 17 0 16 19 30 36:
Old : 64: 14 17 0 16 19 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 34.1 34.7 47.3 22.1 33.5 34.7 46.7
Old : 22.1 34.1 34.7 47.3 22.1 33.5 34.7 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 48,553: 14,764 13,528 191 26,996 20,906 41,951 34,625: 6,602 13,928
Old : 48,553: 14,764 13,528 191 26,996 20,906 41,951 34,625: 6,602 13,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 6,437: 2,638 1,543 -8 3,004 1,633 5,634 3,168: 803 3,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 27.9 0.4 55.6 43.1 86.4 71.3: 13.6 28.7
Old : 100.0: 30.4 27.9 0.4 55.6 43.1 86.4 71.3: 13.6 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 16 11 2 27 24 43 37:
Old : 71: 16 11 2 27 24 43 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 : 35.9 31.0 47.5 44.3 33.8 31.0 45.3 44.3
Old : 35.9 31.0 47.5 44.3 33.8 31.0 45.3 44.3
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 11, 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 : 23,992: 3,348 6,922 129 17,860 15,104 21,337 22,155: 2,655 1,837
Old : 23,992: 3,348 6,922 129 17,860 15,104 21,337 22,155: 2,655 1,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -45: -17 -192 30 -283 813 -270 651: 225 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 28.9 0.5 74.4 63.0 88.9 92.3: 11.1 7.7
Old : 100.0: 14.0 28.9 0.5 74.4 63.0 88.9 92.3: 11.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 4 2 13 12 22 17:
Old : 35: 8 4 2 13 12 22 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 : 58.6 65.3 71.6 82.5 54.0 65.3 66.9 79.7
Old : 58.6 65.3 71.6 82.5 54.0 65.3 66.9 79.7
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 11, 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 : 17,743: 4,621 738 2 11,342 16,406 15,965 17,146: 1,778 597
Old : 17,743: 4,621 738 2 11,342 16,406 15,965 17,146: 1,778 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 784: 399 -18 2 119 633 520 617: 264 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 4.2 0.0 63.9 92.5 90.0 96.6: 10.0 3.4
Old : 100.0: 26.0 4.2 0.0 63.9 92.5 90.0 96.6: 10.0 3.4
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 : 23: 11 2 1 7 3 19 5:
Old : 23: 11 2 1 7 3 19 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 96.1 69.2 96.6 56.0 96.0 69.2 96.6
Old : 56.0 96.1 69.2 96.6 56.0 96.0 69.2 96.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2009